North Square Spectrum Alpha Fund (ORIGX)

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

North Square Spectrum Alpha Fund (ORIGX) has returned -2.43% so far this year and 16.54% over the past 12 months. Over the last ten years, ORIGX has returned -0.93% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Dec 31, 1993, ORIGX's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Feb 2000 with a return of +18.1%, while the worst month was Dec 2017 at -59.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ORIGX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.0%, while the worst single day was Dec 12, 2017 at -60.3%.

North Square Spectrum Alpha Fund has an annualized alpha of -0.52%, beta of 0.95, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 03, 1994.

• This fund participated in 102.33% of S&P 500 Index downside but only 90.35% of its upside — more exposed to losses than it benefited from rallies.
• With beta of 0.95 and R² of 0.56, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

ORIGX has a high expense ratio of 1.60%, indicating above-average management fees.

ORIGX ranks 31 for risk / return — below 31% 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.

The table below present risk-adjusted performance metrics for North Square Spectrum Alpha Fund (ORIGX) and compare them to a chosen benchmark (S&P 500 Index).

North Square Spectrum Alpha Fund provided a 0.60% dividend yield over the last twelve months, with an annual payout of $0.05 per share.

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

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.

The table below displays the maximum drawdowns of the North Square Spectrum Alpha 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 Spectrum Alpha Fund was 69.78%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current North Square Spectrum Alpha Fund drawdown is 26.18%.

The chart below shows the rolling one-month volatility.