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Alternative Multi-Stratgy
Click for more information on Fundata’s ESG Grade
Click for more information on Fundata’s ESG Grade.
|
NAVPS (07-25-2024) |
$11.26 |
|---|---|
| Change |
-$0.13
(-1.13%)
|
As at June 30, 2024
As at May 31, 2024
As at February 29, 2024
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Inception Return (May 01, 2023): 18.78%
| 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 | -1.53% | -4.56% | 4.23% | 4.23% | 26.43% | - | - | - | - | - | - | - | - | - |
| Benchmark | -1.42% | -0.53% | 6.05% | 6.05% | 12.13% | 11.27% | 5.98% | 12.35% | 9.28% | 8.36% | 8.65% | 8.95% | 7.89% | 6.95% |
| Category Average | -0.08% | 3.64% | 3.64% | 3.64% | 7.12% | 4.37% | 1.46% | 3.92% | 3.01% | - | - | - | - | - |
| Category Rank | 86 / 103 | 102 / 102 | 49 / 98 | 49 / 98 | 4 / 95 | - | - | - | - | - | - | - | - | - |
| Quartile Ranking | 4 | 4 | 2 | 2 | 1 | - | - | - | - | - | - | - | - | - |
| Return % | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.09% | 8.87% | -2.21% | 3.85% | -0.33% | 6.79% | 1.68% | 5.33% | 1.96% | -5.66% | 2.74% | -1.53% |
| Benchmark | 2.58% | -1.37% | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% |
8.87% (August 2023)
-5.66% (April 2024)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | - | - | - | - |
| Benchmark | 10.55% | -8.32% | 21.08% | 9.10% | -8.89% | 22.88% | 5.60% | 25.09% | -5.84% | 11.75% |
| Category Average | - | - | - | - | - | - | 4.04% | 6.86% | -5.49% | 4.47% |
| Quartile Ranking | - | - | - | - | - | - | - | - | - | - |
| Category Rank | - | - | - | - | - | - | - | - | - | - |
-
-
| Name | Percent |
|---|---|
| US Equity | 91.74 |
| International Equity | 7.95 |
| Canadian Equity | 0.21 |
| Derivatives | 0.06 |
| Cash and Equivalents | 0.03 |
| Other | 0.01 |
| Name | Percent |
|---|---|
| Technology | 50.02 |
| Energy | 15.54 |
| Basic Materials | 10.76 |
| Exchange Traded Fund | 4.37 |
| Consumer Services | 4.03 |
| Other | 15.28 |
| Name | Percent |
|---|---|
| North America | 91.99 |
| Asia | 4.38 |
| Europe | 3.50 |
| Latin America | 0.08 |
| Other | 0.05 |
| Name | Percent |
|---|---|
| VanEck Semiconductor ETF (SMH) | - |
| Invesco S&P 500 High Beta ETF (SPHB) | - |
| Energy Select Sector SPDR ETF (XLE) | - |
| SPDR S&P Metals & Mining ETF (XME) | - |
| Invesco QQQ ETF (QQQ) | - |
| -1x Short VIX Futures ETF | - |
| Call VIX 7 C16 $16 17JUL2024 | - |
| Call VIX 6 C15 $15 18JUN2024 | - |
| SPDR S&P 500 ETF Trust (SPY) | - |
| Call VIX 6 C21 $21 18JUN2024 | - |
| Standard Deviation | - | - | - |
|---|---|---|---|
| Beta | - | - | - |
| Alpha | - | - | - |
| Rsquared | - | - | - |
| Sharpe | - | - | - |
| Sortino | - | - | - |
| Treynor | - | - | - |
| Tax Efficiency | - | - | - |
| Volatility | - | - | - |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | - | - | - | - |
| Beta | - | - | - | - |
| Alpha | - | - | - | - |
| Rsquared | - | - | - | - |
| Sharpe | - | - | - | - |
| Sortino | - | - | - | - |
| Treynor | - | - | - | - |
| Tax Efficiency | - | - | - | - |
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
| Start Date | May 01, 2023 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | - |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $191 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| EHF550A |
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 its investment objective, the Fund will seek to allocate capital over multiple investment strategies predominantly based upon researched, repeatable and process-driven methodologies. The Portfolio Manager believes that this approach will allow for timely capital allocation decisions on behalf of the Fund. Each investment strategy of the Fund will generally be supported by systematic models and qualitative and quantitative fundamental analysis.
| Name | Start Date |
|---|---|
| Jason Mann | 05-01-2023 |
| James Park | 05-01-2023 |
| Ian Fairbrother | 05-01-2023 |
| Fund Manager | EHP Funds Inc. |
|---|---|
| Advisor | EHP Funds Inc. |
| Custodian | TD Securities Inc. |
| Registrar | SGGG Fund Services Inc. |
| Distributor | - |
| Auditor | KPMG LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 50 |
| PAC Subsequent | - |
| SWP Allowed | No |
| SWP Min Balance | - |
| SWP Min Withdrawal | - |
| MER | - |
|---|---|
| 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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