Amplify BlackSwan Growth & Treasury Core ETF
Symbol: SWAN
Exchange: NYSE
Sector: Technology
Category: Equity Hedged
Inception date: 05/11/2018
Latest date: 20/07/2026
Current price: $32.91
Expense ratio: 0.49%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.68%
Ann. -44.91% (Sharpe / Sortino numerator)
Volatility
14.37%
Sharpe ratio
-3.379
VaR 95%
-1.73%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
1.29%
Ann. -15.54% (Sharpe / Sortino numerator)
Volatility
10.85%
Sharpe ratio
-1.767
VaR 95%
-1.46%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
4.57%
Ann. -6.64% (Sharpe / Sortino numerator)
Volatility
9.91%
Sharpe ratio
-1.036
VaR 95%
-1.26%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
10.79%
Ann. 9.73% (Sharpe / Sortino numerator)
Volatility
9.90%
Sharpe ratio
0.616
VaR 95%
-1.07%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
20.76%
Ann. 9.04% (Sharpe / Sortino numerator)
Volatility
10.64%
Sharpe ratio
0.509
VaR 95%
-1.09%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
38.25%
Ann. 9.67% (Sharpe / Sortino numerator)
Volatility
10.85%
Sharpe ratio
0.557
VaR 95%
-1.08%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.043%
Best day
1.87%
Worst day
-2.235%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $33.02 | $33.02 | $32.84 | $32.91 | 2,600 |
| 17/07/2026 | $33.08 | $33.11 | $33.03 | $33.03 | 1,600 |
| 16/07/2026 | $33.24 | $33.26 | $33.13 | $33.20 | 4,800 |
| 15/07/2026 | $33.35 | $33.43 | $33.26 | $33.34 | 13,300 |
| 14/07/2026 | $32.97 | $33.28 | $32.53 | $33.19 | 6,800 |
| 13/07/2026 | $33.12 | $33.20 | $33.00 | $33.05 | 4,000 |
| 10/07/2026 | $33.21 | $33.29 | $33.21 | $33.28 | 1,900 |
| 09/07/2026 | $33.15 | $33.32 | $33.13 | $33.25 | 4,600 |
| 08/07/2026 | $32.89 | $33.03 | $32.88 | $33.02 | 3,600 |
| 07/07/2026 | $33.29 | $33.29 | $33.10 | $33.14 | 17,600 |