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Alternative Multi-Stratgy

FundGrade E Click for more information on Fundata’s FundGrade

FundGrade E

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Fundata ESG GradeD Click for more information on Fundata’s ESG Grade

Fundata ESG Grade D

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NAVPS
(04-15-2024)
$18.40
Change
-$0.16 (-0.86%)

As at March 31, 2024

As at March 31, 2024

As at February 29, 2024

Period
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Legend

EHP Global Multi-Strategy Alternative Fund Class A

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Fund Returns

Inception Return (December 28, 2020): 0.54%

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 1.44% 1.45% 0.98% 6.44% 4.24% -2.40% -0.81% - - - - - - -
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 1.90% 7.18% 7.18% 3.51% 6.95% 2.27% 2.40% 5.31% - - - - - -
Category Rank 51 / 105 15 / 103 15 / 100 15 / 103 60 / 91 63 / 71 59 / 61 - - - - - - -
Quartile Ranking 2 1 1 1 3 4 4 - - - - - - -

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund -0.42% -3.11% -1.11% -0.43% 0.93% -1.60% 0.98% -0.31% 3.11% 1.45% 3.43% 1.44%
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%

Best Monthly Return Since Inception

4.31% (October 2022)

Worst Monthly Return Since Inception

-4.00% (June 2022)

Calendar Return (%)

Calendar Return
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 - - - - - - - 12/ 58 64/ 70 78/ 91

Best Calendar Return (Last 10 years)

13.32% (2021)

Worst Calendar Return (Last 10 years)

-12.47% (2022)

Asset Allocation

Asset Allocation
Name Percent
Canadian Equity 31.92
Foreign Government Bonds 31.54
Foreign Corporate Bonds 20.57
US Equity 11.88
International Equity 3.89
Other 0.20

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 52.13
Technology 8.70
Consumer Services 6.82
Exchange Traded Fund 5.96
Basic Materials 5.90
Other 20.49

Geographic Allocation

Geographic Allocation
Name Percent
North America 96.48
Asia 1.85
Europe 1.28
Latin America -0.17
Africa and Middle East -0.34
Other 0.90

Top Holdings

Top Holdings
Name Percent
EHP Tactical Growth Alternative Fund Class I -
EHP Strategic Income Alternative Fund Class I -
EHP Global Arbitrage Alternative Fund Class I -
EHP Select Alternative Fund Class I -
EHP Advantage Alternative Fund Class I -
EHP Foundation Alternative Fund Class I -

Equity Style

Market capitalization is medium. Equity style is blend.

Fixed Income Style

Average Duration: M. Average Credit Quality: M.
Period: 

Risk vs Return (3 Yr)

EHP Global Multi-Strategy Alternative Fund Class A

Median

Other - Alternative Multi-Stratgy

3 Yr Annualized

Standard Deviation 7.20% - -
Beta 0.33% - -
Alpha -0.04% - -
Rsquared 0.37% - -
Sharpe -0.44% - -
Sortino -0.64% - -
Treynor -0.10% - -
Tax Efficiency - - -
Volatility Volatility rating is 3 on a scale of 1 to 10 - -

Risk Rating

Rating 3 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 6.59% 7.20% - -
Beta 0.19% 0.33% - -
Alpha 0.02% -0.04% - -
Rsquared 0.13% 0.37% - -
Sharpe -0.06% -0.44% - -
Sortino 0.32% -0.64% - -
Treynor -0.02% -0.10% - -
Tax Efficiency 100.00% - - -

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 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) $36

Fund Codes

FundServ Code Load Code Sales Status
EHF700A

Investment Objectives

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.

Investment Strategy

-

Portfolio Manager(s)

Name Start Date
Jason Mann 01-25-2017
Ian Fairbrother 01-25-2017

Management and Organization

Fund Manager EHP Funds Inc.
Advisor EHP Funds Inc.
Custodian Scotiabank
Registrar SGGG Fund Services Inc.
Distributor -
Auditor KPMG LLP

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 50
PAC Subsequent -
SWP Allowed Yes
SWP Min Balance 100
SWP Min Withdrawal 100

Fees

MER 2.92%
Management Fee 1.90%
Load Front Fee Only
FE Max 1.00%
DSC Max -
LL Max -
Trailer Fee Max (FE) 1.00%
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) -
Trailer Fee Max (LL) -

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