North SquareTrilogy Alternative Return Fund (STTIX)

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North SquareTrilogy Alternative Return Fund (STTIX) is up 0.2% since the beginning of the year. STTIX is currently trading at $9 per share. Investors who bought $1,000 worth of STTIX shares 5 years ago would now be looking at an investment worth $1,017.

North SquareTrilogy Alternative Return Fund (STTIX) has returned 0.21% so far this year and 3.81% over the past 12 months. Over the last ten years, STTIX has returned 1.69% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.

Based on dividend-adjusted daily data since Jan 2, 2013, STTIX's average daily return is +0.01%, while the average monthly return is +0.15%. At this rate, an investment would double in approximately 38.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +4.0%, while the worst month was Oct 2018 at -4.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, STTIX closed higher 44% of trading days. The best single day was Dec 20, 2024 with a return of +14.0%, while the worst single day was Dec 23, 2024 at -12.4%.

North SquareTrilogy Alternative Return Fund has an annualized alpha of 0.63%, beta of 0.09, and R2 of 0.05 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.

• This fund participated in 31.80% of S&P 500 Index downside but only 17.84% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.09 may look defensive, but with R2 of 0.05 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.05 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

STTIX has a high expense ratio of 1.38%, indicating above-average management fees.

STTIX ranks 16 for risk / return — in the bottom 16% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

North SquareTrilogy Alternative Return Fund provided a 4.68% dividend yield over the last twelve months, with an annual payout of $0.43 per share.

The table displays the monthly dividend distributions for North SquareTrilogy Alternative Return 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 SquareTrilogy Alternative Return 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 SquareTrilogy Alternative Return Fund was 18.71%, occurring on Oct 27, 2023. Recovery took 289 trading sessions.

The current North SquareTrilogy Alternative Return Fund drawdown is 6.20%.

The chart below shows the rolling one-month volatility.