- ISIN
- US0321088884
- CUSIP
- 032108888
- Issuer
- Amplify
- Inception Date
- Nov 6, 2018
- Region
- North America (U.S.)
- Category
- Diversified Portfolio
- Leveraged
- 1x (No leverage)
- Index Tracked
- S-Network BlackSwan Core Index
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Multi-Cap
- Assets Under Management
- $161M
Share Price Chart
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Performance
SWAN Performance Chart
Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is up 3.3% since the beginning of the year. SWAN is currently trading at $33 per share. Investors who bought $1,000 worth of SWAN shares 5 years ago would now be looking at an investment worth $1,152.
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Returns By Period
Amplify BlackSwan Growth & Treasury Core ETF (SWAN) has returned 3.29% so far this year and 14.05% over the past 12 months.
Amplify BlackSwan Growth & Treasury Core ETF
- 1D
- -0.65%
- 1M
- -0.50%
- YTD
- 3.29%
- 6M
- 2.73%
- 1Y
- 14.05%
- 3Y*
- 12.19%
- 5Y*
- 2.87%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
SWAN Monthly Returns History
Based on dividend-adjusted daily data since Nov 6, 2018, SWAN's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +9.2%, while the worst month was Apr 2022 at -8.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SWAN closed higher 54% of trading days. The best single day was Mar 18, 2020 with a return of +10.2%, while the worst single day was Mar 19, 2020 at -12.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.18% | 1.39% | -5.08% | 5.91% | 3.26% | -2.04% | 3.29% | ||||||
| 2025 | 1.55% | 1.02% | -3.96% | 0.92% | 2.14% | 4.37% | 0.36% | 2.36% | 2.96% | 2.13% | 0.49% | -0.99% | 13.93% |
| 2024 | 0.68% | 2.20% | 2.89% | -5.88% | 4.60% | 3.89% | 2.58% | 2.51% | 2.44% | -3.34% | 5.23% | -4.37% | 13.44% |
| 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% |
Benchmark Metrics
Amplify BlackSwan Growth & Treasury Core ETF has an annualized alpha of 1.82%, beta of 0.37, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since November 06, 2018.
- This ETF participated in 71.42% of S&P 500 Index downside but only 53.82% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.37 may look defensive, but with R2 of 0.35 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 0.35 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.82%
- Beta
- 0.37
- R²
- 0.35
- Upside Capture
- 53.82%
- Downside Capture
- 71.42%
Expense Ratio
SWAN has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SWAN ranks 43 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) 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.
| SWAN | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.46 | -0.45 |
| Martin ratioReturn relative to average drawdown | 7.65 | 10.92 | -3.27 |
Dividends
Dividend History
Amplify BlackSwan Growth & Treasury Core ETF provided a 2.84% dividend yield over the last twelve months, with an annual payout of $0.95 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.95 | $0.93 | $0.75 | $0.79 | $0.52 | $1.74 | $0.54 | $1.06 | $0.07 |
Dividend yield | 2.84% | 2.86% | 2.54% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.24 | ||||||
| 2025 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.24 | $0.93 |
| 2024 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 | $0.75 |
| 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 | $1.67 | $1.74 |
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 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. Recovery took 463 trading sessions.
The current Amplify BlackSwan Growth & Treasury Core ETF drawdown is 2.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -31.04%Oct 2023 | 1y 11mo | 1y 10mo | 3y 9moNov 2021 - Sep 2025 |
COVID crash2020 | -12.78%Mar 2020 | 0s | 2mo 23d | 2mo 23dMar 2020 - Jun 2020 |
COVID crash2020 | -8.31%Mar 2020 | 7d | 2d | 9dMar 2020 - Mar 2020 |
2026 pullback2026 | -7.05%Mar 2026 | 4mo 29d | 21d | 5mo 20dOct 2025 - Apr 2026 |
2020 pullback2020 | -7.01%Oct 2020 | 1mo 27d | 2mo 2d | 3mo 29dSep 2020 - Dec 2020 |
Drawdown Indicators
| SWAN | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.04% | -56.78% | +25.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -9.10% | +2.05% |
Max Drawdown (3Y)Largest decline over 3 years | -12.07% | -18.90% | +6.83% |
Max Drawdown (5Y)Largest decline over 5 years | -31.04% | -25.43% | -5.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.43% | -3.21% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -10.71% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 2.04% | -0.20% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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