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North Square Advisory Research Small Cap Value Fund (ADVGX)

Mutual Fund · Currency in USD · Last updated Jan 28, 2023

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

ISINUS66263L7753
CUSIP66263L775
IssuerNorth Square
Inception DateNov 16, 2009
CategoryLarge Cap Value Equities
Expense Ratio0.95%
Minimum Investment$1,000,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Trading Data

Previous Close$10.18
Year Range$8.59 - $11.06
EMA (50)$9.74
EMA (200)$9.80

ADVGXShare Price Chart


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ADVGXPerformance

The chart shows the growth of $10,000 invested in North Square Advisory Research Small Cap Value Fund in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $34,769 for a total return of roughly 247.69%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2023
4.67%
-1.17%
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)

ADVGXCompare to other instruments

Search for stocks, ETFs, and funds to compare with ADVGX

ADVGXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD7.07%6.02%
1M7.90%6.30%
6M4.09%-0.05%
1Y0.70%-6.42%
5Y6.59%7.22%
10Y9.79%10.51%

ADVGXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-6.81%5.97%-0.04%-9.08%1.58%-9.77%8.08%-3.00%-8.62%11.99%3.40%-4.68%
2021-2.11%6.22%6.55%5.86%1.22%-0.89%2.35%1.77%-3.16%6.13%-3.24%6.64%
2020-4.05%-9.55%-18.91%11.46%2.31%-1.00%1.93%6.34%-2.94%0.54%11.56%3.91%
20197.02%3.57%-0.37%6.07%-6.17%7.70%2.79%-4.24%1.68%1.31%3.70%2.55%
20183.02%-3.89%-1.77%-0.79%1.97%2.57%4.11%4.01%0.26%-5.52%3.33%-9.56%
20171.99%3.23%0.14%0.44%-1.59%1.91%1.37%-1.28%4.33%2.07%4.33%1.29%
2016-5.01%-0.95%6.98%0.73%1.54%0.16%3.50%1.15%-0.45%-0.76%5.54%2.07%
2015-3.19%6.26%-0.70%-0.32%0.70%-1.84%0.52%-5.28%-2.99%5.33%0.40%-3.54%
2014-5.01%4.17%1.94%-0.25%1.72%2.96%-3.17%3.27%-2.47%2.77%1.00%0.29%
20136.16%1.40%4.20%1.60%2.74%-0.60%5.09%-2.93%3.22%3.25%2.59%2.69%
20125.29%1.86%2.39%-0.62%-6.57%4.10%0.48%2.00%2.35%-1.61%-0.55%1.29%
20112.24%3.28%1.79%2.96%-1.24%-1.81%-0.96%-5.82%-8.16%9.35%0.94%-0.23%
2010-4.24%3.12%6.84%3.02%-7.19%-5.73%6.80%-4.46%7.25%3.43%0.81%6.05%

ADVGXSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current North Square Advisory Research Small Cap Value Fund Sharpe ratio is 0.03. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.00SeptemberOctoberNovemberDecember2023
0.03
-0.27
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)

ADVGXDividend History

North Square Advisory Research Small Cap Value Fund granted a 6.42% dividend yield in the last twelve months. The annual payout for that period amounted to $0.65 per share.


PeriodTTM2022202120202019201820172016201520142013201220112010
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$0.06$0.29

Dividend yield

6.42%6.87%8.03%13.21%14.69%59.38%19.66%16.38%47.35%34.37%17.75%3.10%1.82%8.58%

ADVGXMonthly 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.


JanFebMarAprMayJunJulAugSepOctNovDec
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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12
2011$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06
2010$0.29

ADVGXDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember2023
-8.45%
-15.14%
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)

ADVGXWorst Drawdowns

The table below shows the maximum drawdowns of the North Square Advisory Research Small Cap Value Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the North Square Advisory Research Small Cap Value Fund is 41.33%, recorded on Mar 23, 2020. It took 228 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.33%Jan 21, 202044Mar 23, 2020228Feb 17, 2021272
-22.76%Jan 5, 2022182Sep 26, 2022
-19.57%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-19.36%May 22, 2015183Feb 11, 2016191Nov 11, 2016374
-18.62%Sep 24, 201864Dec 24, 201881Apr 23, 2019145
-15.56%Apr 26, 201049Jul 2, 2010106Dec 2, 2010155
-10.23%Jan 29, 201839Mar 23, 201894Aug 7, 2018133
-10.11%Mar 27, 201248Jun 4, 201265Sep 6, 2012113
-8.87%Jul 7, 201470Oct 13, 201428Nov 20, 201498
-8.4%Sep 17, 201242Nov 15, 201238Jan 11, 201380

ADVGXVolatility Chart

Current North Square Advisory Research Small Cap Value Fund volatility is 19.03%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2023
19.03%
16.76%
ADVGX (North Square Advisory Research Small Cap Value Fund)
Benchmark (^GSPC)