See what your fund actually adds
North Square Dynamic Small Cap Fund A ORSAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ORSAX | Replication |
|---|---|---|
| Annualized growth | 9.7% | 6.6% |
| Annualized volatility | 20.6% | 19.9% |
| Sharpe ratio | 0.55 | 0.42 |
| Maximum drawdown | 31.0% | 28.6% |
| Replication fit (R²) | 0.96 · Tracking error 4.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model ORSAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 48.6% |
| VBK | Small-Cap · Growth | 27.8% |
| IWC | Micro Cap | 16.1% |
| MTUM | Factor · Momentum | 3.8% |
| XLE | Sector · Energy | 3.7% |