Amplify BlackSwan Growth & Treasury Core ETF

Symbol: SWAN

Exchange: NYSE ARCA

Sector: Technology

Category: Equity Hedged

Inception Date: 05/11/2018

Latest Date: 02/04/2026

Current Price: $31.11

Expense Ratio: 0.49%

Assets Under Management
$377.7M
1.04% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-5.30%

Volatility

14.37%

Sharpe Ratio

-3.379

VaR 95%

-1.73%

CVaR 95%: -1.78%
Max Drawdown: -6.12%
Sortino Ratio: -5.341
Calmar Ratio: -7.34
Return

-4.07%

Volatility

10.85%

Sharpe Ratio

-1.767

VaR 95%

-1.46%

CVaR 95%: -1.68%
Max Drawdown: -7.73%
Sortino Ratio: -2.251
Calmar Ratio: -2.01
Return

-3.35%

Volatility

9.91%

Sharpe Ratio

-1.036

VaR 95%

-1.26%

CVaR 95%: -1.54%
Max Drawdown: -7.76%
Sortino Ratio: -1.399
Calmar Ratio: -0.86
Return

9.69%

Volatility

9.90%

Sharpe Ratio

0.616

VaR 95%

-1.07%

CVaR 95%: -1.45%
Max Drawdown: -7.76%
Sortino Ratio: 0.897
Calmar Ratio: 1.25
Return

18.82%

Volatility

10.64%

Sharpe Ratio

0.509

VaR 95%

-1.09%

CVaR 95%: -1.50%
Max Drawdown: -10.18%
Sortino Ratio: 0.758
Calmar Ratio: 0.89
Return

31.75%

Volatility

10.85%

Sharpe Ratio

0.557

VaR 95%

-1.08%

CVaR 95%: -1.49%
Max Drawdown: -12.07%
Sortino Ratio: 0.856
Calmar Ratio: 0.80

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.039%

Best Day

2.388%

09/04/2025
Worst Day

-1.784%

26/03/2026
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $30.79 $31.16 $30.77 $31.11 13,200
01/04/2026 $31.08 $31.20 $31.03 $31.11 11,800
31/03/2026 $30.77 $31.06 $30.68 $31.06 30,900
30/03/2026 $30.53 $30.59 $30.45 $30.49 3,800
27/03/2026 $30.66 $30.78 $30.64 $30.69 10,100
26/03/2026 $31.19 $31.19 $30.83 $30.83 6,100
25/03/2026 $31.34 $31.49 $31.33 $31.39 18,100
24/03/2026 $31.07 $31.31 $31.07 $31.19 6,800
23/03/2026 $31.22 $31.56 $31.22 $31.34 12,300
20/03/2026 $31.38 $31.38 $31.12 $31.12 9,900