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.

As January 12, 2023 Index Level 3-Month 6-Month 1-Year YTD
Price Return
Total Return 2,997.6 4.8% -4.2% -22.2% 4.6%
Net Total Return
Index Level
3-Month
6-Month
1-Year
YTD
Index Level 2,997.6
3-Month 4.8%
6-Month -4.2%
1-Year -22.2%
YTD 4.6%
Index Level
3-Month
6-Month
1-Year
YTD

As of January 12, 2023

Characteristics

Index Symbol (Price Return) NA
Index Symbol (Total Return) SWANXT
Index Symbol (Net Total Return) NA
Number of Constituents 0
Market Capitalization $0.00
Adjusted Market Capitalization $0.00
Rebalancings NA
Dividend Yield 0.0%
Top Index Constituents
As of February 6, 2023

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