Amplify BlackSwan Growth & Treasury Core ETF (SWAN)
SWAN is a passive ETF by Amplify Investments tracking the investment results of the S-Network BlackSwan Core Index. SWAN launched on Nov 6, 2018 and has a 0.49% expense ratio.
ETF Info
| ISIN | US0321088884 |
|---|---|
| CUSIP | 032108888 |
| Issuer | Amplify Investments |
| Inception Date | Nov 6, 2018 |
| Region | North America (U.S.) |
| Category | Diversified Portfolio |
| Leveraged | 1x |
| Index Tracked | S-Network BlackSwan Core Index |
| Asset Class | Multi-Asset |
Asset Class Size | Multi-Cap |
Expense Ratio
SWAN features an expense ratio of 0.49%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: SWAN vs. NTSX, SWAN vs. SPY, SWAN vs. JEPI, SWAN vs. FTLS, SWAN vs. RSP, SWAN vs. VOO, SWAN vs. USSG, SWAN vs. TLT, SWAN vs. VUG, SWAN vs. QQQ
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Amplify BlackSwan Growth & Treasury Core ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Amplify BlackSwan Growth & Treasury Core ETF had a return of 12.52% year-to-date (YTD) and 24.72% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 12.52% | 20.10% |
| 1 month | -2.49% | -0.39% |
| 6 months | 10.25% | 11.72% |
| 1 year | 24.72% | 31.44% |
| 5 years (annualized) | 3.80% | 13.30% |
| 10 years (annualized) | N/A | 10.96% |
Monthly Returns
The table below presents the monthly returns of SWAN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.68% | 2.20% | 2.89% | -5.88% | 4.60% | 3.89% | 2.58% | 2.51% | 2.44% | -3.35% | 12.52% | ||
| 2023 | 5.28% | -4.35% | 4.59% | 1.02% | -1.67% | 2.15% | 1.32% | -1.67% | -6.11% | -3.22% | 9.22% | 6.06% | 12.07% |
| 2022 | -5.44% | -2.42% | -1.54% | -8.81% | -0.77% | -4.42% | 4.82% | -4.81% | -7.17% | -0.77% | 4.79% | -4.56% | -27.77% |
| 2021 | -1.43% | -1.39% | 0.21% | 4.15% | 0.56% | 2.45% | 2.77% | 1.79% | -4.41% | 4.35% | 0.76% | 0.62% | 10.55% |
| 2020 | 2.51% | -1.09% | -1.01% | 3.76% | 1.64% | 1.25% | 3.45% | 2.30% | -2.41% | -2.71% | 6.26% | 1.53% | 16.17% |
| 2019 | 3.70% | 0.96% | 3.39% | 2.14% | -2.11% | 5.03% | 0.85% | 2.82% | 0.11% | 0.81% | 1.72% | 0.87% | 22.03% |
| 2018 | 1.39% | -3.58% | -2.25% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SWAN is 67, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Amplify BlackSwan Growth & Treasury Core ETF provided a 2.52% dividend yield over the last twelve months, with an annual payout of $0.74 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.79 | $0.52 | $1.74 | $0.54 | $1.06 | $0.07 |
Dividend yield | 2.52% | 2.98% | 2.12% | 5.04% | 1.64% | 3.69% | 0.29% |
Monthly Dividends
The table displays the monthly dividend distributions for Amplify BlackSwan Growth & Treasury Core 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.53 | |
| 2023 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.21 | $0.79 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.18 | $0.52 |
| 2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $1.68 | $1.74 |
| 2020 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.43 | $0.54 |
| 2019 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.75 | $1.06 |
| 2018 | $0.07 | $0.07 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Amplify BlackSwan Growth & Treasury Core 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 BlackSwan Growth & Treasury Core ETF was 31.04%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
The current Amplify BlackSwan Growth & Treasury Core ETF drawdown is 9.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.04% | Nov 10, 2021 | 494 | Oct 27, 2023 | — | — | — |
| -12.78% | Mar 19, 2020 | 1 | Mar 19, 2020 | 57 | Jun 10, 2020 | 58 |
| -8.31% | Mar 9, 2020 | 6 | Mar 16, 2020 | 2 | Mar 18, 2020 | 8 |
| -7.01% | Sep 3, 2020 | 41 | Oct 30, 2020 | 42 | Dec 31, 2020 | 83 |
| -6.75% | Dec 4, 2018 | 14 | Dec 24, 2018 | 36 | Feb 15, 2019 | 50 |
Volatility
Volatility Chart
The current Amplify BlackSwan Growth & Treasury Core ETF volatility is 2.74%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.