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EHP Global Arbitrage 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 GradeE Click for more information on Fundata’s ESG Grade

Fundata ESG Grade E

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NAVPS
(05-21-2024)
$10.49
Change
-$0.04 (-0.34%)

As at April 30, 2024

As at March 31, 2024

As at February 29, 2024

Period
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Legend

EHP Global Arbitrage Alternative Fund Class A

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Fund Returns

Inception Return (August 16, 2018): 2.36%

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 -2.54% -0.69% -0.03% -1.53% -6.61% -4.41% -3.69% 0.76% 0.51% - - - - -
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 141 / 190 159 / 178 151 / 164 147 / 164 137 / 153 116 / 131 93 / 101 56 / 64 46 / 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 -1.03% -1.03% -0.02% 0.08% -1.35% -3.38% 1.41% 0.11% -0.84% 0.58% 1.31% -2.54%
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

6.84% (April 2020)

Worst Monthly Return Since Inception

-10.11% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - - 6.65% 5.94% 7.45% -8.31% -4.00%
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 2 4 3 4
Category Rank - - - - - 26/ 47 30/ 60 73/ 95 79/ 120 127/ 147

Best Calendar Return (Last 10 years)

7.45% (2021)

Worst Calendar Return (Last 10 years)

-8.31% (2022)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 50.31
US Equity 33.78
International Equity 15.83
Derivatives 0.07
Other 0.01

Sector Allocation

Sector Allocation
Name Percent
Basic Materials 17.00
Technology 15.78
Industrial Services 15.03
Real Estate 12.37
Healthcare 11.49
Other 28.33

Geographic Allocation

Geographic Allocation
Name Percent
North America 84.16
Asia 6.49
Europe 5.80
Latin America -0.09
Africa and Middle East -0.66
Other 4.30

Top Holdings

Top Holdings
Name Percent
Osino Resources Corp -
Hollysys Automation Technologies Ltd -
MediaValet Inc -
Enerplus Corp -
Pioneer Natural Resources Co -
Capri Holdings Ltd -
Dividend 15 Split Corp - Pfd -
Southwestern Energy Co -
Asante Gold Corp -
Tricon Residential Inc -

Equity Style

Market capitalization is small. Equity style is growth.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

EHP Global Arbitrage Alternative Fund Class A

Median

Other - Alternative Equity Focus

3 Yr Annualized

Standard Deviation 4.73% 7.17% -
Beta 0.17% 0.33% -
Alpha -0.05% -0.02% -
Rsquared 0.24% 0.51% -
Sharpe -1.35% -0.17% -
Sortino -1.48% -0.38% -
Treynor -0.37% -0.04% -
Tax Efficiency - - -
Volatility Volatility rating is 1 on a scale of 1 to 10 Volatility rating is 2 on a scale of 1 to 10 -

Risk Rating

Rating 1 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 4.99% 4.73% 7.17% -
Beta 0.28% 0.17% 0.33% -
Alpha -0.09% -0.05% -0.02% -
Rsquared 0.54% 0.24% 0.51% -
Sharpe -2.30% -1.35% -0.17% -
Sortino -1.83% -1.48% -0.38% -
Treynor -0.41% -0.37% -0.04% -
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) $33

Fund Codes

FundServ Code Load Code Sales Status
EHF600A

Investment Objectives

The investment objective of the EHP Global Arbitrage Alternative Fund (the “Fund”) is to provide a positive total return over a market cycle, regardless of market conditions or general market direction, with low correlation to equity markets.

Investment Strategy

To achieve the investment objective, the Fund will seek to invest in a diversified portfolio of developed-market global equity and credit securities of issuers of varying sizes of market capitalization where there is an identified arbitrage opportunity. Examples of arbitrage strategies include: Merger Arbitrage: When engaging in merger arbitrage, the Fund buys shares of the “target” company in a proposed merger or other reorganization between two companies.

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 2.25%
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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