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EHP Multi-Asset Absolute Return Alternative Fund - Class A

Alternative Multi-Stratgy

FundGrade E Click for more information on Fundata’s FundGrade

FundGrade E

Click for more information on Fundata’s FundGrade.

NAVPS
(04-22-2024)
$9.46
Change
$0.03 (0.34%)

As at March 31, 2024

As at March 31, 2024

Period
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Legend

EHP Multi-Asset Absolute Return Alternative Fund - Class A

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Fund Returns

Inception Return (November 01, 2021): -1.09%

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 2.42% -2.39% -5.34% -2.39% -5.91% -4.11% - - - - - - - -
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 1.82% 7.09% 7.09% 3.42% 6.85% 2.23% 2.37% 5.29% - - - - - -
Category Rank 27 / 105 103 / 103 97 / 100 103 / 103 89 / 91 70 / 71 - - - - - - - -
Quartile Ranking 2 4 4 4 4 4 - - - - - - - -

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund -1.12% 0.06% 0.51% 0.68% 0.56% -1.28% -1.34% -0.94% -0.76% -1.10% -3.63% 2.42%
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

4.90% (March 2022)

Worst Monthly Return Since Inception

-3.63% (February 2024)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund - - - - - - - - 6.32% -6.85%
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
Category Rank - - - - - - - - 12/ 70 91/ 91

Best Calendar Return (Last 10 years)

6.32% (2022)

Worst Calendar Return (Last 10 years)

-6.85% (2023)

Asset Allocation

Asset Allocation
Name Percent
Cash and Equivalents 61.52
Foreign Government Bonds 21.26
US Equity 10.13
International Equity 6.94
Foreign Corporate Bonds 0.09
Other 0.06

Sector Allocation

Sector Allocation
Name Percent
Cash and Cash Equivalent 61.52
Fixed Income 21.36
Technology 4.11
Financial Services 2.30
Healthcare 2.17
Other 8.54

Geographic Allocation

Geographic Allocation
Name Percent
North America 93.07
Europe 6.90
Asia 0.03
Latin America 0.02
Other -0.02

Top Holdings

Top Holdings
Name Percent
Canada Government 0.00% 09-May-2024 -
iShares 7-10 Year Treasury Bond ETF (IEF) -
Canada Government 0.00% 11-Apr-2024 -
SPDR S&P 500 ETF Trust (SPY) -
Vanguard European Stock Index ETF (VGK) -
Ishares MSCI Switzerland ETF (EWL) -
iShares MSCI Germany ETF (EWG) -

Equity Style

Market capitalization is large. Equity style is growth.

Fixed Income Style

Average Duration: S. Average Credit Quality: H.

Risk vs Return (3 Yr)

3 Yr Annualized

Standard Deviation - - -
Beta - - -
Alpha - - -
Rsquared - - -
Sharpe - - -
Sortino - - -
Treynor - - -
Tax Efficiency - - -
Volatility - - -

Risk Rating

Rating Not Available

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation - - - -
Beta - - - -
Alpha - - - -
Rsquared - - - -
Sharpe - - - -
Sortino - - - -
Treynor - - - -
Tax Efficiency - - - -

Fund Details

Start Date November 01, 2021
Instrument Type Mutual Fund (Alternative)
Share Class Commission Based Advice
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Annual
Assets ($mil) $38

Fund Codes

FundServ Code Load Code Sales Status
EHF900A

Investment Objectives

The investment objective of the EHP Multi-Asset Absolute Return 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. The Fund will also seek to preserve capital and mitigate risk through the application of portfolio and risk management tools.

Investment Strategy

To pursue its investment objective, the Fund will allocate capital over multiple investment strategies predominantly based upon researched, repeatable and process-driven methodologies. The Portfolio Manager believes that this approach will allow for timely capital allocation decisions on behalf of the Fund. Each investment strategy will generally be supported by systematic models and qualitative and quantitative fundamental analysis.

Portfolio Manager(s)

Name Start Date
Jason Mann 11-01-2021
Chris Orsi 11-01-2021

Management and Organization

Fund Manager EHP Funds Inc.
Advisor EHP Funds Inc.
Custodian TD Bank Financial Group
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 No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER -
Management Fee 1.90%
Load Front 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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