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ISIN
US53656G5559
Issuer
Horizon
Inception Date
Jun 29, 2007
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$10M

Share Price Chart


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Performance

SPAQ Performance Chart

Horizon Kinetics SPAC Active ETF (SPAQ) is up 2.7% since the beginning of the year. SPAQ is currently trading at $93 per share.


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S&P 500 Index

Returns By Period

Horizon Kinetics SPAC Active ETF (SPAQ) has returned 2.68% so far this year and 4.96% over the past 12 months.


Horizon Kinetics SPAC Active ETF

1D
-0.14%
1M
0.96%
YTD
2.68%
6M
1.74%
1Y
4.96%
3Y*
5.76%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPAQ Monthly Returns History

Based on dividend-adjusted daily data since Jan 30, 2023, SPAQ's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, an investment would double in approximately 12.6 years.

Historically, 79% of months were positive and 21% were negative. The best month was May 2025 with a return of +2.1%, while the worst month was Dec 2025 at -1.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 2 months.

On a daily basis, SPAQ closed higher 57% of trading days. The best single day was Oct 15, 2024 with a return of +3.6%, while the worst single day was Oct 14, 2024 at -3.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.26%-0.95%-0.24%1.70%0.83%0.09%2.68%
20250.30%0.92%1.24%0.68%2.11%1.05%-0.28%-0.40%0.08%2.02%0.61%-1.16%7.35%
20240.06%0.00%0.77%0.52%0.30%-0.07%0.30%0.39%-0.20%1.45%-0.12%0.85%4.33%
20230.55%0.72%0.25%0.23%0.62%0.46%0.43%0.81%0.46%0.13%0.15%0.59%5.52%

Benchmark Metrics

Horizon Kinetics SPAC Active ETF has an annualized alpha of 4.01%, beta of 0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 31, 2023.

  • This ETF participated in 28.52% of S&P 500 Index downside but only 18.05% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.02 may look defensive, but with R2 of 0.00 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 0.00 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
4.01%
Beta
0.02
0.00
Upside Capture
18.05%
Downside Capture
28.52%

Expense Ratio

SPAQ has an expense ratio of 0.85%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SPAQ ranks 22 for risk / return — below 22% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SPAQ Risk / Return Rank: 2222
Overall Rank
SPAQ Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SPAQ Sortino Ratio Rank: 1818
Sortino Ratio Rank
SPAQ Omega Ratio Rank: 2121
Omega Ratio Rank
SPAQ Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPAQ Martin Ratio Rank: 2727
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 Horizon Kinetics SPAC Active ETF (SPAQ) and compare them to S&P 500 Index.


SPAQBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.94

Martin ratioReturn relative to average drawdown

3.38

Dividends

Dividend History

Horizon Kinetics SPAC Active ETF provided a 16.25% dividend yield over the last twelve months, with an annual payout of $15.13 per share. The fund has been increasing its distributions for 2 consecutive years.


5.00%10.00%15.00%$0.00$5.00$10.00$15.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$15.13$15.13$2.95$2.53

Dividend yield

16.25%16.69%3.00%2.60%

Monthly Dividends

The table displays the monthly dividend distributions for Horizon Kinetics SPAC Active ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$15.13$15.13
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.95$2.95
2023$2.53$2.53

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 Horizon Kinetics SPAC Active ETF. 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 Horizon Kinetics SPAC Active ETF was 5.30%, occurring on Sep 17, 2025. Recovery took 15 trading sessions.

The current Horizon Kinetics SPAC Active ETF drawdown is 0.14%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 pullback2025
-5.30%Sep 2025
2mo 26d21d
3mo 17dJun 2025 - Oct 2025
2024 pullback2024
-4.05%Feb 2024
2mo 8d27d
3mo 5dDec 2023 - Mar 2024
2025 pullback2025
-3.95%Oct 2025
7d7mo 5d
7mo 12dOct 2025 - May 2026
2024 pullback2024
-3.55%Oct 2024
1mo 22d4d
1mo 26dAug 2024 - Oct 2024
2025 selloff2025
-0.96%Feb 2025
0s6d
6dFeb 2025 - Feb 2025

Drawdown Indicators


SPAQBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-5.30%

-9.10%

+3.80%

Max Drawdown (1Y)

Largest decline over 1 year

-5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-5.30%

Current Drawdown

Current decline from peak

-0.14%

-2.97%

+2.83%

Average Drawdown

Average peak-to-trough decline

-0.54%

-1.13%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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