Plus EV Capital LLC : Raise Alpha Program

Year-to-Date
51.16%
Sep Performance
10.35%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
34.24%
Sharpe (RFR=1%)
1.62
CAROR
-
Assets
$ 1.6M
Worst DD
-18.88
S&P Correlation
0.12

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Sep Qtr YTD 1yr 3yr 5yr 10yr Since
4/2018
Raise Alpha Program 10.35 14.40 51.16 71.50 - - - 113.10
S&P 500 1.72 1.19 18.74 2.15 - - - 12.40
+/- S&P 500 8.63 13.21 32.43 69.35 - - - 100.69

Strategy Description

Summary

Plus EV Capital seeks to achieve capital appreciation predominantly by engaging in trading long or short positions in futures contracts thereon using a fully discretionary trading system. ... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
1.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$4.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
10000 RT/YR/$M
Avg. Margin-to-Equity
8%
Targeted Worst DD
Worst Peak-to-Trough
0%
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
35.00%
Intraday
65.00%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Counter-trend
10.00%
Fundamental
15.00%
Pattern Recognition
45.00%
Technical
25.00%
Trend-following
5.00%
Strategy Pie Chart

Composition

Currency Futures
20.00%
Energy
20.00%
Stock Indices
20.00%
Other
20.00%
Industrial Metals
10.00%
Precious Metals
10.00%
Composition Pie Chart

Summary

Plus EV Capital seeks to achieve capital appreciation predominantly by engaging in trading long or short positions in futures contracts thereon using a fully discretionary trading system.

Investment Strategy

Raise Alpha is a trend anticipation trading program. Highly advanced mathematical models calculate the winning probability of each trade. By utilizing technical analysis, the program recognizes patterns and opportunities for each market and implements optimal allocation and risk concentration. Preserving capital and protecting the portfolio is the top priority. Raise Alpha has a very risk-averse strategy to allocating capital, only trades with expected returns much higher than their inherent risk will be part of the portfolio. The market is a game of ever-changing variables. The program continuously adjusts the portfolio to stay one step ahead by calculating all variations in every opportunity that we consider. Raise Alpha thinks 10 moves ahead and implements risk-reward measures accordingly.

Risk Management

Our allocation to different positions and markets is focused towards overall risk mitigation. We measure market risk by individual product, overall market, and total portfolio exposure.

We seek to limit the risk linked to each position as a percentage of the total amount that we could lose relative to the entire portfolio upon entry. We also take recent market volatility into account in order to determine optimal position size and limit our exposure when holding positions in correlated markets.

One of our main risk mitigating strategy involves adjusting stops daily on every position. We implement stops on every position in our portfolio. Our personnel is prepared to close positions and limit risk 24 hours a day when our stop points are triggered.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
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Gain Deviation:
Risk
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Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-18.88 3 - 3/1/2019 6/1/2019
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Consecutive Gains

Run-up Length (Mos.) Start End
129.63 12 4/1/2018 3/1/2019
14.40 3 7/1/2019 9/1/2019
0.36 1 5/1/2019 5/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-15.07 1 6/1/2019 6/1/2019
-4.83 1 4/1/2019 4/1/2019
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods18.0016.0013.007.00
Percent Profitable88.8975.0084.62100.00
Average Period Return4.7215.6537.4789.54
Average Gain6.5524.6346.1489.54
Average Loss-9.95-11.30-10.26
Best Period31.3962.8987.85129.63
Worst Period-15.07-18.88-13.3262.83
Standard Deviation9.8922.8732.3030.16
Gain Standard Deviation8.6618.6226.6730.16
Loss Standard Deviation7.247.194.33
Sharpe Ratio (1%)0.470.671.142.94
Average Gain / Average Loss0.662.184.50
Profit / Loss Ratio5.276.5424.74
Downside Deviation (10%)3.857.005.14
Downside Deviation (5%)3.756.564.39
Downside Deviation (0%)3.736.454.20
Sortino Ratio (10%)1.122.066.81
Sortino Ratio (5%)1.232.358.43
Sortino Ratio (0%)1.262.438.92

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.