- ISIN
- US66263L3042
- CUSIP
- 66263L304
- Issuer
- North Square
- Inception Date
- Jan 3, 1994
- Category
- Small Cap Growth Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
ORIGX Performance Chart
North Square Spectrum Alpha Fund (ORIGX) is up 19.6% since the beginning of the year. ORIGX is currently trading at $11 per share. Investors who bought $1,000 worth of ORIGX shares 5 years ago would now be looking at an investment worth $1,442.
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Returns By Period
North Square Spectrum Alpha Fund (ORIGX) has returned 19.62% so far this year and 39.55% over the past 12 months. Over the last ten years, ORIGX has returned 10.39% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
North Square Spectrum Alpha Fund
- 1D
- 1.70%
- 1M
- 4.88%
- YTD
- 19.62%
- 6M
- 16.65%
- 1Y
- 39.55%
- 3Y*
- 19.69%
- 5Y*
- 7.59%
- 10Y*
- 10.39%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ORIGX Monthly Returns History
Based on dividend-adjusted daily data since Dec 31, 1993, ORIGX's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 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 Aug 1998 at -24.5%. 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 Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.87% | -0.11% | -4.11% | 10.86% | 3.80% | 3.47% | 19.62% | ||||||
| 2025 | 4.00% | -4.55% | -7.69% | -3.31% | 5.06% | 4.56% | 2.12% | 8.90% | -0.67% | -1.35% | 1.37% | 1.80% | 9.45% |
| 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 | 9.39% | -0.32% | -3.67% | -1.66% | -1.01% | 8.50% | 5.17% | -2.98% | -5.68% | -6.35% | 12.00% | 11.34% | 24.70% |
| 2022 | -16.57% | 0.34% | 0.59% | -9.34% | 0.00% | -9.00% | 8.77% | -2.34% | -8.25% | 11.72% | 2.06% | -6.18% | -27.57% |
| 2021 | 0.00% | 3.92% | -1.82% | 6.23% | -4.18% | 2.99% | 1.58% | 2.30% | -3.47% | 6.05% | -4.69% | 1.78% | 10.38% |
Benchmark Metrics
North Square Spectrum Alpha Fund has an annualized alpha of 1.47%, beta of 0.95, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since December 31, 1993.
- With beta of 0.95 and R2 of 0.71, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.47%
- Beta
- 0.95
- R²
- 0.71
- Upside Capture
- 103.86%
- Downside Capture
- 101.62%
Expense Ratio
ORIGX has a high expense ratio of 1.60%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ORIGX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for North Square Spectrum Alpha Fund (ORIGX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ORIGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 2.78 | +1.36 |
| Martin ratioReturn relative to average drawdown | 12.86 | 12.44 | +0.43 |
Dividends
Dividend History
North Square Spectrum Alpha Fund provided a 0.49% dividend yield over the last twelve months, with an annual payout of $0.05 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.05 | $0.00 | $0.00 | $0.00 | $4.53 | $2.13 | $1.88 | $2.11 | $2.46 | $22.77 | $2.15 | $2.30 |
Dividend yield | 0.49% | 0.00% | 0.00% | 0.00% | 78.80% | 15.09% | 12.73% | 16.48% | 20.15% | 146.42% | 6.54% | 6.73% |
Monthly Dividends
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.05 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.53 | $4.53 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.13 | $2.13 |
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 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 49.06%, occurring on Mar 9, 2009. Recovery took 421 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -49.06%Mar 2009 | 1y 5mo | 1y 8mo | 3y 27dOct 2007 - Nov 2010 |
1998 bear market1998 | -43.55%Oct 1998 | 12mo | 1y 3mo | 2y 3moOct 1997 - Jan 2000 |
COVID crash2020 | -39.38%Mar 2020 | 1y 6mo | 4mo 13d | 1y 10moSep 2018 - Aug 2020 |
Bear market2022 | -38.60%Sep 2022 | 10mo 20d | 2y 1mo | 2y 12moNov 2021 - Nov 2024 |
Dot-com crash2000–2002 | -37.40%Oct 2002 | 2y 7mo | 1y 8mo | 4y 3moMar 2000 - Jun 2004 |
Drawdown Indicators
| ORIGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.06% | -56.78% | +7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -9.10% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -26.25% | -18.90% | -7.35% |
Max Drawdown (5Y)Largest decline over 5 years | -38.60% | -25.43% | -13.17% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | -33.92% | -5.46% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -10.79% | -10.71% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.03% | +1.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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