Amplify BlackSwan Gr & Trsry Cor ETF (SWAN)
25.91
-0.24 (-0.92%)
USD |
NYSEARCA |
Feb 03, 16:00
Price Chart
Key Stats
Customize
Expense Ratio | Discount or Premium to NAV | Total Assets Under Management | 30-Day Average Daily Volume |
---|---|---|---|
0.49% | 0.11% | 254.92M | 48698.63 |
Dividend Yield | Turnover Ratio | 1 Year Fund Level Flows | Max Drawdown (All) |
2.00% | 286.0% | -400.71M | Upgrade |
Basic Info
Investment Strategy | |
The investment seeks results that generally correspond (before fees and expenses) to the price and yield of the S-Network BlackSwan Core Total Return Index (the "index"). The fund will invest at least 80% of its net assets in the securities that comprise the index, which will primarily include U.S. Treasury securities and long-dated call options ("LEAP Options") on the SPDR S&P 500 ETF Trust ("SPY"). The index is a rules-based, quantitative index that seeks to provide capital protection against the unpredictable, rare and highly disruptive events that have come to be referred to as "Black Swans." |
General | |
Security Type | Exchange-Traded Fund |
Equity Style | -- |
Fixed Income Style | -- |
Broad Asset Class | Alternative |
Broad Category | Alternative |
Category Name | Options Trading |
Category Index | Morningstar Mod Con Tgt Risk TR USD |
Global Category Name | Options Trading |
YCharts Categorization | Other |
YCharts Benchmark | S&P 500 Total Return (^SPXTR) |
Prospectus Objective | Growth |
Fund Owner Firm Name | Amplify ETFs |
Prospectus Benchmark Index | |
S-Network BlackSwan Core TR USD | 100.0% |
Broad Asset Class Benchmark Index | |
^MSACWINTR | 100.0% |
Manager Tenure | |
Charles Ragauss | 4.24 yrs |
Dan Cupkovic | 4.24 yrs |
Indu Chhachhi | 4.24 yrs |
Matt Westfall | 4.24 yrs |
Michael Venuto | 1.92 yrs |
Net Fund Flows Versus Category
1 Month
% Rank:
--
--
Category Low
--
Category High
1 Year
% Rank:
97
-400.71M
-3.934B
Category Low
877.97M
Category High
3 Months
% Rank:
--
--
Category Low
--
Category High
3 Years
% Rank:
--
--
Category Low
--
Category High
6 Months
% Rank:
--
--
Category Low
--
Category High
5 Years
% Rank:
--
--
Category Low
--
Category High
YTD
% Rank:
--
--
Category Low
--
Category High
10 Years
% Rank:
--
--
Category Low
--
Category High
As of January 31, 2023
Performance Versus Category
As of February 03, 2023. Returns for periods of 1 year and above are annualized.
Annual Total Returns Versus Peers
As of February 03, 2023.
Asset Allocation
Top 10 Holdings
Name | % Weight | Price | % Change |
---|---|---|---|
United States Treasury Bonds 3%
|
22.51% | -- | -- |
United States Treasury Notes 4%
|
16.17% | -- | -- |
United States Treasury Notes 4.13%
|
16.16% | -- | -- |
United States Treasury Notes 2.75%
|
16.14% | -- | -- |
United States Treasury Notes 4.25%
|
16.07% | -- | -- |
SPY OPTI CLL OPT 12/23 380
|
9.41% | -- | -- |
SPY OPTI CLL OPT 06/23 370
|
9.05% | -- | -- |
United States Treasury Notes 4.38%
|
2.67% | -- | -- |
Dreyfus Treasury Secs Csh Mgmt Svc New | 0.04% | 1.00 | 0.00% |
Invesco Shrt-Trm Inv Gov&Agcy Instl | 0.01% | 1.00 | 0.00% |
News
Headline
Wire
Time (ET)
Amplify ETFs Announces the BlackSwan Growth & Treasury Core ETF (SWAN) Has Surpassed $250M in Assets
Business Wire
04/28 06:00
Basic Info
Investment Strategy | |
The investment seeks results that generally correspond (before fees and expenses) to the price and yield of the S-Network BlackSwan Core Total Return Index (the "index"). The fund will invest at least 80% of its net assets in the securities that comprise the index, which will primarily include U.S. Treasury securities and long-dated call options ("LEAP Options") on the SPDR S&P 500 ETF Trust ("SPY"). The index is a rules-based, quantitative index that seeks to provide capital protection against the unpredictable, rare and highly disruptive events that have come to be referred to as "Black Swans." |
General | |
Security Type | Exchange-Traded Fund |
Equity Style | -- |
Fixed Income Style | -- |
Broad Asset Class | Alternative |
Broad Category | Alternative |
Category Name | Options Trading |
Category Index | Morningstar Mod Con Tgt Risk TR USD |
Global Category Name | Options Trading |
YCharts Categorization | Other |
YCharts Benchmark | S&P 500 Total Return (^SPXTR) |
Prospectus Objective | Growth |
Fund Owner Firm Name | Amplify ETFs |
Prospectus Benchmark Index | |
S-Network BlackSwan Core TR USD | 100.0% |
Broad Asset Class Benchmark Index | |
^MSACWINTR | 100.0% |
Manager Tenure | |
Charles Ragauss | 4.24 yrs |
Dan Cupkovic | 4.24 yrs |
Indu Chhachhi | 4.24 yrs |
Matt Westfall | 4.24 yrs |
Michael Venuto | 1.92 yrs |
Fundamentals
General | |
Distribution Yield | Upgrade |
Dividend Yield TTM (2-3-23) | 2.00% |
30-Day SEC Yield | -- |
7-Day SEC Yield | -- |
Number of Holdings | Upgrade |
Stock | |
Weighted Average PE Ratio | -- |
Weighted Average Price to Sales Ratio | -- |
Weighted Average Price to Book Ratio | -- |
Weighted Median ROE | -- |
Weighted Median ROA | -- |
Forecasted Dividend Yield | -- |
Forecasted PE Ratio | -- |
Forecasted Price to Sales Ratio | -- |
Forecasted Price to Book Ratio | -- |
Bond | |
Current Yield | 3.70% |
Yield to Maturity | -- |
Effective Duration | -- |
Average Coupon | Upgrade |
Average Credit Score | -- |
Average Price | Upgrade |
As of February 02, 2023
Risk Info
Fund Details
Key Dates | |
Inception Date | 11/5/2018 |
Last Annual Report Date | 10/31/2022 |
Last Prospectus Date | 2/28/2022 |
Attributes | |
Index Fund |
|
Inverse Fund | No |
Leveraged Fund | No |
Fund of Funds | No |
Currency Hedged Fund | No |
Synthetic Replication Fund | No |
Has Dividend Investment Plan | No |
Socially Responsible Fund | No |
News
Headline
Wire
Time (ET)
Amplify ETFs Announces the BlackSwan Growth & Treasury Core ETF (SWAN) Has Surpassed $250M in Assets
Business Wire
04/28 06:00