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North Square Altrinsic International Equity Fund (...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Inception Date
Dec 3, 2020
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

North Square Altrinsic International Equity Fund (NSIVX) has returned -3.34% so far this year and 11.07% over the past 12 months.


North Square Altrinsic International Equity Fund

1D
0.52%
1M
-10.36%
YTD
-3.34%
6M
-0.90%
1Y
11.07%
3Y*
10.78%
5Y*
6.42%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 10, 2020, NSIVX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +12.4%, while the worst month was Mar 2026 at -10.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, NSIVX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.00%5.72%-10.36%-3.34%
20253.86%3.35%1.67%1.98%3.81%0.73%-2.59%4.98%2.77%-0.62%2.40%0.74%25.40%
2024-0.37%1.21%3.67%-2.92%3.37%-2.73%4.71%3.03%1.68%-4.95%0.17%-2.73%3.65%
20236.90%-2.93%2.32%3.15%-4.87%4.61%2.49%-2.62%-2.59%-1.87%6.53%3.71%14.88%
20220.19%-2.74%0.00%-5.34%1.95%-7.55%1.41%-4.51%-7.64%6.08%12.39%-0.88%-8.10%
2021-1.48%1.80%3.05%3.63%2.58%-2.16%-0.55%1.11%-3.01%2.45%-6.25%5.65%6.38%

Benchmark Metrics

North Square Altrinsic International Equity Fund has an annualized alpha of 0.95%, beta of 0.58, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since December 11, 2020.

  • This fund participated in 70.65% of S&P 500 Index downside but only 60.79% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.58 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.95%
Beta
0.58
0.51
Upside Capture
60.79%
Downside Capture
70.65%

Expense Ratio

NSIVX has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

NSIVX ranks 28 for risk / return — below 28% of mutual funds 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.


NSIVX Risk / Return Rank: 2828
Overall Rank
NSIVX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
NSIVX Sortino Ratio Rank: 2727
Sortino Ratio Rank
NSIVX Omega Ratio Rank: 2626
Omega Ratio Rank
NSIVX Calmar Ratio Rank: 3030
Calmar Ratio Rank
NSIVX Martin Ratio Rank: 3030
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 North Square Altrinsic International Equity Fund (NSIVX) and compare them to a chosen benchmark (S&P 500 Index).


NSIVXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.90

-0.18

Sortino ratio

Return per unit of downside risk

1.06

1.39

-0.33

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

0.88

1.40

-0.52

Martin ratio

Return relative to average drawdown

3.32

6.61

-3.29

Explore NSIVX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

North Square Altrinsic International Equity Fund provided a 11.38% dividend yield over the last twelve months, with an annual payout of $1.32 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.32$1.32$0.59$0.17$0.14$0.20$0.01

Dividend yield

11.38%11.00%5.59%1.59%1.51%1.91%0.11%

Monthly Dividends

The table displays the monthly dividend distributions for North Square Altrinsic International Equity Fund. 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.32$1.32
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20

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 North Square Altrinsic International Equity 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 Altrinsic International Equity Fund was 25.86%, occurring on Sep 26, 2022. Recovery took 312 trading sessions.

The current North Square Altrinsic International Equity Fund drawdown is 10.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.86%Jun 16, 2021323Sep 26, 2022312Dec 21, 2023635
-12.27%Mar 20, 202514Apr 8, 202519May 6, 202533
-10.83%Mar 2, 202620Mar 27, 2026
-9.57%Sep 30, 202472Jan 13, 202535Mar 5, 2025107
-4.93%Aug 1, 20243Aug 5, 20249Aug 16, 202412

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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