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 July 12, 2024 Index Level 3-Month 6-Month 1-Year YTD
Price Return
Total Return 3,618.4 9.8% 12.5% 17.5% 12.1%
Net Total Return
Index Level
3-Month
6-Month
1-Year
YTD
Index Level 3,618.4
3-Month 9.8%
6-Month 12.5%
1-Year 17.5%
YTD 12.1%
Index Level
3-Month
6-Month
1-Year
YTD

As of July 12, 2024

Characteristics

Index Symbol (Price Return) NA
Index Symbol (Total Return) SWANXT
Index Symbol (Net Total Return) NA
Number of Constituents 11
Market Capitalization $0.00
Adjusted Market Capitalization $0.00
Rebalancings NA
Dividend Yield 0.00%

Composition

Top Index Constituents
As of July 13, 2024

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