Amplify BlackSwan Growth & Treasury Core ETF
Symbol: SWAN
Exchange: NYSE
Sector: Technology
Category: Equity Hedged
Inception date: 05/11/2018
Latest date: 15/10/2026
Current price: $32.45
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
1.06%
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
-1.85%
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
1.86%
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
3.79%
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
13.26%
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
46.20%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.017%
Best day
1.87%
Worst day
-2.235%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $32.27 | $32.46 | $32.27 | $32.45 | 3,300 |
| 14/10/2026 | $32.18 | $32.18 | $32.13 | $32.16 | 3,500 |
| 13/10/2026 | $32.47 | $32.50 | $32.37 | $32.44 | 12,600 |
| 12/10/2026 | $32.32 | $32.48 | $32.32 | $32.40 | 3,300 |
| 09/10/2026 | $32.29 | $32.45 | $32.27 | $32.41 | 2,500 |
| 08/10/2026 | $32.30 | $32.36 | $32.20 | $32.29 | 6,800 |
| 07/10/2026 | $32.26 | $32.34 | $32.17 | $32.34 | 6,000 |
| 06/10/2026 | $32.38 | $32.49 | $32.38 | $32.40 | 5,500 |
| 05/10/2026 | $32.09 | $32.31 | $32.09 | $32.19 | 4,100 |
| 02/10/2026 | $32.16 | $32.29 | $31.98 | $32.05 | 7,500 |