NYSEArca - Nasdaq Real Time Price USD
Amplify BlackSwan Growth & Treasury Core ETF (SWAN)
28.73
-0.27
(-0.92%)
As of 2:38:30 PM EDT. Market Open.
ETF Summary
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."
Risk Overview
Risk Overview Information Not Available
Performance & Risk
YTD Return | -0.47% |
5y Average Return | 3.36% |
Rank in Category (ytd) | -- |
% Rank in Category (ytd) | -- |
Beta (5Y Monthly) | 0.82 |
Morningstar Risk Rating | -- |
Risk Statistics
3 Years | 5 Years | 10 Years | ||||
---|---|---|---|---|---|---|
SWAN | Category Average | SWAN | Category Average | SWAN | Category Average | |
Alpha | -7.31 | -1.31 | -5.14 | 0.03 | 0 | -0.64 |
BETA | 0.82 | 0.51 | 0.64 | 0.45 | 0 | 0.4 |
Mean Annual Return | 0.14 | 0.5 | 0.37 | 0.63 | 0 | 0.37 |
R-squared | 80.6 | 66.13 | 69.28 | 60.21 | 0 | 54.34 |
Standard Deviation | 14.76 | 10.39 | 13.04 | 10.36 | 0 | 9.16 |
Sharpe Ratio | -0.18 | 0.09 | 0.14 | 0.47 | 0 | 0.27 |
Treynor Ratio | -4.66 | -81.87 | 1.48 | 12.15 | 0 | 6.4 |
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