SWAN Performance — Amplify BlackSwan Growth & Treasury Core ETF
Data updated: 2026-08-28
SWAN returned +4.67% year to date and +12.64% over one year to Jun 2026. Annualised returns are +12.29% over 3 years and +2.97% over 5 years. The fund beat its Intermediate Government Bond category average: $100 invested three years ago grew to $142, against $112 for the category, and to $113 over one year, against $103. Volatility over the past three years was 12.28% a year. In the 12 months to Jun 2026 the fund lost a net $113.9M, and assets reached $160.68M.
SWAN Growth of $100
What $100 invested in Amplify BlackSwan Growth & Treasury Core ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Government Bond category average over the same months.
| Period | SWAN | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $113 | $103 |
| 3 years (Jul 2023 – Jun 2026) | $142 | $112 |
| 5 years (Jul 2021 – Jun 2026) | $116 | $103 |
| Since data start (Feb 2020 – Jun 2026) | $137 | $110 |
SWAN Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.67% |
| 1 year | +12.64% |
| 3 years (annualised) | +12.29% |
| 5 years (annualised) | +2.97% |
SWAN Annual Returns
Calendar-year total returns of Amplify BlackSwan Growth & Treasury Core ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +4.67% |
| 2025 | +13.74% |
| 2024 | +13.39% |
| 2023 | +11.79% |
| 2022 | −27.36% |
| 2021 | +10.34% |
| 2020 (Feb–Dec) | +13.58% |
SWAN Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.5% | +1.1% | −5.2% | +6.2% | +3.4% | −1.0% | — | — | — | — | — | — |
| 2025 | +1.7% | +0.8% | −3.9% | +0.6% | +2.2% | +4.4% | +0.7% | +2.4% | +2.8% | +2.0% | +0.5% | −1.0% |
| 2024 | +0.6% | +2.1% | +2.9% | −6.0% | +5.0% | +3.7% | +2.3% | +2.9% | +2.4% | −3.5% | +5.3% | −4.3% |
| 2023 | +4.5% | −4.0% | +4.5% | +0.9% | −1.4% | +2.2% | +1.5% | −2.0% | −5.9% | −3.1% | +9.1% | +6.0% |
| 2022 | −5.2% | −2.4% | −1.4% | −8.7% | −0.8% | −4.3% | +4.9% | −5.0% | −7.4% | −0.7% | +4.3% | −3.8% |
| 2021 | −1.7% | −1.5% | +0.5% | +4.3% | +0.5% | +2.3% | +2.9% | +1.5% | −4.3% | +4.4% | +0.8% | +0.5% |
| 2020 | — | −1.2% | −1.4% | +4.4% | +1.6% | +1.1% | +3.7% | +2.3% | −2.6% | −2.4% | +6.1% | +1.5% |
SWAN Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 12.28%
- 3-year Sharpe ratio: 0.63 (vs 4.5% risk-free rate)
- Best month: +9.11% (Nov 2023)
- Worst month: −6.02% (Apr 2024)
SWAN Fund Flows
Monthly money in and out of Amplify BlackSwan Growth & Treasury Core ETF, from SEC Form N-PORT.
- 12-month net flow: −$113.9M
- 12-month gross sales (incl. reinvestments): $114.4M
- Sales ÷ redemptions: 0.50×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $1.3M | −$1.3M |
| May 2026 | $990K | $5.0M | −$4.1M |
| Apr 2026 | $1.6M | $213.9M | −$212.3M |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $979K | $2.6M | −$1.6M |
| Jan 2026 | $977K | $0 | $977K |
| Dec 2025 | $0 | $979K | −$979K |
| Nov 2025 | $983K | $1.9M | −$943K |
| Oct 2025 | $107.3M | $1.6M | $105.7M |
| Sep 2025 | $1.3M | $0 | $1.3M |
| Aug 2025 | $0 | $938K | −$938K |
| Jul 2025 | $305K | $0 | $305K |
SWAN Assets Under Management
Net assets of Amplify BlackSwan Growth & Treasury Core ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $160.68M |
| 2026-03-31 | $355.17M |
| 2025-12-31 | $372.45M |
| 2025-09-30 | $266.61M |
| 2025-06-30 | $252.66M |
| 2025-03-31 | $247.87M |
| 2024-12-31 | $261.02M |
| 2024-09-30 | $292.44M |
| 2024-06-30 | $176.27M |
| 2024-03-31 | $177.11M |
| 2024-01-31 | $173.93M |
| 2023-10-31 | $181.68M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.