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EHP Foundation Alternative Fund Class A

Alternative Equity Focus

FundGrade E Click for more information on Fundata’s FundGrade

FundGrade E

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade D

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NAVPS
(06-13-2024)
$9.87
Change
-$0.01 (-0.06%)

As at May 31, 2024

As at May 31, 2024

As at February 29, 2024

Period
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Legend

EHP Foundation Alternative Fund Class A

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Fund Returns

Inception Return (August 16, 2018): 0.24%

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 -0.38% -2.08% -0.44% -1.58% -2.64% -4.43% -3.78% -0.19% -0.55% - - - - -
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 2.48% 14.37% 14.37% 9.70% 17.34% 6.96% 4.98% 9.49% 7.13% - - - - -
Category Rank 166 / 186 177 / 186 151 / 163 150 / 163 134 / 151 115 / 131 91 / 100 60 / 66 52 / 52 - - - - -
Quartile Ranking 4 4 4 4 4 4 4 4 4 - - - - -

Monthly Return

Monthly Return
Return % Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May
Fund -0.65% -0.63% -0.10% -2.58% 1.17% 0.60% 1.15% 0.43% 0.09% 1.65% -3.30% -0.38%
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

2.77% (March 2021)

Worst Monthly Return Since Inception

-3.30% (April 2024)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - - 1.99% 2.48% 9.04% -7.13% -4.72%
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 - - - - - 4 3 3 3 4
Category Rank - - - - - 35/ 42 42/ 57 65/ 94 71/ 120 129/ 147

Best Calendar Return (Last 10 years)

9.04% (2021)

Worst Calendar Return (Last 10 years)

-7.13% (2022)

Asset Allocation

Asset Allocation
Name Percent
US Equity 30.57
Canadian Equity 25.54
Foreign Corporate Bonds 24.65
Cash and Equivalents 13.29
Income Trust Units 3.38
Other 2.57

Sector Allocation

Sector Allocation
Name Percent
Fixed Income 24.77
Cash and Cash Equivalent 13.30
Basic Materials 13.25
Technology 9.52
Energy 8.96
Other 30.20

Geographic Allocation

Geographic Allocation
Name Percent
North America 97.78
Europe 1.40
Asia 0.68
Latin America -0.29
Africa and Middle East -0.38
Other 0.81

Top Holdings

Top Holdings
Name Percent
EHP Tactical Growth Alternative Fund Class I -
EHP Strategic Income Alternative Fund Class I -
Canada Government 0.00% 18-Jul-2024 -
iShares iBoxx $ High Yield Corp Bond ETF (HYG) -
GreenFirst Forest Products Inc -
Asante Gold Corp -
Osino Resources Corp -
Dollarama Inc -
Sienna Senior Living Inc -
Sleep Country Canada Holdings Inc -

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 Foundation Alternative Fund Class A

Median

Other - Alternative Equity Focus

3 Yr Annualized

Standard Deviation 4.66% 4.68% -
Beta 0.20% 0.17% -
Alpha -0.05% -0.02% -
Rsquared 0.32% 0.31% -
Sharpe -1.42% -0.53% -
Sortino -1.52% -0.87% -
Treynor -0.34% -0.15% -
Tax Efficiency - - -
Volatility Volatility rating is 1 on a scale of 1 to 10 Volatility rating is 1 on a scale of 1 to 10 -

Risk Rating

Rating 1 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 5.11% 4.66% 4.68% -
Beta 0.22% 0.20% 0.17% -
Alpha -0.06% -0.05% -0.02% -
Rsquared 0.23% 0.32% 0.31% -
Sharpe -1.45% -1.42% -0.53% -
Sortino -1.16% -1.52% -0.87% -
Treynor -0.34% -0.34% -0.15% -
Tax Efficiency - - - -

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 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) $46

Fund Codes

FundServ Code Load Code Sales Status
EHF100A

Investment Objectives

The investment objective of the EHP Foundation Alternative Fund (the “Fund”) is to provide a positive total return, regardless of market conditions or general market direction, with low correlation to North American equity markets.

Investment Strategy

To achieve the investment objective, the Fund will seek to invest long and short in a diversified portfolio of North American equity and credit 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. Each investment strategy will generally be supported by systematic models and quantitative fundamental analysis.

Portfolio Manager(s)

Name Start Date
Jason Mann 08-15-2018
Ian Fairbrother 08-15-2018
James Park 08-15-2019

Management and Organization

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

Investment Minimums

RSP Eligible Yes
PAC Allowed Yes
PAC Initial Investment 50
PAC Subsequent 50
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 2.30%
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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