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 |
| Index Tracked | S-Network BlackSwan Core Index |
| Asset Class | Multi-Asset |
Asset Class Size | Multi-Cap |
Expense Ratio
The Amplify BlackSwan Growth & Treasury Core ETF has a high expense ratio of 0.49%, indicating higher-than-average management fees.
Share Price Chart
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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 -0.58% year-to-date (YTD) and 6.12% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -0.58% | 5.06% |
| 1 month | -4.43% | -3.23% |
| 6 months | 13.83% | 17.14% |
| 1 year | 6.12% | 20.62% |
| 5 years (annualized) | 2.97% | 11.54% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.68% | 2.20% | 2.87% | |||||||||
| 2023 | -6.11% | -3.22% | 9.22% | 6.06% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Amplify BlackSwan Growth & Treasury Core ETF(SWAN)
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 granted a 2.99% dividend yield in the last twelve months. The annual payout for that period amounted to $0.78 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.78 | $0.79 | $0.52 | $1.74 | $0.54 | $1.06 | $0.07 |
Dividend yield | 2.99% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.19 | |||||||||
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2018 | $0.07 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 20.13%.
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 3.23%, 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.