See what your fund actually adds
North Square Preferred and Income Securities Fund Class I ORDNX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ORDNX | Replication |
|---|---|---|
| Annualized growth | 5.8% | 3.4% |
| Annualized volatility | 7.4% | 6.0% |
| Sharpe ratio | 0.79 | 0.59 |
| Maximum drawdown | 16.9% | 14.1% |
| Replication fit (R²) | 0.47 · Tracking error 5.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model ORDNX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SPHY | FI · High Yield | 46.8% |
| MUB | FI · Municipal | 21.1% |
| PFF | FI · Preferred | 15.6% |
| DBEF | Intl · Dev Hedged | 10.8% |
| EMLC | FI · EM Local Currency | 5.7% |