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
| ISIN | US66263L3042 |
|---|---|
| CUSIP | 66263L304 |
| Issuer | North Square |
| Inception Date | Jan 3, 1994 |
| Category | Small Cap Growth Equities |
| Min. Investment | $1,000 |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Asset Class Style | 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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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 2.79% year-to-date (YTD) and 28.17% in the last 12 months. Over the past 10 years, North Square Spectrum Alpha Fund had an annualized return of 6.79%, while the S&P 500 had an annualized return of 10.64%, indicating that North Square Spectrum Alpha Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.79% | 7.50% |
| 1 month | -1.34% | -1.61% |
| 6 months | 20.82% | 17.65% |
| 1 year | 28.17% | 26.26% |
| 5 years (annualized) | 6.14% | 11.73% |
| 10 years (annualized) | 6.79% | 10.64% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.93% | 4.31% | 4.55% | -5.80% | ||||||||
| 2023 | -6.35% | 12.00% | 11.34% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ORIGX is 58, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
North Square Spectrum Alpha Fund(ORIGX)
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
North Square Spectrum Alpha Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $4.53 | $2.13 | $1.88 | $2.11 | $2.46 | $22.77 | $2.15 | $2.30 | $2.60 |
Dividend yield | 0.00% | 0.00% | 78.80% | 15.09% | 12.73% | 16.47% | 20.15% | 146.42% | 6.54% | 6.73% | 6.81% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $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 |
| 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 |
| 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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.88 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.11 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.46 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $22.77 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.15 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.30 |
| 2014 | $2.60 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 54.77%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.
The current North Square Spectrum Alpha Fund drawdown is 14.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -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 | 250 | Oct 8, 1998 | 320 | Jan 14, 2000 | 570 |
| -39.37% | Sep 12, 2018 | 384 | Mar 23, 2020 | 92 | Aug 3, 2020 | 476 |
| -38.57% | Nov 10, 2021 | 220 | Sep 26, 2022 | — | — | — |
Volatility
Volatility Chart
The current North Square Spectrum Alpha Fund volatility is 5.22%, 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.