Designed to hold treasuries and long-dated call options (LEAPs) on the SPDR S&P 500 ETF Trust (SPY). The index seeks to realize capital appreciation in line with the performance of SPY while avoiding substantial capital drawdowns.
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As May 26, 2023 | Index Level | 3-Month | 6-Month | 1-Year | YTD |
Price Return | |||||
Total Return | 2,981.9 | 3.4% | 0.4% | -8.2% | 4.1% |
Net Total Return |
Index Level | |
---|---|
3-Month | |
6-Month | |
1-Year | |
YTD |
Index Level | 2,981.9 |
---|---|
3-Month | 3.4% |
6-Month | 0.4% |
1-Year | -8.2% |
YTD | 4.1% |
Index Level | |
---|---|
3-Month | |
6-Month | |
1-Year | |
YTD |
As of May 26, 2023
Index Symbol (Price Return) | NA |
Index Symbol (Total Return) | NA |
Index Symbol (Net Total Return) | NA |
Number of Constituents | 8 |
Market Capitalization | $0.00 |
Adjusted Market Capitalization | $0.00 |
Rebalancings | NA |
Dividend Yield | 0.0% |
Methodology
S-Network BlackSwan Core Total Return Index Methodology
Fact Sheet
Factsheet - April 2023
Presentation
SWANXT - March 2023
Presentation
SWANXT - December 2022
Fact Sheet
Factsheet - March 2023
Fact Sheet
Factsheet - February 2023
Fact Sheet
Factsheet - January 2023
Fact Sheet
Factsheet - December 2022
Research
Leaping BlackSwans Whitepaper
Research
BlackSwan Barbell Whitepaper
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