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North Square Strategic Income Fund (ADVNX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS66263L7910
CUSIP66263L791
IssuerNorth Square
Inception DateDec 30, 2012
CategoryMultisector Bonds
Min. Investment$1,000,000
Asset ClassBond

Expense Ratio

ADVNX has a high expense ratio of 0.90%, indicating higher-than-average management fees.


Expense ratio chart for ADVNX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


North Square Strategic Income Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in North Square Strategic Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
57.52%
291.57%
ADVNX (North Square Strategic Income Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

North Square Strategic Income Fund had a return of 5.22% year-to-date (YTD) and 10.03% in the last 12 months. Over the past 10 years, North Square Strategic Income Fund had an annualized return of 3.81%, while the S&P 500 had an annualized return of 10.96%, indicating that North Square Strategic Income Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.22%17.08%
1 month1.64%3.89%
6 months5.34%16.83%
1 year10.03%24.87%
5 years (annualized)4.32%13.16%
10 years (annualized)3.81%10.96%

Monthly Returns

The table below presents the monthly returns of ADVNX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.33%-0.20%1.80%-1.70%2.18%0.63%5.22%
20233.38%-2.33%-1.34%0.46%-0.89%0.60%2.16%-0.77%-1.82%-2.67%4.42%4.10%5.05%
2022-1.94%-1.61%-0.13%-2.72%-0.66%-2.83%3.20%-1.56%-2.70%-0.75%2.57%0.59%-8.41%
2021-0.45%-0.06%0.58%1.58%1.09%0.33%0.71%0.31%-0.95%0.83%-0.56%1.78%5.29%
20201.48%-0.02%-3.02%4.57%1.53%0.46%2.88%0.22%-0.57%-0.17%2.84%1.53%12.15%
20192.54%0.49%1.22%0.74%0.82%1.38%0.68%1.65%-0.06%0.53%0.10%0.45%11.04%
2018-1.09%-0.57%0.35%-0.64%0.50%0.47%0.19%0.59%-0.50%-0.88%-0.09%-0.29%-1.98%
20171.48%1.24%0.10%1.01%0.76%0.64%0.50%0.03%-0.01%-0.00%0.05%0.13%6.07%
2016-0.25%-0.91%1.73%0.90%0.68%1.16%1.29%0.28%-0.46%-0.38%-2.17%0.25%2.07%
20150.95%0.73%0.42%-0.08%0.19%-1.06%1.06%-0.78%-0.48%1.91%-0.01%-0.63%2.20%
20141.62%1.87%1.08%0.92%0.89%0.44%-0.69%1.17%-1.06%1.09%0.62%-0.07%8.14%
20131.58%0.69%1.18%1.66%-1.94%-2.10%-0.02%-1.77%0.07%2.07%0.07%-0.20%1.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ADVNX is 77, placing it in the top 23% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ADVNX is 7777
ADVNX (North Square Strategic Income Fund)
The Sharpe Ratio Rank of ADVNX is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of ADVNX is 8989Sortino Ratio Rank
The Omega Ratio Rank of ADVNX is 8888Omega Ratio Rank
The Calmar Ratio Rank of ADVNX is 5757Calmar Ratio Rank
The Martin Ratio Rank of ADVNX is 6868Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for North Square Strategic Income Fund (ADVNX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ADVNX
Sharpe ratio
The chart of Sharpe ratio for ADVNX, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.005.002.28
Sortino ratio
The chart of Sortino ratio for ADVNX, currently valued at 3.74, compared to the broader market0.005.0010.003.74
Omega ratio
The chart of Omega ratio for ADVNX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for ADVNX, currently valued at 0.94, compared to the broader market0.005.0010.0015.0020.000.94
Martin ratio
The chart of Martin ratio for ADVNX, currently valued at 6.15, compared to the broader market0.0020.0040.0060.0080.00100.006.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.005.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market0.005.0010.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market1.002.003.004.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.005.0010.0015.0020.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market0.0020.0040.0060.0080.00100.008.58

Sharpe Ratio

The current North Square Strategic Income Fund Sharpe ratio is 2.28. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of North Square Strategic Income Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.28
2.31
ADVNX (North Square Strategic Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

North Square Strategic Income Fund granted a 4.21% dividend yield in the last twelve months. The annual payout for that period amounted to $0.38 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.38$0.39$0.25$0.52$0.71$0.32$0.35$0.38$0.39$0.59$0.49$0.62

Dividend yield

4.21%4.38%2.80%5.23%7.19%3.33%3.92%4.09%4.19%6.30%5.05%6.52%

Monthly Dividends

The table displays the monthly dividend distributions for North Square Strategic Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.04$0.03$0.03$0.03$0.03$0.03$0.00$0.19
2023$0.04$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.03$0.03$0.03$0.39
2022$0.01$0.02$0.02$0.01$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.02$0.25
2021$0.02$0.01$0.03$0.02$0.02$0.02$0.03$0.02$0.02$0.02$0.02$0.28$0.52
2020$0.02$0.05$0.01$0.02$0.02$0.03$0.02$0.01$0.02$0.00$0.03$0.49$0.71
2019$0.01$0.02$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.00$0.05$0.04$0.32
2018$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.03$0.00$0.05$0.04$0.35
2017$0.02$0.04$0.04$0.02$0.04$0.03$0.03$0.03$0.03$0.00$0.05$0.05$0.38
2016$0.01$0.04$0.04$0.03$0.03$0.04$0.02$0.04$0.03$0.02$0.03$0.05$0.39
2015$0.02$0.05$0.03$0.03$0.04$0.05$0.02$0.03$0.04$0.02$0.04$0.21$0.59
2014$0.04$0.00$0.06$0.03$0.04$0.04$0.03$0.04$0.04$0.04$0.02$0.11$0.49
2013$0.02$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.12$0.62

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly0
-0.88%
ADVNX (North Square Strategic Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the North Square Strategic Income 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 Strategic Income Fund was 11.85%, occurring on Oct 20, 2022. Recovery took 393 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.85%Jan 3, 2022202Oct 20, 2022393May 15, 2024595
-8.28%Mar 6, 202012Mar 23, 202025Apr 28, 202037
-7.85%May 13, 201369Aug 19, 2013171Apr 24, 2014240
-4.14%Nov 6, 201566Feb 11, 201646Apr 19, 2016112
-3.55%Sep 8, 201648Nov 14, 201695Apr 3, 2017143

Volatility

Volatility Chart

The current North Square Strategic Income Fund volatility is 0.93%, 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.


1.00%2.00%3.00%4.00%FebruaryMarchAprilMayJuneJuly
0.93%
2.07%
ADVNX (North Square Strategic Income Fund)
Benchmark (^GSPC)