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North SquareTrilogy Alternative Return Fund (STTIX) Sortino Ratio: 1.95

Mutual Fund · Currency in USD · Last updated Jun 4, 2026

The fund combines multiple investment strategies and investment techniques that are designed to generate return and manage risk exposure across varying market conditions. The advisor expects that (i) approximately 30% to 70% of the fund's assets will be allocated to the Equity Position, (ii) approximately 30% to 50% of the fund's assets will be allocated to the Income Position and (iii) approximately 2% to 30% of the fund's assets will be allocated to the Market Movement Position.

STTIX's Sortino Ratio of 1.95 indicates that for each unit of downside volatility, it generates 1.95 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

STTIX Sortino Ratio Rank

STTIX Sortino Ratio Rank: 22.022
Below Average

STTIX ranks above 22.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns may not adequately compensate for downside risk taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better downside protection
  • Assess whether downside exposure aligns with your portfolio goals

STTIX Sortino Ratio Market Positioning

The chart shows STTIX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): 2.10 or lower
  • Yellow zone (middle 50%): 2.10 to 3.66
  • Green zone (top 25%): 3.66 or higher
  • Top 1%: 9.19+
  • Median: 3.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares North SquareTrilogy Alternative Return Fund's Sortino Ratio with other mutual funds in the Options Trading category across multiple time periods, showing how STTIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
PPFIXPrinceton Premium Fund21.79
MAIPXMAI Managed Volatility Fund4.72
JDIEXEasterly Hedged Equity Fund4.43
GTSOXGlenmede Secured Options Portfolio4.38
GCPYXGateway Equity Call Premium Fund4.15
SHIIXCatalyst Buffered Shield Fund4.15
EIVPXParametric Volatility Risk Premium - Defensive Fund4.13
BPRLXBeacon Planned Return Strategy Fund4.01
CIHEXCalamos Hedged Equity Fund3.83
GATEXGateway Fund3.79
STTIXNorth SquareTrilogy Alternative Return Fund1.95

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows STTIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when STTIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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