North Square Spectrum Alpha Fund (ORIGX)
The investment seeks to provide capital appreciation. The fund invests at least 80% of its net assets (plus borrowings for investment purposes) in equity securities of small capitalization companies. It may invest in initial public offerings (IPOs) of equity securities. The fund may invest up to 20% of its total assets in equity securities of non-U.S. issuers. It will not invest more than 10% of its total assets in the securities of emerging markets issuers.
Fund Info
US66263L3042
66263L304
Jan 3, 1994
$1,000
Small-Cap
Growth
Expense Ratio
ORIGX has a high expense ratio of 1.60%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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.
Returns By Period
North Square Spectrum Alpha Fund had a return of 2.91% year-to-date (YTD) and 19.75% in the last 12 months. Over the past 10 years, North Square Spectrum Alpha Fund had an annualized return of -14.49%, while the S&P 500 had an annualized return of 11.26%, indicating that North Square Spectrum Alpha Fund did not perform as well as the benchmark.
ORIGX
2.91%
-1.51%
8.57%
19.75%
-8.24%
-14.49%
^GSPC (Benchmark)
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
Monthly Returns
The table below presents the monthly returns of ORIGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.00% | 2.91% | |||||||||||
| 2024 | -2.93% | 4.31% | 4.55% | -5.80% | 5.45% | -1.46% | 9.69% | -0.86% | 1.49% | -1.46% | 10.77% | -7.82% | 15.06% |
| 2023 | 9.44% | -0.41% | -3.65% | -1.62% | -1.01% | 8.50% | 5.17% | -2.98% | -5.68% | -6.35% | 12.00% | 11.34% | 24.70% |
| 2022 | -16.61% | 0.42% | 0.53% | -9.30% | -0.03% | -9.02% | 8.77% | -2.29% | -8.25% | 11.69% | 2.04% | -47.24% | -59.28% |
| 2021 | -0.03% | 3.92% | -1.80% | 6.22% | -4.15% | 2.96% | 1.61% | 2.29% | -3.49% | 6.06% | -4.72% | -11.94% | -4.55% |
| 2020 | -1.19% | -6.92% | -18.60% | 13.56% | 10.61% | 4.79% | 7.08% | 4.11% | -2.26% | 1.12% | 12.27% | -5.44% | 15.27% |
| 2019 | 8.35% | 6.73% | -0.42% | 4.13% | -5.10% | 4.69% | 0.19% | -4.97% | -2.21% | 2.83% | 7.00% | -13.87% | 5.11% |
| 2018 | 4.44% | -2.77% | 2.66% | -1.97% | 6.04% | 2.61% | 0.64% | 8.28% | -0.27% | -10.64% | -1.25% | -26.36% | -21.48% |
| 2017 | 0.40% | 3.40% | 0.76% | 1.08% | -1.56% | 2.93% | 0.88% | -1.21% | 4.05% | 0.41% | 3.55% | -58.98% | -52.62% |
| 2016 | -8.80% | -2.28% | 7.09% | 2.11% | 2.13% | -1.18% | 6.75% | -0.81% | 0.45% | -6.88% | 6.15% | -7.18% | -4.01% |
| 2015 | -3.01% | 10.22% | 0.20% | -3.57% | 4.41% | 1.02% | -0.19% | -7.29% | -6.80% | 2.51% | 2.15% | -9.09% | -10.57% |
| 2014 | -3.68% | 3.58% | -1.35% | -3.22% | 0.85% | 5.50% | -5.19% | 5.07% | -3.52% | 7.01% | -0.29% | -6.62% | -2.94% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ORIGX is 46, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for North Square Spectrum Alpha Fund (ORIGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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.
Worst Drawdowns
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 86.92%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current North Square Spectrum Alpha Fund drawdown is 80.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -86.92% | Jun 24, 2015 | 1893 | Dec 28, 2022 | — | — | — |
| -54.77% | Oct 10, 2007 | 354 | Mar 9, 2009 | 469 | Jan 14, 2011 | 823 |
| -52.56% | Mar 10, 2000 | 645 | Oct 9, 2002 | 872 | Mar 29, 2006 | 1517 |
| -43.55% | Oct 13, 1997 | 259 | Oct 8, 1998 | 331 | Jan 14, 2000 | 590 |
| -25.35% | Jul 8, 2011 | 61 | Oct 3, 2011 | 401 | May 10, 2013 | 462 |
Volatility
Volatility Chart
The current North Square Spectrum Alpha Fund volatility is 3.69%, 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.