Amplify BlackSwan Gr & Trsry Cor ETF (SWAN)
36.01
-0.10 (-0.28%)
USD |
NYSEARCA |
Nov 26, 16:00
Price Chart
Key Stats
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| Expense Ratio | Discount or Premium to NAV | Total Assets Under Management | 30-Day Average Daily Volume |
|---|---|---|---|
| 0.49% | 0.28% | 932.18M | 154691.4 |
| Dividend Yield | Turnover Ratio | 1 Year Fund Level Flows | Max Drawdown (All) |
| 0.20% | 162.0% | 116.73M | 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 total 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." The fund is non-diversified. |
| General | |
| Security Type | Exchange-Traded Fund |
| Equity Style | Large Cap/Blend |
| Fixed Income Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Category Name | Options Trading |
| Category Index | Morningstar Mod Con Tgt Risk TR USD |
| 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 | 2.99 yrs |
| Dan Cupkovic | 2.99 yrs |
| Indu Chhachhi | 2.99 yrs |
| Matt Westfall | 2.99 yrs |
| Michael Venuto | 0.67 yrs |
Net Fund Flows Versus Category
1 Month
% Rank:
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Category Low
--
Category High
1 Year
% Rank:
8
116.73M
-309.86M
Category Low
3.905B
Category High
3 Months
% Rank:
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Category High
3 Years
% Rank:
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6 Months
% Rank:
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5 Years
% Rank:
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YTD
% Rank:
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10 Years
% Rank:
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As of October 31, 2021
Performance Versus Category
As of November 26, 2021. Returns for periods of 1 year and above are annualized.
Annual Total Returns Versus Peers
Edit comparables
As of November 26, 2021.
Asset Allocation
Top 9 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
United States Treasury Bonds 1.875%
|
17.32% | -- | -- |
|
United States Treasury Notes 1.125%
|
14.91% | -- | -- |
|
United States Treasury Notes 0.375%
|
14.75% | -- | -- |
|
United States Treasury Notes 1.25%
|
14.71% | -- | -- |
|
United States Treasury Notes 0.75%
|
14.62% | -- | -- |
|
SPDR S&P 500 ETF TRUST Dec. 17, 2021 Call 324
|
11.30% | -- | -- |
|
Spdr S&P Cll Opt 6/22 375
|
7.52% | -- | -- |
|
United States Treasury Notes 0.125%
|
4.58% | -- | -- |
| Invesco Shrt-Trm Inv Gov&Agcy Instl | 0.28% | 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 total 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." The fund is non-diversified. |
| General | |
| Security Type | Exchange-Traded Fund |
| Equity Style | Large Cap/Blend |
| Fixed Income Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Category Name | Options Trading |
| Category Index | Morningstar Mod Con Tgt Risk TR USD |
| 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 | 2.99 yrs |
| Dan Cupkovic | 2.99 yrs |
| Indu Chhachhi | 2.99 yrs |
| Matt Westfall | 2.99 yrs |
| Michael Venuto | 0.67 yrs |
Fundamentals
| General | |
| Distribution Yield | Upgrade |
| Dividend Yield TTM (11-26-21) | 0.20% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
| Number of Holdings | Upgrade |
| Stock | |
| Weighted Average PE Ratio | 24.94 |
| Weighted Average Price to Sales Ratio | Upgrade |
| Weighted Average Price to Book Ratio | Upgrade |
| Weighted Median ROE | Upgrade |
| Weighted Median ROA | Upgrade |
| Forecasted Dividend Yield | Upgrade |
| Forecasted PE Ratio | Upgrade |
| Forecasted Price to Sales Ratio | Upgrade |
| Forecasted Price to Book Ratio | Upgrade |
| Bond | |
| Current Yield | 1.07% |
| Yield to Maturity | -- |
| Effective Duration | -- |
| Average Coupon | Upgrade |
| Average Credit Score | -- |
| Average Price | Upgrade |
As of November 24, 2021
Risk Info
Fund Details
| Key Dates | |
| Inception Date | 11/5/2018 |
| Last Annual Report Date | 10/31/2020 |
| Last Prospectus Date | 3/1/2021 |
| Attributes | |
| Enhanced Index Fund | No |
| 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