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ISIN
US0321083422
CUSIP
032108342
Issuer
Amplify
Inception Date
Mar 10, 2026
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
Nasdaq Municipal Bond CEF High Income Index
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$1M

Share Price Chart


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Performance

YYYM Performance Chart


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S&P 500 Index

Returns By Period


Amplify Municipal CEF High Income ETF

1D
0.60%
1M
3.37%
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YYYM Monthly Returns History

Based on dividend-adjusted daily data since Mar 10, 2026, YYYM's average daily return is +0.03%, while the average monthly return is +0.45%. At this rate, an investment would double in approximately 12.9 years.

Historically, 75% of months were positive and 25% were negative. The best month was Apr 2026 with a return of +2.4%, while the worst month was Mar 2026 at -3.2%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.

On a daily basis, YYYM closed higher 46% of trading days. The best single day was Mar 31, 2026 with a return of +2.2%, while the worst single day was Mar 20, 2026 at -1.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.16%2.43%1.65%0.90%1.72%

Benchmark Metrics

Amplify Municipal CEF High Income ETF has an annualized alpha of -7.56%, beta of 0.45, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since March 10, 2026.

  • This ETF participated in 42.20% of S&P 500 Index downside but only 18.88% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.45 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
-7.56%
Beta
0.45
0.46
Upside Capture
18.88%
Downside Capture
42.20%

Expense Ratio

YYYM has a high expense ratio of 2.78%, indicating above-average management fees.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amplify Municipal CEF High Income ETF (YYYM) 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.


YYYMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.66

Martin ratioReturn relative to average drawdown

11.86

Dividends

Dividend History

Amplify Municipal CEF High Income ETF provided a 1.19% dividend yield over the last twelve months, with an annual payout of $0.24 per share.


PeriodTTM
Dividend$0.24

Dividend yield

1.19%

Monthly Dividends

The table displays the monthly dividend distributions for Amplify Municipal 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$0.00$0.24

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 Municipal 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 Municipal CEF High Income ETF was 5.28%, occurring on Mar 30, 2026. Recovery took 26 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-5.28%Mar 2026
20d1mo 7d
1mo 27dMar 2026 - May 2026
2026 pullback2026
-2.75%May 2026
8d9d
17dMay 2026 - May 2026
2026 pullback2026
-0.95%Jun 2026
7d2d
9dJun 2026 - Jun 2026
2026 pullback2026
-0.25%Jun 2026
0s3d
3dJun 2026 - Jun 2026
2026 pullback2026
-0.24%Jun 2026
1d1d
2dJun 2026 - Jun 2026

Drawdown Indicators


YYYMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-5.28%

-56.78%

+51.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

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 Drawdown

Current decline from peak

0.00%

-2.49%

+2.49%

Average Drawdown

Average peak-to-trough decline

-1.14%

-10.72%

+9.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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