North Square Advisory Research Small Cap Value Fund (ADVGX)
Under normal circumstances, the fund will invest in at least 80% of its net assets in equity securities of companies of any size including small, mid and large-capitalization companies. The fund's investments in equity securities may include common stock, preferred securities and convertible securities. While the fund invests primarily in equity securities of U.S. issuers, it may invest in securities of foreign issuers, including those in emerging markets, in keeping with the fund's investment objective, is not expected to exceed 20% of its net assets.
Fund Info
| ISIN | US66263L7753 |
|---|---|
| CUSIP | 66263L775 |
| Issuer | North Square |
| Inception Date | Nov 16, 2009 |
| Category | Large Cap Value Equities |
| Minimum Investment | $1,000,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
The North Square Advisory Research Small Cap Value Fund has a high expense ratio of 0.95%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
Performance
The chart shows the growth of an initial investment of $10,000 in North Square Advisory Research Small Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
North Square Advisory Research Small Cap Value Fund had a return of 13.56% year-to-date (YTD) and 11.79% in the last 12 months. Over the past 10 years, North Square Advisory Research Small Cap Value Fund had an annualized return of 8.32%, while the S&P 500 had an annualized return of 9.85%, indicating that North Square Advisory Research Small Cap Value Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 13.56% | 19.92% |
| 1 month | 11.00% | 5.06% |
| 6 months | 10.54% | 7.11% |
| 1 year | 11.79% | 16.17% |
| 5 years (annualized) | 8.68% | 11.84% |
| 10 years (annualized) | 8.32% | 9.85% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.03% | 8.95% | 5.31% | -2.95% | -4.71% | -4.32% | 12.15% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for North Square Advisory Research Small Cap Value Fund (ADVGX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ADVGX North Square Advisory Research Small Cap Value Fund | 0.65 | ||||
^GSPC S&P 500 | 1.25 |
Dividend History
North Square Advisory Research Small Cap Value Fund granted a 6.05% dividend yield in the last twelve months. The annual payout for that period amounted to $0.65 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.65 | $0.65 | $0.88 | $1.11 | $1.27 | $4.02 | $1.38 | $0.96 | $2.41 | $1.85 | $0.89 | $0.12 |
Dividend yield | 6.05% | 6.87% | 7.52% | 11.47% | 11.43% | 41.46% | 9.66% | 7.34% | 19.79% | 12.02% | 5.51% | 0.91% |
Monthly Dividends
The table displays the monthly dividend distributions for North Square Advisory Research Small Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.11 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.27 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.02 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.38 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.96 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.41 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.85 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 |
| 2012 | $0.12 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the North Square Advisory Research Small Cap Value 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 North Square Advisory Research Small Cap Value Fund was 41.33%, occurring on Mar 23, 2020. Recovery took 228 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.33% | Jan 21, 2020 | 44 | Mar 23, 2020 | 228 | Feb 17, 2021 | 272 |
| -22.76% | Jan 5, 2022 | 182 | Sep 26, 2022 | — | — | — |
| -19.57% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -19.36% | May 22, 2015 | 183 | Feb 11, 2016 | 191 | Nov 11, 2016 | 374 |
| -18.62% | Sep 24, 2018 | 64 | Dec 24, 2018 | 81 | Apr 23, 2019 | 145 |
Volatility Chart
The current North Square Advisory Research Small Cap Value Fund volatility is 6.02%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.