PlusPlus Capital Management Inc

PlusPlus Global Alpha Program *QEP*


Monthly Performance (%)

Date Range: 12/17 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 2.60 0.50 6.80 0.70 -1.80 0.70 0.40 -0.30 -1.10 -0.90   7.59 
2019 -1.00 0.50 0.70 1.40 -2.00 -1.80 1.20 0.40 0.20 -2.30 2.10 1.60  0.88 
2018 6.70 -1.90 -1.40 0.80 0.50 -1.10 0.40 0.60 -2.00 3.70 -0.40 5.70  11.74 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

Systematic: Trading is automated, using a proprietary technological infrastructure built by the founders over a course of several years. Short-term: Average holding period for majority of strategies ranges from one day to several days. Behavioral: The portfolio consists of over thirty strategies, all of which are based on behavioral biases. Diversified: The portfolio spans all four major asset classes and trades over 60 liquid futures markets, which includes options on futures. Innovation: Designed risk management system which dynamically changes allocations based on global implied volatilities. Correlation: Low to zero correlation with the CTA industry, the hedge fund industry, and the S&P 500 since inception.

Performance Statistics

Date Range: 12/17 - 10/20
  Program S&P 500 Coquest 40 
Total Return 21.27% 30.66% 0.35% 
Annualized Return 7.04% 9.60% 0.12% 
Annualized Std. Deviation 7.88% 17.81% 7.24% 
Correlation -0.28 0.34 
Sharpe Ratio (rf=2.5%) 0.58 0.40 -0.33 
Worst Month -2.30% -12.35% -6.10% 
Date of Worst Month 10/2019 03/2020 02/2018 
Worst Drawdown -4.28% -19.60% -9.14% 
Date of Worst Drawdown 4/19 - 10/19 12/19 - 3/20 1/18 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 12/17 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 7.59 2.77 -3.54 
2019 0.88 31.50 7.53 
2018 11.74 -4.38 -4.29 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/17 - 10/20
Date: 10/31/2020
Perf: $992.72 Date: 9/30/2020
Perf: $995.90 Date: 8/31/2020
Perf: $1,010.66 Date: 7/31/2020
Perf: $1,022.21 Date: 6/30/2020
Perf: $1,003.05 Date: 5/31/2020
Perf: $1,016.06 Date: 4/30/2020
Perf: $1,028.09 Date: 3/31/2020
Perf: $1,024.70 Date: 2/29/2020
Perf: $1,024.09 Date: 1/31/2020
Perf: $1,039.58 Date: 12/31/2019
Perf: $1,029.18 Date: 11/30/2019
Perf: $1,035.61 Date: 10/31/2019
Perf: $1,025.55 Date: 9/30/2019
Perf: $1,048.73 Date: 8/31/2019
Perf: $1,078.61 Date: 7/31/2019
Perf: $1,040.93 Date: 6/30/2019
Perf: $1,006.60 Date: 5/31/2019
Perf: $986.87 Date: 4/30/2019
Perf: $1,006.59 Date: 3/31/2019
Perf: $979.65 Date: 2/28/2019
Perf: $945.70 Date: 1/31/2019
Perf: $939.69 Date: 12/31/2018
Perf: $957.11 Date: 11/30/2018
Perf: $953.11 Date: 10/31/2018
Perf: $964.68 Date: 9/30/2018
Perf: $989.11 Date: 8/31/2018
Perf: $993.58 Date: 7/31/2018
Perf: $968.88 Date: 6/30/2018
Perf: $976.20 Date: 5/31/2018
Perf: $968.07 Date: 4/30/2018
Perf: $980.72 Date: 3/31/2018
Perf: $970.24 Date: 2/28/2018
Perf: $971.11 Date: 1/31/2018
Perf: $1,034.20 Date: 12/31/2017
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,292.21 Date: 9/30/2020
Perf: $1,327.53 Date: 8/31/2020
Perf: $1,379.97 Date: 7/31/2020
Perf: $1,287.40 Date: 6/30/2020
Perf: $1,218.67 Date: 5/31/2020
Perf: $1,194.89 Date: 4/30/2020
Perf: $1,140.60 Date: 3/31/2020
Perf: $1,010.99 Date: 2/29/2020
Perf: $1,153.44 Date: 1/31/2020
Perf: $1,256.88 Date: 12/31/2019
Perf: $1,257.38 Date: 11/30/2019
Perf: $1,220.52 Date: 10/31/2019
Perf: $1,177.77 Date: 9/30/2019
Perf: $1,152.75 Date: 8/31/2019
Perf: $1,131.59 Date: 7/31/2019
Perf: $1,149.76 Date: 6/30/2019
Perf: $1,133.44 Date: 5/31/2019
Perf: $1,058.79 Date: 4/30/2019
Perf: $1,130.59 Date: 3/31/2019
Perf: $1,086.58 Date: 2/28/2019
Perf: $1,065.90 Date: 1/31/2019
Perf: $1,032.75 Date: 12/31/2018
Perf: $956.16 Date: 11/30/2018
Perf: $1,051.07 Date: 10/31/2018
Perf: $1,030.06 Date: 9/30/2018
Perf: $1,105.69 Date: 8/31/2018
Perf: $1,099.42 Date: 7/31/2018
Perf: $1,064.71 Date: 6/30/2018
Perf: $1,026.53 Date: 5/31/2018
Perf: $1,020.20 Date: 4/30/2018
Perf: $996.19 Date: 3/31/2018
Perf: $992.42 Date: 2/28/2018
Perf: $1,018.29 Date: 1/31/2018
Perf: $1,057.30 Date: 12/31/2017
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,212.72 Date: 9/30/2020
Perf: $1,223.73 Date: 8/31/2020
Perf: $1,237.34 Date: 7/31/2020
Perf: $1,241.07 Date: 6/30/2020
Perf: $1,236.12 Date: 5/31/2020
Perf: $1,227.53 Date: 4/30/2020
Perf: $1,250.03 Date: 3/31/2020
Perf: $1,241.34 Date: 2/29/2020
Perf: $1,162.30 Date: 1/31/2020
Perf: $1,156.52 Date: 12/31/2019
Perf: $1,127.21 Date: 11/30/2019
Perf: $1,109.46 Date: 10/31/2019
Perf: $1,086.64 Date: 9/30/2019
Perf: $1,112.22 Date: 8/31/2019
Perf: $1,110.00 Date: 7/31/2019
Perf: $1,105.58 Date: 6/30/2019
Perf: $1,092.47 Date: 5/31/2019
Perf: $1,112.50 Date: 4/30/2019
Perf: $1,135.20 Date: 3/31/2019
Perf: $1,119.53 Date: 2/28/2019
Perf: $1,111.75 Date: 1/31/2019
Perf: $1,106.21 Date: 12/31/2018
Perf: $1,117.39 Date: 11/30/2018
Perf: $1,057.13 Date: 10/31/2018
Perf: $1,061.38 Date: 9/30/2018
Perf: $1,023.51 Date: 8/31/2018
Perf: $1,044.40 Date: 7/31/2018
Perf: $1,038.17 Date: 6/30/2018
Perf: $1,034.03 Date: 5/31/2018
Perf: $1,045.53 Date: 4/30/2018
Perf: $1,040.33 Date: 3/31/2018
Perf: $1,032.07 Date: 2/28/2018
Perf: $1,046.73 Date: 1/31/2018
Perf: $1,067.00 Date: 12/31/2017
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 12/17 - 10/20
Date: 10/31/2020
Return: -0.90 % Date: 9/30/2020
Return: -1.10 % Date: 8/31/2020
Return: -0.30 % Date: 7/31/2020
Return: 0.40 % Date: 6/30/2020
Return: 0.70 % Date: 5/31/2020
Return: -1.80 % Date: 4/30/2020
Return: 0.70 % Date: 3/31/2020
Return: 6.80 % Date: 2/29/2020
Return: 0.50 % Date: 1/31/2020
Return: 2.60 % Date: 12/31/2019
Return: 1.60 % Date: 11/30/2019
Return: 2.10 % Date: 10/31/2019
Return: -2.30 % Date: 9/30/2019
Return: 0.20 % Date: 8/31/2019
Return: 0.40 % Date: 7/31/2019
Return: 1.20 % Date: 6/30/2019
Return: -1.80 % Date: 5/31/2019
Return: -2.00 % Date: 4/30/2019
Return: 1.40 % Date: 3/31/2019
Return: 0.70 % Date: 2/28/2019
Return: 0.50 % Date: 1/31/2019
Return: -1.00 % Date: 12/31/2018
Return: 5.70 % Date: 11/30/2018
Return: -0.40 % Date: 10/31/2018
Return: 3.70 % Date: 9/30/2018
Return: -2.00 % Date: 8/31/2018
Return: 0.60 % Date: 7/31/2018
Return: 0.40 % Date: 6/30/2018
Return: -1.10 % Date: 5/31/2018
Return: 0.50 % Date: 4/30/2018
Return: 0.80 % Date: 3/31/2018
Return: -1.40 % Date: 2/28/2018
Return: -1.90 % Date: 1/31/2018
Return: 6.70 % Date: 12/31/2017
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/17 - 10/20
Return: 3.00 %
Count: 1 Return: 2.00 %
Count: 2 Return: 6.00 %
Count: 1 Return: 4.00 %
Count: 1 Return: 1.00 %
Count: 9 Return: -1.00 %
Count: 5 Return: -2.00 %
Count: 6 Return: 7.00 %
Count: 2 Return: 0.00 %
Count: 8

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 12/17 - 10/20
Date: 10/31/2020
Drawdown: -2.98 % Date: 9/30/2020
Drawdown: -2.10 % Date: 8/31/2020
Drawdown: -1.01 % Date: 7/31/2020
Drawdown: -0.72 % Date: 6/30/2020
Drawdown: -1.11 % Date: 5/31/2020
Drawdown: -1.80 % Date: 4/30/2020
Drawdown: 0.00 % Date: 3/31/2020
Drawdown: 0.00 % Date: 2/29/2020
Drawdown: 0.00 % Date: 1/31/2020
Drawdown: 0.00 % Date: 12/31/2019
Drawdown: -0.70 % Date: 11/30/2019
Drawdown: -2.27 % Date: 10/31/2019
Drawdown: -4.28 % Date: 9/30/2019
Drawdown: -2.02 % Date: 8/31/2019
Drawdown: -2.22 % Date: 7/31/2019
Drawdown: -2.61 % Date: 6/30/2019
Drawdown: -3.76 % Date: 5/31/2019
Drawdown: -2.00 % Date: 4/30/2019
Drawdown: 0.00 % Date: 3/31/2019
Drawdown: 0.00 % Date: 2/28/2019
Drawdown: -0.50 % Date: 1/31/2019
Drawdown: -1.00 % Date: 12/31/2018
Drawdown: 0.00 % Date: 11/30/2018
Drawdown: -0.92 % Date: 10/31/2018
Drawdown: -0.53 % Date: 9/30/2018
Drawdown: -4.08 % Date: 8/31/2018
Drawdown: -2.12 % Date: 7/31/2018
Drawdown: -2.70 % Date: 6/30/2018
Drawdown: -3.09 % Date: 5/31/2018
Drawdown: -2.01 % Date: 4/30/2018
Drawdown: -2.50 % Date: 3/31/2018
Drawdown: -3.27 % Date: 2/28/2018
Drawdown: -1.90 % Date: 1/31/2018
Drawdown: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  PlusPlus Capital Management Inc
Address: 201 Montgomery St, 2nd Floor
City: Jersey City
State: NJ
Zip: 07302
Country: US

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Investment Methodology
 Systematic Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Intra-Week Yes 
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $2,000,000 
 Margin / Equity Ratio:  
 Managed Account Availability: Open 
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