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.
Quick Links
| 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
Characteristics
| 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% |
Resources
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
Composition
Interested in Market Data packages?
VettaFi's indexes are widely used by financial firms, industry stakeholders and professionals to support a variety of business functions. We offers a range of end-of-day and historical index data subscriptions.
Contact Us