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IPSAX vs. STTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPSAX vs. STTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IPS Strategic Capital Absolute Return Fund (IPSAX) and North SquareTrilogy Alternative Return Fund (STTIX). The values are adjusted to include any dividend payments, if applicable.

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IPSAX vs. STTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPSAX
IPS Strategic Capital Absolute Return Fund
-9.12%9.13%16.99%16.10%-16.02%18.27%3.11%14.20%-5.36%13.56%
STTIX
North SquareTrilogy Alternative Return Fund
-0.47%6.66%5.94%-1.89%-10.52%4.57%7.19%3.44%-6.48%4.90%

Returns By Period

In the year-to-date period, IPSAX achieves a -9.12% return, which is significantly lower than STTIX's -0.47% return.


IPSAX

1D
-0.22%
1M
-8.57%
YTD
-9.12%
6M
-9.28%
1Y
1.57%
3Y*
9.47%
5Y*
5.15%
10Y*

STTIX

1D
0.52%
1M
-2.06%
YTD
-0.47%
6M
0.34%
1Y
3.73%
3Y*
3.59%
5Y*
0.08%
10Y*
1.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPSAX vs. STTIX - Expense Ratio Comparison

IPSAX has a 1.50% expense ratio, which is higher than STTIX's 1.38% expense ratio.


Return for Risk

IPSAX vs. STTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IPSAX
IPSAX Risk / Return Rank: 77
Overall Rank
IPSAX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IPSAX Sortino Ratio Rank: 77
Sortino Ratio Rank
IPSAX Omega Ratio Rank: 77
Omega Ratio Rank
IPSAX Calmar Ratio Rank: 77
Calmar Ratio Rank
IPSAX Martin Ratio Rank: 77
Martin Ratio Rank

STTIX
STTIX Risk / Return Rank: 4545
Overall Rank
STTIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
STTIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
STTIX Omega Ratio Rank: 3333
Omega Ratio Rank
STTIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
STTIX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IPSAX vs. STTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IPS Strategic Capital Absolute Return Fund (IPSAX) and North SquareTrilogy Alternative Return Fund (STTIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IPSAXSTTIXDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.91

-0.78

Sortino ratio

Return per unit of downside risk

0.29

1.33

-1.04

Omega ratio

Gain probability vs. loss probability

1.04

1.17

-0.12

Calmar ratio

Return relative to maximum drawdown

0.05

1.48

-1.43

Martin ratio

Return relative to average drawdown

0.17

4.15

-3.98

IPSAX vs. STTIX - Sharpe Ratio Comparison

The current IPSAX Sharpe Ratio is 0.14, which is lower than the STTIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IPSAX and STTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IPSAXSTTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.91

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.01

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.24

-0.23

Correlation

The correlation between IPSAX and STTIX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IPSAX vs. STTIX - Dividend Comparison

IPSAX's dividend yield for the trailing twelve months is around 16.29%, more than STTIX's 4.71% yield.


TTM20252024202320222021202020192018201720162015
IPSAX
IPS Strategic Capital Absolute Return Fund
16.29%14.81%13.88%0.00%12.04%5.18%0.46%9.23%0.00%9.16%0.69%0.00%
STTIX
North SquareTrilogy Alternative Return Fund
4.71%4.26%17.39%2.10%1.03%0.49%1.02%1.68%1.73%0.96%0.99%1.07%

Drawdowns

IPSAX vs. STTIX - Drawdown Comparison

The maximum IPSAX drawdown since its inception was -98.83%, which is greater than STTIX's maximum drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for IPSAX and STTIX.


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Drawdown Indicators


IPSAXSTTIXDifference

Max Drawdown

Largest peak-to-trough decline

-98.83%

-18.71%

-80.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-2.68%

-9.41%

Max Drawdown (5Y)

Largest decline over 5 years

-98.83%

-18.71%

-80.12%

Max Drawdown (10Y)

Largest decline over 10 years

-18.71%

Current Drawdown

Current decline from peak

-98.73%

-6.83%

-91.90%

Average Drawdown

Average peak-to-trough decline

-15.94%

-4.71%

-11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

0.95%

+2.63%

Volatility

IPSAX vs. STTIX - Volatility Comparison

IPS Strategic Capital Absolute Return Fund (IPSAX) has a higher volatility of 3.14% compared to North SquareTrilogy Alternative Return Fund (STTIX) at 1.33%. This indicates that IPSAX's price experiences larger fluctuations and is considered to be riskier than STTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPSAXSTTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

1.33%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

2.45%

+5.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

4.10%

+8.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3,885.75%

9.85%

+3,875.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,754.10%

7.80%

+2,746.30%