S-Network BlackSwan Core Total Return Index
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 September 22, 2023 | Index Level | 3-Month | 6-Month | 1-Year | YTD |
| Price Return | |||||
| Total Return | 2,910.9 | -4.5% | -1.8% | -1.0% | 1.6% |
| Net Total Return |
| Index Level | |
|---|---|
| 3-Month | |
| 6-Month | |
| 1-Year | |
| YTD |
| Index Level | 2,910.9 |
|---|---|
| 3-Month | -4.5% |
| 6-Month | -1.8% |
| 1-Year | -1.0% |
| YTD | 1.6% |
| Index Level | |
|---|---|
| 3-Month | |
| 6-Month | |
| 1-Year | |
| YTD |
As of September 22, 2023
Characteristics
| Index Symbol (Price Return) | NA |
| Index Symbol (Total Return) | SWANXT |
| Index Symbol (Net Total Return) | NA |
| Number of Constituents | 12 |
| Market Capitalization | $0.00 |
| Adjusted Market Capitalization | $0.00 |
| Rebalancings | NA |
| Dividend Yield | 0.0% |
Resources
Fact Sheet
Factsheet - August 2023
Fact Sheet
Factsheet - July 2023
Presentation
SWANXT - June 2023
Fact Sheet
Factsheet - June 2023
Fact Sheet
Factsheet - May 2023
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
Composition
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