Join Fund Library now and get free access to personalized features to help you manage your investments.

EHP Select Alternative Fund Class A

Alternative Equity Focus

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade D

Click for more information on Fundata’s ESG Grade.

NAVPS
(05-21-2024)
$10.58
Change
$0.07 (0.65%)

As at April 30, 2024

As at March 31, 2024

As at February 29, 2024

Period
Loading...

Legend

EHP Select Alternative Fund Class A

Compare Options


Fund Returns

Inception Return (August 16, 2018): 1.31%

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 -2.37% -0.23% -3.68% 0.99% -10.95% -13.09% -11.98% 0.84% 0.53% - - - - -
Benchmark -1.82% 4.10% 16.91% 4.68% 8.73% 5.66% 7.59% 13.51% 8.86% 8.98% 8.12% 8.95% 7.25% 7.22%
Category Average -1.22% 14.76% 14.76% 6.98% 12.25% 5.95% 4.33% 9.26% 5.97% - - - - -
Category Rank 136 / 190 156 / 178 155 / 164 130 / 164 141 / 153 129 / 131 99 / 101 54 / 64 45 / 52 - - - - -
Quartile Ranking 3 4 4 4 4 4 4 4 4 - - - - -

Monthly Return

Monthly Return
Return % May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Fund -5.30% -1.83% 0.89% -3.35% -0.02% 2.01% -4.81% 0.20% 1.22% 2.93% -0.73% -2.37%
Benchmark -4.95% 3.36% 2.58% -1.37% -3.33% -3.21% 7.48% 3.91% 0.55% 1.82% 4.14% -1.82%

Best Monthly Return Since Inception

12.95% (April 2020)

Worst Monthly Return Since Inception

-10.44% (June 2022)

Calendar Return (%)

Calendar Return
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 - - - - - 3 1 2 4 4
Category Rank - - - - - 35/ 47 11/ 60 37/ 95 115/ 120 139/ 147

Best Calendar Return (Last 10 years)

30.74% (2020)

Worst Calendar Return (Last 10 years)

-20.06% (2022)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 95.56
International Equity 3.47
US Equity 0.60
Income Trust Units 0.37

Sector Allocation

Sector Allocation
Name Percent
Energy 35.00
Basic Materials 21.07
Consumer Services 19.97
Financial Services 10.30
Technology 10.02
Other 3.64

Geographic Allocation

Geographic Allocation
Name Percent
North America 97.81
Asia 4.10
Europe -0.10
Africa and Middle East -0.74
Latin America -1.38
Other 0.31

Top Holdings

Top Holdings
Name Percent
Manulife Financial Corp -
Asante Gold Corp -
Celestica Inc -
Dollarama Inc -
Mullen Group Ltd -
Russel Metals Inc -
Doman Building Materials Group Ltd -
North West Co Inc -
CGI Inc Cl A -
GreenFirst Forest Products Inc -

Equity Style

Market capitalization is medium. Equity style is blend.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

EHP Select Alternative Fund Class A

Median

Other - Alternative Equity Focus

3 Yr Annualized

Standard Deviation 13.26% 14.40% -
Beta 0.63% 0.56% -
Alpha -0.17% -0.04% -
Rsquared 0.40% 0.36% -
Sharpe -1.10% -0.03% -
Sortino -1.23% -0.14% -
Treynor -0.23% -0.01% -
Tax Efficiency - - -
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10 -

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 9.14% 13.26% 14.40% -
Beta 0.01% 0.63% 0.56% -
Alpha -0.11% -0.17% -0.04% -
Rsquared 0.00% 0.40% 0.36% -
Sharpe -1.75% -1.10% -0.03% -
Sortino -1.57% -1.23% -0.14% -
Treynor -20.21% -0.23% -0.01% -
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) $15

Fund Codes

FundServ Code Load Code Sales Status
EHF500A

Investment Objectives

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.

Investment Strategy

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.

Portfolio Manager(s)

Name Start Date
EHP Funds Inc. 08-10-2018

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 2.48%
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) -

Join Fund Library now and get free access to personalized features to help you manage your investments.