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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

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
SWANCategory AverageSWANCategory AverageSWANCategory 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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