- CUSIP
- 032108672
- Issuer
- Amplify
- Inception Date
- Nov 14, 2023
- Category
- Multisector Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- Secured Overnight Financing Rate
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $386M
Share Price Chart
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Performance
SOFR Performance Chart
Amplify Samsung SOFR ETF (SOFR) is up 1.7% since the beginning of the year. SOFR is currently trading at $100 per share.
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Returns By Period
Amplify Samsung SOFR ETF (SOFR) has returned 1.70% so far this year and 3.93% over the past 12 months.
Amplify Samsung SOFR ETF
- 1D
- 0.03%
- 1M
- 0.29%
- YTD
- 1.70%
- 6M
- 1.82%
- 1Y
- 3.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SOFR Monthly Returns History
Based on dividend-adjusted daily data since Sep 26, 2024, SOFR's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.
Historically, 95% of months were positive and 5% were negative. The best month was Feb 2026 with a return of +0.6%, while the worst month was Mar 2026 at -0.0%. The longest winning streak lasted 18 consecutive months, and the longest losing streak was 1 months.
On a daily basis, SOFR closed higher 77% of trading days. The best single day was Oct 27, 2025 with a return of +0.4%, while the worst single day was Oct 28, 2025 at -0.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.28% | 0.59% | -0.01% | 0.33% | 0.26% | 0.23% | 1.70% | ||||||
| 2025 | 0.37% | 0.33% | 0.35% | 0.34% | 0.37% | 0.33% | 0.37% | 0.38% | 0.33% | 0.37% | 0.29% | 0.36% | 4.27% |
| 2024 | 0.03% | 0.36% | 0.39% | 0.42% | 1.21% |
Benchmark Metrics
Amplify Samsung SOFR ETF has an annualized alpha of 4.21%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 26, 2024.
- This ETF captured 7.29% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -17.89%) - a profile typical of hedging or uncorrelated assets.
- Beta of -0.00 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.21%
- Beta
- -0.00
- R²
- 0.00
- Upside Capture
- 7.29%
- Downside Capture
- -17.89%
Expense Ratio
SOFR has an expense ratio of 0.20%, which is considered low.
Return for Risk
Risk / Return Rank
SOFR ranks 98 for risk / return — in the top 98% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Amplify Samsung SOFR ETF (SOFR) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SOFR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.68 | ||
| Sortino ratioReturn per unit of downside risk | +4.18 | ||
| Omega ratioGain probability vs. loss probability | 3.44 | 1.37 | +2.07 |
| Calmar ratioReturn relative to maximum drawdown | 9.72 | 2.78 | +6.93 |
| Martin ratioReturn relative to average drawdown | 39.74 | 12.44 | +27.30 |
Dividends
Dividend History
Amplify Samsung SOFR ETF provided a 3.94% dividend yield over the last twelve months, with an annual payout of $3.95 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $3.95 | $4.23 | $1.60 |
Dividend yield | 3.94% | 4.22% | 1.60% |
Monthly Dividends
The table displays the monthly dividend distributions for Amplify Samsung SOFR ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.30 | $0.30 | $0.30 | $0.30 | $0.30 | $0.00 | $1.51 | ||||||
| 2025 | $0.36 | $0.34 | $0.36 | $0.36 | $0.36 | $0.36 | $0.36 | $0.36 | $0.36 | $0.35 | $0.33 | $0.31 | $4.23 |
| 2024 | $0.43 | $0.40 | $0.39 | $0.39 | $1.60 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Amplify Samsung SOFR ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Amplify Samsung SOFR ETF was 0.41%, occurring on Oct 28, 2025. Recovery took 26 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 pullback2025 | -0.41%Oct 2025 | 0s | 1mo 7d | 1mo 7dOct 2025 - Dec 2025 |
2024 pullback2024 | -0.40%Dec 2024 | 0s | 1d | 1dDec 2024 - Dec 2024 |
2026 pullback2026 | -0.32%Mar 2026 | 0s | 1mo | 1moMar 2026 - Apr 2026 |
2026 pullback2026 | -0.15%Jun 2026 | 4d | 9d | 13dMay 2026 - Jun 2026 |
2026 pullback2026 | -0.13%Apr 2026 | 6d | 5d | 11dApr 2026 - Apr 2026 |
Drawdown Indicators
| SOFR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.41% | -56.78% | +56.37% |
Max Drawdown (1Y)Largest decline over 1 year | -0.41% | -9.10% | +8.69% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -10.71% | +10.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.10% | 2.03% | -1.93% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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