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EHP Global Multi-Strategy Alternative Fund Class A

Alternative Multi-Stratgy

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade D

Click for more information on Fundata’s ESG Grade.

NAVPS
(06-21-2024)
$18.00
Change
-$0.10 (-0.53%)

As at May 31, 2024

As at May 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): -0.38%

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 1.19% -1.63% 6.43% 3.22% 4.77% -2.73% -3.22% - - - - - - -
Benchmark 2.77% 5.07% 11.79% 7.58% 17.55% 7.08% 7.35% 13.44% 10.14% 8.92% 8.75% 9.19% 7.72% 7.53%
Category Average 1.20% 5.85% 5.85% 3.72% 7.47% 3.25% 1.41% 4.14% 3.34% - - - - -
Category Rank 50 / 103 102 / 102 42 / 99 64 / 100 71 / 97 64 / 76 59 / 60 - - - - - - -
Quartile Ranking 2 4 2 3 3 4 4 - - - - - - -

Monthly Return

Monthly Return
Return % Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Fund -1.11% -0.43% 0.93% -1.60% 0.98% -0.31% 3.11% 1.45% 3.43% 1.44% -4.17% 1.19%
Benchmark 3.36% 2.58% -1.37% -3.33% -3.21% 7.48% 3.91% 0.55% 1.82% 4.14% -1.82% 2.77%

Best Monthly Return Since Inception

4.31% (October 2022)

Worst Monthly Return Since Inception

-4.17% (April 2024)

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/ 57 64/ 70 79/ 90

Best Calendar Return (Last 10 years)

13.32% (2021)

Worst Calendar Return (Last 10 years)

-12.47% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 44.11
Canadian Equity 27.27
Foreign Corporate Bonds 22.00
International Equity 5.70
Cash and Equivalents 0.90
Other 0.02

Sector Allocation

Sector Allocation
Name Percent
Technology 22.31
Fixed Income 21.18
Energy 13.54
Basic Materials 11.00
Consumer Services 8.27
Other 23.70

Geographic Allocation

Geographic Allocation
Name Percent
North America 94.59
Asia 2.99
Europe 2.12
Latin America -0.21
Africa and Middle East -0.28
Other 0.79

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 large. Equity style is growth.

Fixed Income Style

Average Duration: S. Average Credit Quality: L.
Period: 

Risk vs Return (3 Yr)

EHP Global Multi-Strategy Alternative Fund Class A

Median

Other - Alternative Multi-Stratgy

3 Yr Annualized

Standard Deviation 7.31% - -
Beta 0.33% - -
Alpha -0.06% - -
Rsquared 0.37% - -
Sharpe -0.81% - -
Sortino -0.98% - -
Treynor -0.18% - -
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 7.25% 7.31% - -
Beta 0.19% 0.33% - -
Alpha 0.02% -0.06% - -
Rsquared 0.09% 0.37% - -
Sharpe 0.01% -0.81% - -
Sortino 0.38% -0.98% - -
Treynor 0.00% -0.18% - -
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) $35

Fund Codes

FundServ Code Load Code Sales Status
EHF700A

Investment Objectives

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.

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 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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