SWANAmplify BlackSwan Growth & Treasury Core ETF
Seeks investment results that correspond to the price and yield of the S-Network BlackSwan Core Index.
By Amplify ETFs · Launched 2018
Annual Cost
0.49%
#2,575 of 6,040 · average
Fund Size
$158M
#2,665 of 6,040 · mid-size
Return (1Y)
+4.2%
Track Record
7 years
#1,820 of 6,040 · established
Performance
Total-return NAV · USDGrowth of $10,000
$10,398+4.0%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundAsset class
Fixed incomeRegion
North americaStrategy
Index tracking
Index tracked
S-Network BlackSwan Core Index
Holdings
By weightConcentration
Top 10 holdings = 89.2% of fundconcentrated
US TREASURY N/B
9.0%
US TREASURY N/B
9.0%
US TREASURY N/B
9.0%
US TREASURY N/B
9.0%
US TREASURY N/B
8.9%
US TREASURY N/B
8.9%
US TREASURY N/B
8.9%
US TREASURY N/B
8.9%
US TREASURY N/B
8.9%
US TREASURY N/B
8.9%
Asset allocation
Bonds
86.1%
Stocks
22.2%
Other
1.0%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
10.5%Moderate
Year-on-year price swings
Max drawdown
-31.0%Severe
Worst peak-to-trough loss
Sharpe (3Y)
0.76Decent risk-adjusted returns
Sortino (3Y)
1.11Good downside protection
Bond profile
Duration
3.8 years
Avg maturity
9.5 years
Credit ratings
US Government
86.1%
Listing
- Exchange
- NYSE Arca
Full fund details
- Objective
- Seeks investment results that correspond to the price and yield of the S-Network BlackSwan Core Index.
- Strategy
- Invests primarily in U.S. Treasury securities and long-dated call options on SPY using an indexing investment approach to replicate the performance of the S-Network BlackSwan Core Index. Aims to provide capital protection against significant losses while allowing for some participation in S&P 500 gains.
- Inception date
- November 5, 2018
- Fund family
- Amplify ETFs
Similar funds
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Data updated on 2026-09-18