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ETFs

Amplify BlackSwan Growth & Treasure Core ETF

SWAN
$--
Today’s Change
-- (--)

Snapshot
*

Inception Date
Nov 06 2018
Expense Ratio
0.49%
Type
US Diversified
Fund Owner
Amplify Investments
Volume (1m avg. daily)
$1,166,935
AUM
$241,766,496
Associated Index
S-Network BlackSwan Core Total Return Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

Top 10 Holdings

n/a
UNITED STATES TREAS BDS 3% 08/15/2052
23.24%
n/a
UNITED STATES TREAS NTS 2.75% 08/15/2032
16.78%
n/a
UNITED STATES TREAS NTS 4.125% 10/31/2027
16.60%
n/a
UNITED STATES TREAS NTS 4.25% 10/15/2025
16.59%
n/a
UNITED STATES TREAS NTS 4% 10/31/2029
16.58%
n/a
SPY OPTI CLL OPT 12/23 380
3.59%
n/a
UNITED STATES TREAS NTS 4.375% 10/31/2024
2.77%
n/a
SPY OPTI CLL OPT 06/23 370
2.71%
n/a
Cash & Other
1.15%
Invest with SWAN

What is SWAN?

SWAN seeks investment results that correspond to the S-Network BlackSwan Core Total Return Index (the Index). The Index s investment strategy seeks uncapped exposure to the S&P 500, while buffering against the possibility of significant losses. Approximately 90% of SWAN will be invested in U.S. Treasury securities, while approximately 10% will be invested in SPY LEAP Options in the form of in-the-money calls.

ETFs related toSWAN

ETFs correlated to SWAN include AOK, AOM, DIAL

SWAN
Amplify ETF Trust - Amplify BlackSwan Growth & Treasury Core ETF
AOK
BlackRock Institutional Trust Company N.A. - iShares Core Conservative Allocation ETF
AOM
BlackRock Institutional Trust Company N.A. - iShares Core Moderate Allocation ETF
DIAL
Columbia ETF Trust I - Columbia Diversified Fixed Income Allocation ETF
VCIT
Vanguard Group, Inc. - Vanguard Intermediate-Term Corporate Bond ETF
SPBO
SPDR Series Trust - SPDR Portfolio Corporate Bond ETF
SUSC
iShares Trust - iShares Trust iShares ESG Aware USD Corporate Bond ETF
IIGV
Invesco Exchange-Traded Self-Indexed Fund Trust - Invesco Investment Grade Value ETF
RPAR
Tidal ETF Trust - RPAR Risk Parity ETF
LQD
BlackRock Institutional Trust Company N.A. - iShares iBoxx USD Investment Grade Corporate Bond ETF
FBND
Fidelity Covington Trust - Fidelity Total Bond ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toSWAN

#INC

Dynamic Income

Category

Composer's Picks

Risk Rating

Moderate

#DYNAM

Dynamic Stocks and Bonds

Category

Getting Defensive

Risk Rating

Moderate

Create your own algorithmic trading strategy with SWAN using Composer

FAQ

SWAN is a US Diversified ETF. SWAN seeks investment results that correspond to the S-Network BlackSwan Core Total Return Index (the Index). The Index s investment strategy seeks uncapped exposure to the S&P 500, while buffering against the possibility of significant losses. Approximately 90% of SWAN will be invested in U.S. Treasury securities, while approximately 10% will be invested in SPY LEAP Options in the form of in-the-money calls.

SWAN tracks the S-Network BlackSwan Core Total Return Index.

No, SWAN is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, SWAN is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on SWAN is 0.0048%. This is the percent change in the value of SWAN over the most recent 1-month period. The 3-month return on SWAN is -0.0016%. This is the percent change in the value of SWAN over the most recent 3-month period.

The standard deviation of SWAN for the past year is 0.1395%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to SWAN include AMLP, PGX, and FPE.

ETFs correlated to SWAN include AOK, AOM, and DIAL.

ETFs that are inversely correlated to SWAN include SJB, TBX, and PST.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.