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Inception Date
Dec 15, 2020
Region
North America (U.S.)
Category
Event Driven
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$0

Share Price Chart


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Performance

SPCK Performance Chart

SPAC and New Issue ETF (SPCK) is up 2.0% since the beginning of the year. SPCK is currently trading at $22 per share. Investors who bought $1,000 worth of SPCK shares 5 years ago would now be looking at an investment worth $926.


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S&P 500 Index

Returns By Period

SPAC and New Issue ETF (SPCK) has returned 1.97% so far this year and -2.72% over the past 12 months.


SPAC and New Issue ETF

1D
-0.09%
1M
-0.83%
YTD
1.97%
6M
2.02%
1Y
-2.72%
3Y*
3.47%
5Y*
-1.53%
10Y*

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)

SPCK Monthly Returns History

Based on dividend-adjusted daily data since Dec 16, 2020, SPCK's average daily return is +0.01%, while the average monthly return is +0.13%. At this rate, an investment would double in approximately 44.5 years.

Historically, 51% of months were positive and 49% were negative. The best month was Jan 2021 with a return of +12.1%, while the worst month was Dec 2022 at -6.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SPCK closed higher 46% of trading days. The best single day was Sep 4, 2024 with a return of +4.9%, while the worst single day was Dec 9, 2022 at -6.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.38%-0.97%0.34%0.66%0.28%0.29%1.97%
2025-0.21%1.25%1.02%1.06%4.49%0.16%-1.59%-1.47%1.40%3.45%-1.42%-0.40%7.81%
20240.89%-0.19%-0.17%0.47%1.91%-0.52%0.29%-0.46%0.13%1.15%-1.01%0.35%2.84%
2023-4.07%2.69%-1.34%-0.88%-0.17%1.57%-1.50%0.80%-1.83%0.32%0.47%-0.07%-4.10%
2022-1.07%-0.10%0.46%-0.72%-0.87%-0.40%0.15%-0.31%-3.77%0.32%-0.40%-6.08%-12.25%
202112.14%3.92%-5.75%1.04%-1.41%2.64%-1.30%0.19%-0.26%0.21%-0.49%-1.05%9.28%

Benchmark Metrics

SPAC and New Issue ETF has an annualized alpha of 1.16%, beta of 0.04, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since December 16, 2020.

  • This ETF captured 1.40% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -6.26%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.04 may look defensive, but with R2 of 0.01 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 0.01 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
1.16%
Beta
0.04
0.01
Upside Capture
1.40%
Downside Capture
-6.26%

Expense Ratio

SPCK has a high expense ratio of 0.95%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SPCK ranks 5 for risk / return — in the bottom 5% 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.


SPCK Risk / Return Rank: 55
Overall Rank
SPCK Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SPCK Sortino Ratio Rank: 66
Sortino Ratio Rank
SPCK Omega Ratio Rank: 55
Omega Ratio Rank
SPCK Calmar Ratio Rank: 44
Calmar Ratio Rank
SPCK Martin Ratio Rank: 33
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 SPAC and New Issue ETF (SPCK) 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.


SPCKBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.34

Sortino ratioReturn per unit of downside risk

-3.10

Omega ratioGain probability vs. loss probability

0.94

1.37

-0.42

Calmar ratioReturn relative to maximum drawdown

-0.52

2.78

-3.30

Martin ratioReturn relative to average drawdown

-1.13

12.44

-13.57

Dividends

Dividend History

SPAC and New Issue ETF provided a 16.17% dividend yield over the last twelve months, with an annual payout of $3.59 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$3.59$3.59$0.16$0.52$0.00$0.36

Dividend yield

16.17%16.48%0.69%2.27%0.00%1.28%

Monthly Dividends

The table displays the monthly dividend distributions for SPAC and New Issue 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$3.59$3.59
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.36$0.36

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 SPAC and New Issue 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 SPAC and New Issue ETF was 28.28%, occurring on Feb 8, 2023. The portfolio has not yet recovered.

The current SPAC and New Issue ETF drawdown is 16.58%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-28.28%Feb 2023
1y 11mo
5y 4moFeb 2021 - now
2021 pullback2021
-6.44%Jan 2021
1d6d
7dJan 2021 - Feb 2021
2021 pullback2021
-1.94%Jan 2021
8d1d
9dDec 2020 - Jan 2021
2021 pullback2021
-1.27%Jan 2021
0s5d
5dJan 2021 - Jan 2021
2021 pullback2021
-1.15%Feb 2021
2d5d
7dFeb 2021 - Feb 2021

Drawdown Indicators


SPCKBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.28%

-56.78%

+28.50%

Max Drawdown (1Y)

Largest decline over 1 year

-5.24%

-9.10%

+3.86%

Max Drawdown (3Y)

Largest decline over 3 years

-7.72%

-18.90%

+11.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.59%

-25.43%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-16.58%

-1.80%

-14.78%

Average Drawdown

Average peak-to-trough decline

-18.83%

-10.71%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

2.03%

+2.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add SPAC and New Issue ETF 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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