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Alternative Equity Focus
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|
NAVPS (10-10-2024) |
$10.06 |
|---|---|
| Change |
$0.01
(0.07%)
|
As at September 30, 2024
As at August 31, 2024
As at July 31, 2024
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Inception Return (August 16, 2018): -0.10%
| 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 | 0.42% | -0.35% | -7.83% | 0.49% | 0.15% | -4.69% | -5.27% | -2.11% | -0.54% | -0.05% | - | - | - | - |
| Benchmark | 3.15% | 10.54% | 9.96% | 17.24% | 26.74% | 17.83% | 9.52% | 13.87% | 10.95% | 10.29% | 9.65% | 9.59% | 10.09% | 8.09% |
| Category Average | 1.73% | 6.01% | 6.01% | 14.81% | 20.48% | 11.52% | 5.93% | 9.59% | 7.73% | - | - | - | - | - |
| Category Rank | 153 / 211 | 192 / 207 | 184 / 192 | 146 / 168 | 145 / 164 | 135 / 144 | 115 / 125 | 83 / 84 | 63 / 64 | 37 / 37 | - | - | - | - |
| Quartile Ranking | 3 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - | - |
| Return % | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.75% | -0.96% | -1.11% | 3.47% | 3.85% | 1.46% | -5.27% | -0.53% | -1.83% | 1.37% | -2.12% | 0.42% |
| Benchmark | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% |
5.19% (October 2022)
-6.23% (June 2022)
| 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 | - | - | - | - | - | 31/ 48 | 36/ 66 | 56/ 101 | 83/ 126 | 144/ 153 |
16.25% (2021)
-12.96% (2023)
| Name | Percent |
|---|---|
| US Equity | 37.08 |
| Canadian Equity | 36.75 |
| Foreign Corporate Bonds | 10.85 |
| Derivatives | 6.71 |
| Cash and Equivalents | 6.45 |
| Other | 2.16 |
| Name | Percent |
|---|---|
| Technology | 17.00 |
| Consumer Services | 15.24 |
| Fixed Income | 11.31 |
| Energy | 9.48 |
| Financial Services | 8.62 |
| Other | 38.35 |
| Name | Percent |
|---|---|
| North America | 89.66 |
| Europe | 2.36 |
| Asia | 0.82 |
| Latin America | 0.15 |
| Other | 7.01 |
| Name | Percent |
|---|---|
| EHP Tactical Growth Alternative Fund Class I | - |
| EHP Strategic Income Alternative Fund Class I | - |
| North West Co Inc | - |
| Dollarama Inc | - |
| Winpak Ltd | - |
| Thomson Reuters Corp | - |
| Dundee Precious Metals Inc | - |
| MEG Energy Corp | - |
| Boralex Inc Cl A | - |
| ARC Resources Ltd | - |
EHP Advantage Alternative Fund Class A
Median
Other - Alternative Equity Focus
| Standard Deviation | 8.71% | 8.22% | - |
|---|---|---|---|
| Beta | 0.30% | 0.25% | - |
| Alpha | -0.08% | -0.03% | - |
| Rsquared | 0.21% | 0.22% | - |
| Sharpe | -0.96% | -0.30% | - |
| Sortino | -1.08% | -0.49% | - |
| Treynor | -0.28% | -0.10% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 8.87% | 8.71% | 8.22% | - |
| Beta | 0.13% | 0.30% | 0.25% | - |
| Alpha | -0.03% | -0.08% | -0.03% | - |
| Rsquared | 0.03% | 0.21% | 0.22% | - |
| Sharpe | -0.47% | -0.96% | -0.30% | - |
| Sortino | -0.37% | -1.08% | -0.49% | - |
| Treynor | -0.33% | -0.28% | -0.10% | - |
| Tax Efficiency | 100.00% | - | - | - |
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.
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.
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.
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.
| 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) | $60 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| EHF200A |
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.
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.
| Name | Start Date |
|---|---|
| James Park | 08-10-2018 |
| Ian Fairbrother | 08-15-2018 |
| Jason Mann | 08-15-2018 |
| Fund Manager | EHP Funds Inc. |
|---|---|
| Advisor | EHP Funds Inc. |
| Custodian | CIBC |
| Registrar | SGGG Fund Services Inc. |
| Distributor | - |
| Auditor | KPMG LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 50 |
| PAC Subsequent | 50 |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | 2.33% |
|---|---|
| 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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