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Inception Date
Jul 11, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Assets Under Management
$7M

Share Price Chart


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Performance

SPCZ Performance Chart

RiverNorth Enhanced Pre-Merger SPAC ETF (SPCZ) is up 1.9% since the beginning of the year. SPCZ is currently trading at $26 per share.


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S&P 500 Index

Returns By Period

RiverNorth Enhanced Pre-Merger SPAC ETF (SPCZ) has returned 1.94% so far this year and 4.71% over the past 12 months.


RiverNorth Enhanced Pre-Merger SPAC ETF

1D
0.04%
1M
0.35%
YTD
1.94%
6M
2.10%
1Y
4.71%
3Y*
6.63%
5Y*
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)

SPCZ Monthly Returns History

Based on dividend-adjusted daily data since Jul 12, 2022, SPCZ's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 77% of months were positive and 23% were negative. The best month was Jul 2025 with a return of +3.7%, while the worst month was Jun 2025 at -1.9%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 2 months.

On a daily basis, SPCZ closed higher 56% of trading days. The best single day was Jun 10, 2026 with a return of +4.5%, while the worst single day was Sep 3, 2024 at -3.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.60%0.03%-0.78%-0.69%2.41%0.39%1.94%
20250.16%0.71%0.75%2.29%2.02%-1.86%3.70%0.14%1.39%1.26%-0.64%-0.07%10.19%
20240.55%0.81%0.40%0.75%0.13%0.21%0.35%-0.49%1.63%-0.19%-0.65%1.71%5.31%
20230.68%0.66%0.58%0.42%1.03%0.27%0.53%0.68%0.53%0.16%-0.26%0.49%5.93%
2022-0.28%0.08%-0.04%0.74%0.55%0.63%1.69%

Benchmark Metrics

RiverNorth Enhanced Pre-Merger SPAC ETF has an annualized alpha of 6.53%, beta of 0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 12, 2022.

  • This ETF captured 10.65% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -18.49%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 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
6.53%
Beta
0.00
0.00
Upside Capture
10.65%
Downside Capture
-18.49%

Expense Ratio

SPCZ has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SPCZ ranks 21 for risk / return — below 21% 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.


SPCZ Risk / Return Rank: 2121
Overall Rank
SPCZ Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SPCZ Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPCZ Omega Ratio Rank: 2323
Omega Ratio Rank
SPCZ Calmar Ratio Rank: 2626
Calmar Ratio Rank
SPCZ Martin Ratio Rank: 2323
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 RiverNorth Enhanced Pre-Merger SPAC ETF (SPCZ) 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.


SPCZBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

1.24

2.78

-1.55

Martin ratioReturn relative to average drawdown

2.88

12.44

-9.56

Dividends

Dividend History

RiverNorth Enhanced Pre-Merger SPAC ETF provided a 11.83% dividend yield over the last twelve months, with an annual payout of $3.08 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$3.08$3.08$1.10$1.29$0.06

Dividend yield

11.83%12.06%4.24%5.01%0.22%

Monthly Dividends

The table displays the monthly dividend distributions for RiverNorth Enhanced Pre-Merger SPAC 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$3.08$3.08
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.10$1.10
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.29$1.29
2022$0.06$0.06

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 RiverNorth Enhanced Pre-Merger SPAC 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 RiverNorth Enhanced Pre-Merger SPAC ETF was 4.47%, occurring on Sep 3, 2024. Recovery took 16 trading sessions.

The current RiverNorth Enhanced Pre-Merger SPAC ETF drawdown is 3.37%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 pullback2024
-4.47%Sep 2024
26d22d
1mo 18dAug 2024 - Sep 2024
2026 pullback2026
-3.82%Apr 2026
0s1mo 11d
1mo 11dApr 2026 - Jun 2026
2026 pullback2026
-3.51%Jun 2026
4d
12d 7hJun 2026 - now
2025 pullback2025
-3.50%Jun 2025
13d23d
1mo 6dJun 2025 - Jul 2025
2026 pullback2026
-2.86%Jan 2026
8d3mo 22d
4moDec 2025 - Apr 2026

Drawdown Indicators


SPCZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-4.47%

-56.78%

+52.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.82%

-9.10%

+5.28%

Max Drawdown (3Y)

Largest decline over 3 years

-4.47%

-18.90%

+14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.37%

-1.80%

-1.57%

Average Drawdown

Average peak-to-trough decline

-0.53%

-10.71%

+10.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.03%

-0.37%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SPCZ

Add RiverNorth Enhanced Pre-Merger SPAC ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with SPCZ