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Alternative Equity Focus
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|
NAVPS (05-01-2024) |
$10.19 |
|---|---|
| Change |
-$0.14
(-1.31%)
|
As at March 31, 2024
As at March 31, 2024
As at February 29, 2024
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Inception Return (August 16, 2018): 1.76%
| 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 | -0.73% | 3.44% | 0.64% | 3.44% | -7.66% | -14.09% | -9.53% | 4.58% | 1.49% | - | - | - | - | - |
| Benchmark | 4.14% | 6.62% | 15.26% | 6.62% | 13.96% | 3.95% | 9.11% | 16.99% | 9.96% | 9.65% | 8.48% | 9.70% | 7.76% | 7.67% |
| Category Average | 2.33% | 13.77% | 13.77% | 8.40% | 14.38% | 5.99% | 5.81% | 11.19% | - | - | - | - | - | - |
| Category Rank | 179 / 189 | 131 / 166 | 147 / 160 | 131 / 166 | 141 / 151 | 134 / 134 | 101 / 101 | 53 / 67 | 40 / 51 | - | - | - | - | - |
| Quartile Ranking | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | - | - | - | - | - |
| Return % | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 1.25% | -5.30% | -1.83% | 0.89% | -3.35% | -0.02% | 2.01% | -4.81% | 0.20% | 1.22% | 2.93% | -0.73% |
| Benchmark | 2.90% | -4.95% | 3.36% | 2.58% | -1.37% | -3.33% | -3.21% | 7.48% | 3.91% | 0.55% | 1.82% | 4.14% |
12.95% (April 2020)
-10.44% (June 2022)
| 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/ 62 | 41/ 97 | 120/ 123 | 142/ 150 |
30.74% (2020)
-20.06% (2022)
| Name | Percent |
|---|---|
| Canadian Equity | 95.56 |
| International Equity | 3.47 |
| US Equity | 0.60 |
| Income Trust Units | 0.37 |
| Name | Percent |
|---|---|
| Energy | 35.00 |
| Basic Materials | 21.07 |
| Consumer Services | 19.97 |
| Financial Services | 10.30 |
| Technology | 10.02 |
| Other | 3.64 |
| 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 |
| 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 | - |
EHP Select Alternative Fund Class A
Median
Other - Alternative Equity Focus
| Standard Deviation | 13.83% | 14.39% | - |
|---|---|---|---|
| Beta | 0.65% | 0.56% | - |
| Alpha | -0.15% | -0.03% | - |
| Rsquared | 0.39% | 0.36% | - |
| Sharpe | -0.84% | 0.04% | - |
| Sortino | -1.01% | -0.05% | - |
| Treynor | -0.18% | 0.01% | - |
| Tax Efficiency | - | - | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 9.23% | 13.83% | 14.39% | - |
| Beta | 0.00% | 0.65% | 0.56% | - |
| Alpha | -0.08% | -0.15% | -0.03% | - |
| Rsquared | 0.00% | 0.39% | 0.36% | - |
| Sharpe | -1.33% | -0.84% | 0.04% | - |
| Sortino | -1.22% | -1.01% | -0.05% | - |
| Treynor | -24.99% | -0.18% | 0.01% | - |
| 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) | $15 |
| FundServ Code | Load Code | Sales Status |
|---|---|---|
| EHF500A |
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.
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.
| 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 | 2.48% |
|---|---|
| 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) | - |
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