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 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

Composition

Top Index Constituents
As of September 23, 2023

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