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Alternative Multi-Stratgy
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|
NAVPS (04-03-2025) |
$16.11 |
|---|---|
| Change |
-$0.70
(-4.14%)
|
As at February 28, 2025
As at January 31, 2025
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Inception Return (December 28, 2020): -1.64%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | -0.59% | -3.91% | -2.62% | 1.75% | -6.98% | -3.27% | -4.51% | -2.06% | - | - | - | - | - | - |
| Benchmark | -0.40% | -0.31% | 10.31% | 3.06% | 22.45% | 15.63% | 9.72% | 12.23% | 12.73% | 11.38% | 10.72% | 9.76% | 11.18% | 8.50% |
| Category Average | -0.08% | 0.15% | 1.76% | 1.22% | 4.67% | 5.03% | 2.33% | 2.75% | 3.48% | - | - | - | - | - |
| Category Rank | 70 / 105 | 95 / 102 | 87 / 96 | 38 / 102 | 80 / 89 | 70 / 75 | 54 / 54 | 47 / 48 | - | - | - | - | - | - |
| Quartile Ranking | 3 | 4 | 4 | 2 | 4 | 4 | 4 | 4 | - | - | - | - | - | - |
| Return % | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.44% | -4.17% | 1.19% | -1.56% | 0.37% | -1.72% | 1.04% | -2.99% | 3.39% | -5.56% | 2.36% | -0.59% |
| Benchmark | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% | 6.37% | -3.27% | 3.48% | -0.40% |
4.31% (October 2022)
-5.56% (December 2024)
| Return % | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | 13.32% | -12.47% | -3.43% | -4.07% |
| Benchmark | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% | 21.65% |
| Category Average | - | - | - | - | - | 4.04% | 6.86% | -5.49% | 4.47% | 5.04% |
| Quartile Ranking | - | - | - | - | - | - | 1 | 4 | 4 | 4 |
| Category Rank | - | - | - | - | - | - | 10/ 47 | 50/ 54 | 68/ 75 | 81/ 84 |
13.32% (2021)
-12.47% (2022)
| Name | Percent |
|---|---|
| Foreign Corporate Bonds | 40.43 |
| US Equity | 25.00 |
| Canadian Equity | 11.77 |
| Cash and Equivalents | 9.57 |
| Foreign Government Bonds | 9.06 |
| Other | 4.17 |
| Name | Percent |
|---|---|
| Fixed Income | 49.52 |
| Cash and Cash Equivalent | 9.58 |
| Basic Materials | 8.94 |
| Technology | 8.49 |
| Energy | 5.86 |
| Other | 17.61 |
| Name | Percent |
|---|---|
| North America | 98.30 |
| Europe | 1.27 |
| Asia | 0.32 |
| Latin America | 0.02 |
| Other | 0.09 |
| Name | Percent |
|---|---|
| EHP Strategic Income Alternative Fund Class I | - |
| EHP Alpha Strategies Alternative Fund Class I | - |
| EHP Tactical Growth Alternative Fund Class I | - |
| EHP Foundation Alternative Fund Class I | - |
| Novartis AG Cl N | - |
| Bristol-Myers Squibb Co | - |
| Johnson & Johnson | - |
| PCP Management Inc. - CVR | - |
EHP Global Multi-Strategy Alternative Fund Class A
Median
Other - Alternative Multi-Stratgy
| Standard Deviation | 7.77% | - | - |
|---|---|---|---|
| Beta | 0.36% | - | - |
| Alpha | -0.08% | - | - |
| Rsquared | 0.41% | - | - |
| Sharpe | -1.04% | - | - |
| Sortino | -1.09% | - | - |
| Treynor | -0.23% | - | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
- | - |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 9.39% | 7.77% | - | - |
| Beta | 0.77% | 0.36% | - | - |
| Alpha | -0.23% | -0.08% | - | - |
| Rsquared | 0.76% | 0.41% | - | - |
| Sharpe | -1.16% | -1.04% | - | - |
| Sortino | -1.16% | -1.09% | - | - |
| Treynor | -0.14% | -0.23% | - | - |
| Tax Efficiency | - | - | - | - |
| Start Date | December 28, 2020 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $27 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| EHF700A |
The investment objective of the EHP Global Multi-Strategy Alternative Fund (the “Fund”) is to generate superior risk adjusted investment returns over the long-term by utilizing a multi-strategy approach consisting of diversified quantitative and systematic investment strategies.
To achieve the investment objective, the Fund will seek to invest, directly or indirectly, in a diversified portfolio of developed-market global equity, credit, and derivative securities of issuers of varying sizes of market capitalization. The Fund will utilize predominantly diversified quantitative and systematic investment methodologies which are based upon researched, repeatable and process-driven methodologies.
| Portfolio Manager |
EHP Funds Inc.
|
|---|---|
| Sub-Advisor |
- |
| Fund Manager |
EHP Funds Inc. |
|---|---|
| Custodian |
TD Securities Inc. |
| Registrar |
SGGG Fund Services Inc. |
| Distributor |
- |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 50 |
| PAC Subsequent | - |
| SWP Allowed | Yes |
| SWP Min Balance | 100 |
| SWP Min Withdrawal | 100 |
| MER | 3.25% |
|---|---|
| Management Fee | 1.90% |
| Load | Back Fee Only |
| FE Max | 5.00% |
| DSC Max | - |
| Trailer Fee Max (FE) | 1.00% |
| Trailer Fee Max (DSC) | - |
| Trailer Fee Max (NL) | - |
| Trailer Fee Max (LL) | - |
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