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Alternative Equity Focus
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|
NAVPS (09-16-2024) |
$10.48 |
|---|---|
| Change |
$0.06
(0.62%)
|
As at August 31, 2024
As at July 31, 2024
As at July 31, 2024
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Inception Return (August 16, 2018): 1.91%
| 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 | -0.45% | 0.90% | 0.88% | 5.11% | 2.25% | -6.89% | -10.83% | -1.31% | 2.64% | 1.65% | - | - | - | - |
| Benchmark | 1.22% | 5.65% | 11.01% | 13.65% | 18.77% | 13.51% | 7.58% | 12.41% | 10.63% | 9.56% | 9.63% | 9.33% | 9.26% | 7.32% |
| Category Average | 0.28% | 6.55% | 6.55% | 12.87% | 16.73% | 9.26% | 4.80% | 8.84% | 7.34% | - | - | - | - | - |
| Category Rank | 155 / 208 | 152 / 200 | 168 / 193 | 119 / 170 | 136 / 163 | 130 / 141 | 112 / 116 | 73 / 79 | 44 / 59 | 25 / 31 | - | - | - | - |
| Quartile Ranking | 3 | 4 | 4 | 3 | 4 | 4 | 4 | 4 | 3 | 4 | - | - | - | - |
| Return % | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -0.02% | 2.01% | -4.81% | 0.20% | 1.22% | 2.93% | -0.73% | -2.37% | 3.16% | 0.04% | 1.31% | -0.45% |
| Benchmark | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% |
12.95% (April 2020)
-10.44% (June 2022)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | 3.91% | 30.74% | 17.80% | -20.06% | -14.70% |
| 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 | - | - | - | - | - | 4 | 1 | 2 | 4 | 4 |
| Category Rank | - | - | - | - | - | 34/ 44 | 13/ 62 | 48/ 101 | 120/ 127 | 146/ 154 |
30.74% (2020)
-20.06% (2022)
| Name | Percent |
|---|---|
| Canadian Equity | 82.75 |
| Cash and Equivalents | 13.70 |
| International Equity | 3.97 |
| Income Trust Units | 0.56 |
| US Equity | -0.98 |
| Name | Percent |
|---|---|
| Energy | 35.70 |
| Consumer Services | 17.95 |
| Cash and Cash Equivalent | 13.70 |
| Technology | 7.34 |
| Consumer Goods | 7.05 |
| Other | 18.26 |
| Name | Percent |
|---|---|
| North America | 96.98 |
| Asia | 3.97 |
| Latin America | -0.95 |
| Name | Percent |
|---|---|
| Canada Government 12-Sep-2024 | - |
| CES Energy Solutions Corp | - |
| Manulife Financial Corp | - |
| Bird Construction Inc | - |
| North West Co Inc | - |
| Precision Drilling Corp | - |
| Suncor Energy Inc | - |
| CGI Inc Cl A | - |
| Nuvista Energy Ltd | - |
| George Weston Ltd | - |
EHP Select Alternative Fund Class A
Median
Other - Alternative Equity Focus
| Standard Deviation | 13.46% | 14.27% | - |
|---|---|---|---|
| Beta | 0.62% | 0.54% | - |
| Alpha | -0.16% | -0.03% | - |
| Rsquared | 0.40% | 0.36% | - |
| Sharpe | -1.02% | 0.10% | - |
| Sortino | -1.13% | 0.06% | - |
| Treynor | -0.22% | 0.03% | - |
| Tax Efficiency | - | 88.26% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 7.73% | 13.46% | 14.27% | - |
| Beta | -0.16% | 0.62% | 0.54% | - |
| Alpha | 0.05% | -0.16% | -0.03% | - |
| Rsquared | 0.07% | 0.40% | 0.36% | - |
| Sharpe | -0.30% | -1.02% | 0.10% | - |
| Sortino | -0.09% | -1.13% | 0.06% | - |
| Treynor | 0.14% | -0.22% | 0.03% | - |
| Tax Efficiency | 62.07% | - | 88.26% | - |
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) | $13 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| EHF500A |
The investment objective of the EHP Select Alternative Fund (the “Fund”) is to provide a better riskadjusted return than the S&P TSX Composite Index, regardless of market conditions or general market direction. The Fund targets a volatility that is approximately equal to the S&P TSX Composite Index, but with lower correlation to the index and with lower peak-to-trough drawdowns.
To achieve the investment objective, the Fund will seek to invest in a long/short portfolio of Canadian equities 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 |
|---|---|
| EHP Funds Inc. | 08-10-2018 |
| 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 | 2.79% |
|---|---|
| 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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