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Amplify CEF High Income ETF (YYY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US0321088470
CUSIP
032108847
Issuer
Amplify
Inception Date
Jun 12, 2012
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq CEF High Income™ Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amplify CEF High Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Amplify CEF High Income ETF (YYY) has returned -1.10% so far this year and 9.50% over the past 12 months. Over the last ten years, YYY has returned 5.58% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Amplify CEF High Income ETF

1D
3.08%
1M
-4.67%
YTD
-1.10%
6M
-0.59%
1Y
9.50%
3Y*
11.08%
5Y*
3.17%
10Y*
5.58%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 12, 2012, YYY's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +10.7%, while the worst month was Mar 2020 at -21.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, YYY closed higher 54% of trading days. The best single day was Mar 25, 2020 with a return of +8.9%, while the worst single day was Mar 18, 2020 at -17.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.26%1.46%-4.67%-1.10%
20253.91%0.00%-1.71%-0.95%3.41%3.42%0.34%2.41%1.20%0.59%0.61%-0.69%13.08%
20242.24%1.62%2.97%-2.74%3.63%1.85%0.68%2.60%2.39%-2.35%3.28%-4.52%11.86%
202310.05%-2.91%-3.50%0.87%-1.79%4.43%2.75%-1.51%-3.11%-3.67%8.61%3.25%12.98%
2022-4.02%-4.66%0.62%-5.56%-0.90%-7.20%5.81%-1.82%-10.71%2.73%7.18%-4.24%-21.78%
20211.05%3.06%3.07%3.29%2.17%2.37%-1.64%1.05%-1.97%2.20%-2.82%1.70%14.13%

Benchmark Metrics

Amplify CEF High Income ETF has an annualized alpha of -0.86%, beta of 0.56, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since June 13, 2012.

  • This ETF participated in 91.34% of S&P 500 Index downside but only 65.88% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.56 may look defensive, but with R² of 0.46 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 0.46 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
-0.86%
Beta
0.56
0.46
Upside Capture
65.88%
Downside Capture
91.34%

Expense Ratio

YYY has a high expense ratio of 3.23%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

YYY ranks 38 for risk / return — below 38% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


YYY Risk / Return Rank: 3838
Overall Rank
YYY Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 3333
Sortino Ratio Rank
YYY Omega Ratio Rank: 4343
Omega Ratio Rank
YYY Calmar Ratio Rank: 3434
Calmar Ratio Rank
YYY Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amplify CEF High Income ETF (YYY) and compare them to a chosen benchmark (S&P 500 Index).


YYYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.90

-0.17

Sortino ratio

Return per unit of downside risk

1.01

1.39

-0.38

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

0.88

1.40

-0.52

Martin ratio

Return relative to average drawdown

4.11

6.61

-2.50

Explore YYY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Amplify CEF High Income ETF provided a 13.06% dividend yield over the last twelve months, with an annual payout of $1.44 per share. The fund has been increasing its distributions for 3 consecutive years.


8.00%9.00%10.00%11.00%12.00%13.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.44$1.44$1.44$1.44$1.44$1.51$1.56$1.62$1.56$1.59$1.92$1.92

Dividend yield

13.06%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%

Monthly Dividends

The table displays the monthly dividend distributions for Amplify CEF High Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.12$0.12$0.12$0.36
2025$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.44
2024$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.44
2023$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.44
2022$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.44
2021$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.12$0.12$0.12$0.12$0.12$1.51

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 CEF High Income 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 CEF High Income ETF was 42.52%, occurring on Mar 23, 2020. Recovery took 222 trading sessions.

The current Amplify CEF High Income ETF drawdown is 5.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.52%Feb 21, 202022Mar 23, 2020222Feb 8, 2021244
-27.92%Jul 6, 2021328Oct 20, 2022483Sep 24, 2024811
-26.33%May 30, 2014414Jan 20, 2016308Apr 10, 2017722
-14.23%Oct 3, 201857Dec 24, 201853Mar 13, 2019110
-13.47%Feb 21, 202532Apr 7, 202539Jun 3, 202571

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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