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ISIN
US00162Q7833
CUSIP
00162Q783
Issuer
SS&C
Inception Date
Oct 9, 2013
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$95M

Share Price Chart


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Performance

RIGS Performance Chart

RiverFront Strategic Income Fund (RIGS) is up 1.0% since the beginning of the year. RIGS is currently trading at $23 per share. Investors who bought $1,000 worth of RIGS shares 5 years ago would now be looking at an investment worth $1,111.


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S&P 500 Index

Returns By Period

RiverFront Strategic Income Fund (RIGS) has returned 0.96% so far this year and 3.91% over the past 12 months. Over the last ten years, RIGS has returned 3.22% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


RiverFront Strategic Income Fund

1D
-0.00%
1M
0.20%
YTD
0.96%
6M
0.70%
1Y
3.91%
3Y*
4.71%
5Y*
2.13%
10Y*
3.22%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIGS Monthly Returns History

Based on dividend-adjusted daily data since Oct 9, 2013, RIGS's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +4.8%, while the worst month was Mar 2020 at -8.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, RIGS closed higher 51% of trading days. The best single day was Mar 13, 2020 with a return of +4.8%, while the worst single day was Mar 12, 2020 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.55%1.08%-1.32%0.40%0.25%0.01%0.96%
2025-0.65%1.92%-0.20%0.13%0.22%1.58%-0.57%0.61%1.29%0.00%0.66%-0.43%4.63%
2024-0.29%-0.51%0.61%-1.42%1.21%0.36%1.79%2.05%0.95%-1.76%1.37%0.07%4.45%
20231.82%-1.37%1.96%0.24%-0.84%0.24%0.03%0.06%-1.68%-1.15%3.42%3.34%6.07%
2022-1.52%-1.06%-0.76%-2.20%0.89%-2.44%3.13%-1.98%-2.33%0.54%2.32%-0.27%-5.72%
2021-0.11%0.04%0.26%1.03%-0.25%0.49%0.31%0.20%-0.24%-0.11%-0.55%0.85%1.93%

Benchmark Metrics

RiverFront Strategic Income Fund has an annualized alpha of 1.06%, beta of 0.18, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since October 09, 2013.

  • This ETF participated in 22.57% of S&P 500 Index downside but only 19.52% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.18 may look defensive, but with R2 of 0.19 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.19 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.06%
Beta
0.18
0.19
Upside Capture
19.52%
Downside Capture
22.57%

Expense Ratio

RIGS has an expense ratio of 0.48%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RIGS ranks 16 for risk / return — in the bottom 16% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


RIGS Risk / Return Rank: 1616
Overall Rank
RIGS Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RIGS Sortino Ratio Rank: 1313
Sortino Ratio Rank
RIGS Omega Ratio Rank: 1414
Omega Ratio Rank
RIGS Calmar Ratio Rank: 2020
Calmar Ratio Rank
RIGS Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for RiverFront Strategic Income Fund (RIGS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RIGSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.63

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

1.09

1.37

-0.28

Calmar ratioReturn relative to maximum drawdown

0.86

2.78

-1.92

Martin ratioReturn relative to average drawdown

2.01

12.44

-10.43

Dividends

Dividend History

RiverFront Strategic Income Fund provided a 4.85% dividend yield over the last twelve months, with an annual payout of $1.10 per share. The fund has been increasing its distributions for 4 consecutive years.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.10$1.12$1.04$0.81$0.61$0.61$0.93$0.96$1.09$1.12$1.12$0.87

Dividend yield

4.85%4.84%4.49%3.48%2.71%2.47%3.77%3.87%4.54%4.45%4.46%3.61%

Monthly Dividends

The table displays the monthly dividend distributions for RiverFront Strategic Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.09$0.08$0.09$0.10$0.09$0.09$0.54
2025$0.09$0.09$0.09$0.09$0.09$0.10$0.09$0.09$0.09$0.09$0.10$0.10$1.12
2024$0.08$0.07$0.09$0.08$0.08$0.10$0.09$0.09$0.09$0.09$0.09$0.09$1.04
2023$0.06$0.06$0.06$0.07$0.07$0.06$0.07$0.06$0.07$0.07$0.07$0.08$0.81
2022$0.04$0.04$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.61
2021$0.06$0.05$0.06$0.05$0.05$0.05$0.04$0.06$0.04$0.04$0.04$0.06$0.61

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the RiverFront Strategic Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the RiverFront Strategic Income Fund was 15.31%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current RiverFront Strategic Income Fund drawdown is 1.49%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-15.31%Mar 2020
2mo 6d2mo 17d
4mo 23dJan 2020 - Jun 2020
Bear market2022
-9.03%Sep 2022
1y 23d1y 8mo
2y 9moSep 2021 - Jun 2024
2025 selloff2025
-5.18%Apr 2025
7d2mo 20d
2mo 27dApr 2025 - Jun 2025
2016 pullback2016
-4.80%Jan 2016
7mo 22d1mo 11d
9mo 3dJun 2015 - Mar 2016
2025 pullback2025
-4.55%Oct 2025
8d
9mo 3dSep 2025 - now

Drawdown Indicators


RIGSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-15.31%

-56.78%

+41.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-9.10%

+4.55%

Max Drawdown (3Y)

Largest decline over 3 years

-5.18%

-18.90%

+13.72%

Max Drawdown (5Y)

Largest decline over 5 years

-9.03%

-25.43%

+16.40%

Max Drawdown (10Y)

Largest decline over 10 years

-15.31%

-33.92%

+18.61%

Current Drawdown

Current decline from peak

-1.49%

-1.80%

+0.31%

Average Drawdown

Average peak-to-trough decline

-1.60%

-10.71%

+9.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.03%

-0.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with RIGS

Add RiverFront Strategic Income Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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