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Alternative Equity Focus
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|
NAVPS (10-09-2024) |
$10.14 |
|---|---|
| Change |
$0.00
(0.01%)
|
As at September 30, 2024
As at August 31, 2024
As at July 31, 2024
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Inception Return (August 16, 2018): 1.41%
| 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 | -0.08% | 0.39% | -7.02% | -6.05% | -7.84% | -3.83% | -4.81% | -2.04% | -0.80% | 0.97% | - | - | - | - |
| 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 | 187 / 211 | 181 / 207 | 182 / 192 | 166 / 168 | 156 / 164 | 134 / 144 | 114 / 125 | 82 / 84 | 64 / 64 | 32 / 37 | - | - | - | - |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - | - |
| Return % | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | -3.38% | 1.41% | 0.11% | -0.84% | 0.58% | 1.31% | -2.54% | -1.55% | -3.46% | 0.49% | -0.02% | -0.08% |
| 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% |
6.84% (April 2020)
-10.11% (March 2020)
| 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 | - | - | - | - | - | 27/ 48 | 31/ 66 | 81/ 101 | 81/ 126 | 135/ 153 |
7.45% (2021)
-8.31% (2022)
| Name | Percent |
|---|---|
| Canadian Equity | 44.25 |
| US Equity | 36.46 |
| Foreign Corporate Bonds | 10.47 |
| International Equity | 8.82 |
| Name | Percent |
|---|---|
| Technology | 29.73 |
| Basic Materials | 21.73 |
| Fixed Income | 10.47 |
| Financial Services | 8.85 |
| Industrial Goods | 8.55 |
| Other | 20.67 |
| Name | Percent |
|---|---|
| North America | 80.72 |
| Europe | 0.36 |
| Other | 18.92 |
| Name | Percent |
|---|---|
| Southwestern Energy Co | - |
| Perficient Inc | - |
| Chorus Aviation Inc. 5.75% 30JUN2027 | - |
| Hashicorp Inc Cl A | - |
| Schlumberger NV | - |
| Stelco Holdings Inc | - |
| Nuvei Corp | - |
| Haynes International Inc | - |
| Givex Corp | - |
| Sterling Check Corp | - |
EHP Global Arbitrage Alternative Fund Class A
Median
Other - Alternative Equity Focus
| Standard Deviation | 4.98% | 7.34% | - |
|---|---|---|---|
| Beta | 0.18% | 0.33% | - |
| Alpha | -0.07% | -0.04% | - |
| Rsquared | 0.23% | 0.49% | - |
| Sharpe | -1.64% | -0.38% | - |
| Sortino | -1.59% | -0.58% | - |
| Treynor | -0.47% | -0.08% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 5.90% | 4.98% | 7.34% | - |
| Beta | 0.47% | 0.18% | 0.33% | - |
| Alpha | -0.19% | -0.07% | -0.04% | - |
| Rsquared | 0.76% | 0.23% | 0.49% | - |
| Sharpe | -2.15% | -1.64% | -0.38% | - |
| Sortino | -1.75% | -1.59% | -0.58% | - |
| Treynor | -0.27% | -0.47% | -0.08% | - |
| Tax Efficiency | - | - | - | - |
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) | $14 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| EHF600A |
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.
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.
| 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 | 2.39% |
|---|---|
| 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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