Plus EV Capital LLC : Raise Alpha Program

Year-to-Date
18.40%
Jul Performance
7.64%
Min Investment
$ 300k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
36.28%
Sharpe (RFR=1%)
0.74
CAROR
23.56%
Assets
$ 0k
Worst DD
-33.72
S&P Correlation
0.00

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
4/2018
Raise Alpha Program 7.64 -22.26 -18.40 -15.17 - - - 63.82
S&P 500 5.51 12.32 1.25 9.76 - - - 32.17
+/- S&P 500 2.13 -34.58 -19.65 -24.92 - - - 31.64

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 $ 300k
Trading Level Incremental Increase $ 50k
CTA Max Funding Factor 1.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $2.75
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 3000 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 60.00%
Intraday 40.00%

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 short term discretionary opportunistic trading strategy with an average holding period of 1 to 3 days. It employs pattern recognition in addition to other technical and fundamental inputs to identify trading opportunities across a variety of sectors. The strategy generally maintains a concentrated portfolio of 1 to 3 positions and may be completely in cash. Raise Alpha is highly risk-averse in allocating capital and has an expected potential return vs. risk ratio minimum of 2:1 for any position it takes. The market consists of ever-changing variables and consequently the strategy continuously adjusts the portfolio in anticipation of potential outcomes. Raise Alpha utilizes a game theory optimal framework to maximize its risk adjusted return profile. For investors seeking CTA exposure, Plus EV Capital's Raise Alpha Program offers an alternative to broadly diversified systematic managers utilizing computer developed "black box" programs.

   

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
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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
-33.72 15 - 3/1/2019 6/1/2020
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Consecutive Gains

Run-up Length (Mos.) Start End
129.63 12 4/1/2018 3/1/2019
20.78 4 7/1/2019 10/1/2019
11.55 4 1/1/2020 4/1/2020
7.64 1 7/1/2020 7/1/2020
0.36 1 5/1/2019 5/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-32.04 2 5/1/2020 6/1/2020
-15.07 1 6/1/2019 6/1/2019
-10.77 2 11/1/2019 12/1/2019
-4.83 1 4/1/2019 4/1/2019
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods28.0026.0023.0017.0011.00
Percent Profitable78.5769.2373.9170.5990.91
Average Period Return2.318.6020.3143.7968.37
Average Gain5.8718.9931.7465.9976.36
Average Loss-10.73-14.76-12.05-9.51-11.56
Best Period31.3962.8987.85129.63123.40
Worst Period-27.78-29.88-24.19-18.30-11.56
Standard Deviation10.4722.0431.9748.6840.62
Gain Standard Deviation7.5017.4229.1740.0532.45
Loss Standard Deviation9.819.848.556.30
Sharpe Ratio (1%)0.210.380.620.881.65
Average Gain / Average Loss0.551.292.636.946.61
Profit / Loss Ratio2.012.897.4616.6566.07
Downside Deviation (10%)6.6110.238.428.465.77
Downside Deviation (5%)6.509.777.556.473.94
Downside Deviation (0%)6.479.657.335.993.48
Sortino Ratio (10%)0.290.722.124.5810.53
Sortino Ratio (5%)0.340.862.626.6216.98
Sortino Ratio (0%)0.360.892.777.3019.62

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 3 7.64 7/2020
Discretionary Trader Index Month 6 4.04 2/2020

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