See what your fund actually adds
Amplify BlackSwan Growth & Treasury Core ETF SWAN
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SWAN | Replication |
|---|---|---|
| Annualized growth | 2.2% | -0.7% |
| Annualized volatility | 11.8% | 9.7% |
| Sharpe ratio | 0.24 | -0.02 |
| Maximum drawdown | 30.8% | 26.8% |
| Replication fit (R²) | 0.73 · Tracking error 6.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model SWAN’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPTL | FI · Long Gov | 52.3% |
| VOO | US Large Cap | 23.5% |
| MBB | FI · MBS | 12.9% |
| VGIT | FI · Intermediate Gov | 11.3% |