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EHP Advantage Alternative Fund Class A

Alternative Equity Focus

FundGrade E Click for more information on Fundata’s FundGrade

FundGrade E

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Fundata ESG GradeD Click for more information on Fundata’s ESG Grade

Fundata ESG Grade D

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NAVPS
(06-14-2024)
$9.92
Change
-$0.02 (-0.21%)

As at May 31, 2024

As at May 31, 2024

As at February 29, 2024

Period
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Legend

EHP Advantage Alternative Fund Class A

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Fund Returns

Inception Return (August 16, 2018): 0.27%

Fund Returns
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 -0.53% -4.40% 1.59% 2.73% -1.11% -6.93% -4.42% -0.42% -0.24% - - - - -
Benchmark 2.77% 5.07% 11.79% 7.58% 17.55% 7.08% 7.35% 13.44% 10.14% 8.92% 8.75% 9.19% 7.72% 7.53%
Category Average 2.46% 14.34% 14.34% 9.68% 17.31% 6.95% 4.98% 9.48% 7.13% - - - - -
Category Rank 170 / 186 183 / 186 147 / 163 129 / 163 131 / 151 119 / 131 92 / 100 63 / 66 51 / 52 - - - - -
Quartile Ranking 4 4 4 4 4 4 4 4 4 - - - - -

Monthly Return

Monthly Return
Return % Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Fund -1.95% -0.58% 1.80% -2.68% 1.75% -0.96% -1.11% 3.47% 3.85% 1.46% -5.27% -0.53%
Benchmark 3.36% 2.58% -1.37% -3.33% -3.21% 7.48% 3.91% 0.55% 1.82% 4.14% -1.82% 2.77%

Best Monthly Return Since Inception

5.19% (October 2022)

Worst Monthly Return Since Inception

-6.23% (June 2022)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - - 5.07% 4.40% 16.25% -9.10% -12.96%
Benchmark 10.55% -8.32% 21.08% 9.10% -8.89% 22.88% 5.60% 25.09% -5.84% 11.75%
Category Average - - - - - - 5.11% 17.27% -5.96% 6.54%
Quartile Ranking - - - - - 3 3 3 3 4
Category Rank - - - - - 28/ 42 34/ 57 49/ 94 80/ 120 137/ 147

Best Calendar Return (Last 10 years)

16.25% (2021)

Worst Calendar Return (Last 10 years)

-12.96% (2023)

Asset Allocation

Asset Allocation
Name Percent
US Equity 49.55
Canadian Equity 41.55
Foreign Corporate Bonds 8.90
International Equity 2.74
Derivatives 0.08
Other -2.82

Sector Allocation

Sector Allocation
Name Percent
Technology 20.51
Energy 17.22
Financial Services 15.96
Consumer Services 15.58
Basic Materials 9.53
Other 21.20

Geographic Allocation

Geographic Allocation
Name Percent
North America 97.62
Asia 0.91
Europe 0.54
Latin America 0.43
Africa and Middle East -0.41
Other 0.91

Top Holdings

Top Holdings
Name Percent
EHP Tactical Growth Alternative Fund Class I -
EHP Strategic Income Alternative Fund Class I -
Asante Gold Corp -
GreenFirst Forest Products Inc -
Fairfax Financial Holdings Ltd -
Thomson Reuters Corp -
Hudbay Minerals Inc -
Dollarama Inc -
Loblaw Cos Ltd -
Manulife Financial Corp -

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Average Duration: M. Average Credit Quality: M.
Period: 

Risk vs Return (3 Yr)

EHP Advantage Alternative Fund Class A

Median

Other - Alternative Equity Focus

3 Yr Annualized

Standard Deviation 8.99% 8.18% -
Beta 0.31% 0.24% -
Alpha -0.07% -0.03% -
Rsquared 0.22% 0.21% -
Sharpe -0.78% -0.24% -
Sortino -0.94% -0.45% -
Treynor -0.22% -0.08% -
Tax Efficiency - - -
Volatility Volatility rating is 4 on a scale of 1 to 10 Volatility rating is 3 on a scale of 1 to 10 -

Risk Rating

Rating 4 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 9.15% 8.99% 8.18% -
Beta 0.05% 0.31% 0.24% -
Alpha -0.01% -0.07% -0.03% -
Rsquared 0.00% 0.22% 0.21% -
Sharpe -0.61% -0.78% -0.24% -
Sortino -0.54% -0.94% -0.45% -
Treynor -1.23% -0.22% -0.08% -
Tax Efficiency - - - -

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

Fund Details

Start Date August 16, 2018
Instrument Type Mutual Fund (Alternative)
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $78

Fund Codes

FundServ Code Load Code Sales Status
EHF200A

Investment Objectives

The investment objective of the EHP Advantage 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.

Investment Strategy

To achieve the investment objective, the Fund will seek to invest long and short in a diversified portfolio of North American equity and credit 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. Each investment strategy will generally be supported by systematic models and quantitative fundamental analysis.

Portfolio Manager(s)

Name Start Date
James Park 08-10-2018
Ian Fairbrother 08-15-2018
Jason Mann 08-15-2018

Management and Organization

Fund Manager EHP Funds Inc.
Advisor EHP Funds Inc.
Custodian CIBC
Registrar SGGG Fund Services Inc.
Distributor -
Auditor KPMG LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 50
PAC Subsequent 50
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 2.24%
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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