Performance analysis of SWAN (Amplify BlackSwan Growth & Treasury Core ETF)
Annual Return
Over the past 3 years, SWAN has had an average annual return of +11.42%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, SWAN has had an average annual return of +2.25%, underperforming the benchmark SPY, which returned +12.55% annual.
Since Nov 6, 2018, SWAN has had an average annual return of +6.76%, underperforming the benchmark SPY, which returned +15.49% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.24% | +13.93% | +13.45% | +12.07% | -27.78% | +10.57% | +16.17% | +22.04% | -2.23% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.18% | +1.39% | -5.08% | +5.91% | +3.26% | -0.74% | -1.36% | +3.24% | |||||
| 2025 | +1.55% | +1.02% | -3.96% | +0.92% | +2.14% | +4.37% | +0.36% | +2.36% | +2.96% | +2.13% | +0.49% | -0.99% | +13.93% |
| 2024 | +0.68% | +2.19% | +2.89% | -5.88% | +4.60% | +3.89% | +2.58% | +2.51% | +2.44% | -3.35% | +5.23% | -4.36% | +13.45% |
| 2023 | +5.28% | -4.35% | +4.59% | +1.02% | -1.66% | +2.15% | +1.32% | -1.67% | -6.10% | -3.23% | +9.22% | +6.05% | +12.07% |
| 2022 | -5.44% | -2.42% | -1.53% | -8.82% | -0.76% | -4.42% | +4.82% | -4.81% | -7.19% | -0.76% | +4.79% | -4.55% | -27.78% |
| 2021 | -1.44% | -1.39% | +0.22% | +4.14% | +0.55% | +2.45% | +2.77% | +1.79% | -4.41% | +4.36% | +0.75% | +0.64% | +10.57% |
| 2020 | +2.51% | -1.09% | -1.01% | +3.75% | +1.64% | +1.25% | +3.46% | +2.30% | -2.41% | -2.72% | +6.27% | +1.53% | +16.17% |
| 2019 | +3.68% | +0.99% | +3.37% | +2.13% | -2.12% | +5.05% | +0.87% | +2.81% | +0.10% | +0.81% | +1.70% | +0.89% | +22.04% |
| 2018 | +1.40% | -3.58% | -2.23% |
Drawdown analysis of SWAN (Amplify BlackSwan Growth & Treasury Core ETF)
The maximum drawdown for the SWAN was -31.04%, occurring on Oct 27, 2023. Recovery took 463 trading sessions.
The current SWAN drawdown is -2.47%.
Since Nov 6, 2018 SWAN has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 2 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.04% | Nov 9, 2021 | 494 | Oct 27, 2023 | 463 | Sep 4, 2025 | 957 |
| -12.78% | Mar 18, 2020 | 1 | Mar 19, 2020 | 57 | Jun 10, 2020 | 58 |
| -8.31% | Mar 6, 2020 | 6 | Mar 16, 2020 | 2 | Mar 18, 2020 | 8 |
| -7.05% | Oct 28, 2025 | 103 | Mar 27, 2026 | 14 | Apr 17, 2026 | 117 |
| -7.01% | Sep 2, 2020 | 41 | Oct 30, 2020 | 42 | Dec 31, 2020 | 83 |
| -6.73% | Dec 3, 2018 | 14 | Dec 24, 2018 | 36 | Feb 15, 2019 | 50 |
| -5.06% | Feb 11, 2021 | 14 | Mar 4, 2021 | 27 | Apr 13, 2021 | 41 |
| -4.90% | Sep 2, 2021 | 26 | Oct 11, 2021 | 18 | Nov 4, 2021 | 44 |
| -4.89% | Feb 20, 2020 | 5 | Feb 27, 2020 | 6 | Mar 6, 2020 | 11 |
| -3.65% | Nov 7, 2018 | 9 | Nov 20, 2018 | 8 | Dec 3, 2018 | 17 |
| -3.45% | Jun 2, 2026 | 6 | Jun 10, 2026 | Ongoing | Ongoing | Ongoing |
| -3.35% | May 7, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -2.55% | Sep 6, 2019 | 18 | Oct 2, 2019 | 21 | Oct 31, 2019 | 39 |
| -2.48% | May 14, 2026 | 3 | May 19, 2026 | 5 | May 27, 2026 | 8 |
| -2.45% | Apr 30, 2019 | 20 | May 29, 2019 | 7 | Jun 7, 2019 | 27 |
| -1.83% | Jan 25, 2021 | 4 | Jan 29, 2021 | 6 | Feb 8, 2021 | 10 |
| -1.79% | Jul 3, 2019 | 22 | Aug 5, 2019 | 3 | Aug 8, 2019 | 25 |
| -1.71% | Jun 10, 2020 | 1 | Jun 11, 2020 | 16 | Jul 6, 2020 | 17 |
| -1.57% | Oct 8, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -1.40% | Aug 6, 2020 | 6 | Aug 14, 2020 | 6 | Aug 24, 2020 | 12 |
| -1.33% | Nov 27, 2019 | 2 | Dec 2, 2019 | 14 | Dec 20, 2019 | 16 |
| -1.31% | Sep 22, 2025 | 3 | Sep 25, 2025 | 4 | Oct 1, 2025 | 7 |
| -1.23% | Aug 21, 2019 | 2 | Aug 23, 2019 | 3 | Aug 28, 2019 | 5 |
| -1.22% | Dec 31, 2020 | 3 | Jan 6, 2021 | 9 | Jan 20, 2021 | 12 |
| -1.16% | Feb 26, 2019 | 7 | Mar 7, 2019 | 3 | Mar 12, 2019 | 10 |