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Alternative Multi-Stratgy
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|
NAVPS (12-20-2024) |
$16.98 |
|---|---|
| Change |
$0.12
(0.74%)
|
As at November 30, 2024
As at November 30, 2024
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Inception Return (December 28, 2020): -0.74%
| 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 | 3.39% | 1.34% | -1.59% | 1.58% | 4.73% | -1.60% | -3.95% | - | - | - | - | - | - | - |
| Benchmark | 6.37% | 10.66% | 16.91% | 25.77% | 30.69% | 15.61% | 10.90% | 13.91% | 11.92% | 12.54% | 10.25% | 10.17% | 10.75% | 8.96% |
| Category Average | 1.55% | 1.61% | 2.35% | 6.15% | 8.34% | 4.94% | 2.11% | 3.55% | 3.29% | - | - | - | - | - |
| Category Rank | 13 / 98 | 60 / 98 | 62 / 90 | 65 / 84 | 63 / 83 | 66 / 75 | 56 / 56 | - | - | - | - | - | - | - |
| Quartile Ranking | 1 | 3 | 3 | 4 | 4 | 4 | 4 | - | - | - | - | - | - | - |
| Return % | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 3.11% | 1.45% | 3.43% | 1.44% | -4.17% | 1.19% | -1.56% | 0.37% | -1.72% | 1.04% | -2.99% | 3.39% |
| Benchmark | 3.91% | 0.55% | 1.82% | 4.14% | -1.82% | 2.77% | -1.42% | 5.87% | 1.22% | 3.15% | 0.85% | 6.37% |
4.31% (October 2022)
-4.17% (April 2024)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | - | - | - | - | 13.32% | -12.47% | -3.43% |
| 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 | - | - | - | - | - | - | - | 1 | 4 | 4 |
| Category Rank | - | - | - | - | - | - | - | 10/ 49 | 50/ 56 | 68/ 75 |
13.32% (2021)
-12.47% (2022)
| Name | Percent |
|---|---|
| US Equity | 46.62 |
| Foreign Corporate Bonds | 35.14 |
| Canadian Equity | 9.75 |
| Commodities | 3.27 |
| International Equity | 2.09 |
| Other | 3.13 |
| Name | Percent |
|---|---|
| Fixed Income | 36.20 |
| Technology | 15.41 |
| Basic Materials | 10.12 |
| Energy | 8.34 |
| Healthcare | 6.30 |
| Other | 23.63 |
| Name | Percent |
|---|---|
| North America | 97.09 |
| Europe | 1.57 |
| Asia | 0.36 |
| Latin America | 0.03 |
| Other | 0.95 |
| Name | Percent |
|---|---|
| EHP Strategic Income Alternative Fund Class I | - |
| EHP Alpha Strategies Alternative Fund Class I | - |
| EHP Tactical Growth Alternative Fund Class I | - |
| EHP Foundation Alternative Fund Class I | - |
| EHP Select Alternative Fund Class I | - |
| Novartis AG Cl N | - |
| Bristol Myers Squibb - CVR | - |
| Johnson & Johnson | - |
| PCP Management Inc. - CVR | - |
EHP Global Multi-Strategy Alternative Fund Class A
Median
Other - Alternative Multi-Stratgy
| Standard Deviation | 7.57% | - | - |
|---|---|---|---|
| Beta | 0.34% | - | - |
| Alpha | -0.08% | - | - |
| Rsquared | 0.38% | - | - |
| Sharpe | -0.96% | - | - |
| Sortino | -1.07% | - | - |
| Treynor | -0.22% | - | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
- | - |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 8.70% | 7.57% | - | - |
| Beta | 0.67% | 0.34% | - | - |
| Alpha | -0.13% | -0.08% | - | - |
| Rsquared | 0.48% | 0.38% | - | - |
| Sharpe | 0.05% | -0.96% | - | - |
| Sortino | 0.32% | -1.07% | - | - |
| Treynor | 0.01% | -0.22% | - | - |
| Tax Efficiency | 100.00% | - | - | - |
| Start Date | December 28, 2020 |
|---|---|
| Instrument Type | Mutual Fund (Alternative) |
| Share Class | Commission Based Advice |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | $30 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| EHF700A |
The investment objective of the EHP Global Multi-Strategy Alternative Fund (the “Fund”) is 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 the investment objective, the Fund will seek to invest, directly or indirectly, in a diversified portfolio of developed-market global equity, credit, and derivative securities of issuers 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.
| Name | Start Date |
|---|---|
| Jason Mann | 01-25-2017 |
| Ian Fairbrother | 01-25-2017 |
| Fund Manager | EHP Funds Inc. |
|---|---|
| Advisor | EHP Funds Inc. |
| Custodian | Scotiabank |
| Registrar | SGGG Fund Services Inc. |
| Distributor | - |
| Auditor | KPMG LLP |
| RSP Eligible | Yes |
|---|---|
| PAC Allowed | Yes |
| PAC Initial Investment | 50 |
| PAC Subsequent | - |
| SWP Allowed | Yes |
| SWP Min Balance | 100 |
| SWP Min Withdrawal | 100 |
| MER | 3.25% |
|---|---|
| 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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