JEHIX — James Alpha EHS Portfolio

Data updated: 2021-04-28

JEHIX — James Alpha EHS Portfolio. Commodity · $4.49M AUM · 2.08% expense ratio · 31.9% 1-yr return. Holdings, fees, performance and SEC filings.

JEHIX Fund Overview

JEHIX — James Alpha EHS Portfolio is a US mutual fund managed by Saratoga Advantage Trust, categorised as Commodity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

Type: US mutual fund
Manager: Saratoga Advantage Trust
Category: Commodity
Assets under management: $4.49M
1-year return: 31.9%
Ticker: JEHIX
SEC CIK: 0000924628
SEC series ID: S000055316
Share class ID: C000174098

JEHIX Investment Objective and Strategy

James Alpha EHS Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Saratoga Advantage Trust.

Investment objective

The Portfolio seeks attractive long-term risk-adjusted returns relative to traditional financial market indices.

Principal investment strategy

The Portfolio seeks to achieve its investment objective by attempting to outperform the returns of a variety of hedged equity investment strategies. A hedged equity investment strategy typically involves establishing both long and short positions in equity or equity-linked instruments. A hedged equity strategy also may seek to manage risk by adopting top-down constraints on leverage, limits on net market exposure, net regional exposure and net sector exposure, position size limits, position stop-loss limits and parameters relating to the number of its positions. The Portfolio will seek to outperform the returns of various hedged equity investment strategies, such as, among others, equity market neutral, fundamental growth, fundamental value, quantitative directional strategies, short bias, and sectors such as energy, materials, technology, and healthcare.

The Portfolio expects to gain exposure to these asset classes primarily through exchange-traded products such as exchange-traded notes (ETNs), exchange-traded funds (ETFs) and mutual funds, although the Portfolio may invest directly in currencies, equities and fixed income securities. The Portfolio also expects to invest in derivative instruments to gain exposure to one or more asset classes, individual investments or investment strategies. The derivatives instruments that may be utilized by the Portfolio include options, futures, options on futures, forward contracts and swaps. Derivatives may also be used to generate leverage, seek to profit from the underlying assets price fluctuations, or hedge the Portfolios exposure to an asset class, individual investment or group of investments. The Portfolios equity exposure may include exposure to both U.S.

and non-U.S. common stocks and preferred stocks of any size market capitalization. The types of swaps in which the Portfolio may invest include, among others, total return, index and credit default swaps. The Portfolio may also invest in swaps having payments linked to the returns of indices, individual securities or pooled investment vehicles, including limited partnerships, limited liability companies, offshore corporations and commodity pools (collectively, Underlying Pools). There is no limit on the Portfolios exposure to foreign companies, which may include exposure to emerging markets. In constructing the Portfolios investments, the Manager employs proprietary techniques and models to evaluate the drivers of performance of private funds that utilize hedged equity strategies. The Manager then identifies investments that it believes have similar drivers of performance to attempt to produce returns that correlate with, but are not identical to, the returns of the private funds tracked by the Manager.

The Manager then determines the appropriate percentage that each particular investment strategy should represent of the entire Portfolio and weights the exposure to that investment strategy accordingly. The private fund returns on which the Managers models are based are pulled from various sources and do not represent the returns of the entire private fund universe. The private fund returns tracked by the Manager, the factors driving those returns and the percentage weightings assigned by the Manager to each investment strategy are all expected to change over time. Under normal market conditions, the Portfolio is expected to invest in a combination of over 75 individual investments, including primarily exchange-traded products and mutual funds.

JEHIX Performance

Total returns for JEHIX (as of 2026-10-01), from SEC filings.

Period	Total return
1 year	31.9%

JEHIX Risk Information

Risk metrics for JEHIX, derived from monthly returns in SEC filings.

1-year volatility (annualised): 19.7%

JEHIX Costs and Fees

JEHIX costs about $208 per $10,000 invested per year in fund expenses.

Net expense ratio: 2.08%
Gross expense ratio: 4.69%
Portfolio turnover: 143%
Brokerage commissions: 6.18 bps of average net assets (SEC N-CEN)

JEHIX Cashflows

Over the 12 months to 2021-02, James Alpha EHS Portfolio had net inflows of $4.36M, from monthly SEC N-PORT filings.

Month	Net flow
2021-02	$106.46K
2021-01	$772.21K
2020-12	$139.82K
2020-11	$47.84K
2020-10	$2.57M
2020-09	$8.97K

JEHIX Debt Constituents

No individual debt constituents are reported in James Alpha EHS Portfolio's latest SEC N-PORT filing.

JEHIX Prospectus and SEC Filings

Official James Alpha EHS Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

Related Funds

Other Commodity funds tracked on ABC INVEST:

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.