Buckingham Global Advisors

Small E-mini Program

Investment Strategy

No data filled

Performance (VAMI)

Monthly Returns

Fund Manager

  Mr. Chong Dai spend his early years of professional career in computer and software engineering capacity including employment at EMC Corporation and Ford Motor Company. In May 2008, Mr. Dai started his professional finance career with Deutsche Bank as a trader in Asia equity proprietary trading desk. Mr. Dai left Deutsche Bank in September 2008 after four months in Asia, he went to study MBA in Finance from University of Chicago, Booth School of Business. One year later on June 2009, he graduated with MBA concentrated in analytic finance. Upon 6 graduation, Mr. Dai got hired as a senior quantitative analyst for Modern Asset Group, a commodity pool operator in Chicago. In this role, Mr. Dai spearheaded in developing firm wide strategy in selecting partner trading advisors, as well as designing risk management policy. During his tenure, the firm successfully launched two multi-strategy commodity fund with $20 million commitment. He left Modern Asset Group in December 2011 and moved to California due to family relocation. Since January 2012, Mr. Dai has been working for Western Asset Management Company, one of the biggest bond funds in west coast as a project manager/Business Analyst in derivative trading analysis. Between May 2015 and July 2015, Mr. Dai was registered with CFTC as a sole proprietorship CTA. Since July 2015, Mr. Dai has been actively prepared to offer investment service and launch Weekly E Mini Program (“WEP”) to outside investors and is responsible for Buckingham's investment strategies and executions. Mr. Dai registered as a Principal and Associated Person with the NFA on July 17th, 2015.

General Information

Inception DateDec 2018
Minimum Investment60,000 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkNo
Phone949 - 829 2299
E-mail[email protected]
Websitebuckinghamga.com

Statistics

Total Return Cumulative 63.74%
Sharpe Ratio 1.19
Sortino Ratio 1.51
Winning Months (%) 79.10%
Correlation vs. S&P 500 TR 0.52

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.63 2.09 2.48 -0.18 2.91 2.54 12.00
2023 1.30 1.40 -0.88 1.54 1.56 1.74 2.20 1.86 1.41 2.21 1.60 1.86 19.29
2022 -2.15 -6.99 3.34 -0.88 3.92 -1.00 2.53 2.40 0.05 2.95 1.58 0.54 5.92
2021 -0.84 0.22 2.52 1.29 0.46 2.11 1.75 1.05 1.21 1.64 -2.90 2.44 11.37
2020 1.31 -10.11 -3.56 0.71 0.31 1.35 1.66 1.37 1.26 -1.78 -1.32 1.91 -7.32
2019 1.88 1.75 1.53 1.20 -1.32 1.87 1.03 1.29 1.23 0.94 1.20 1.51 15.01
2018 -2.54 -2.54
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
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Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

AUM

Volatility (12 Months Rolling)

Risk/Return Comparison

Drawdown

Instruments

Data not available
No data filled

Return Statistics

Last Month 2.54%
Year To Date 12.00%
3 Month ROR 5.33%
12 Months ROR 25.07%
36 Month ROR 48.88%
Total Return Cumulative 63.74%
Total Return Annualized 9.23%
Best Month 3.92%
Winning Months (%) 79.10%
Gain Deviation 0.76

Risk Statistics

Standard Deviation Annualized 7.67%
Max Drawdown (Monthly) -13.31%
Max Drawdown Length 20
Worst Month -10.11%
Losing Months (%) 20.90%
Average Losing Month -2.60%
Loss Deviation 2.65
Correlation vs S&P 500 0.52
Correlation vs DJ/CS MF 0.11

Risk/Reward Statistics

Sharpe Ratio 1.19
Sortino Ratio 1.51
Omega Ratio 0.90
Skewness -2.69
Kurtosis 9.75

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -13.31% 2 18 02/2020 09/2021
2 -9.47% 4 6 11/2021 08/2022
3 -2.54% 1 2 12/2018 02/2019
4 -1.32% 1 1 05/2019 06/2019
5 -0.88% 1 1 03/2023 04/2023

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.92%-10.11%0.76%1.37%2.54%79.10%
3 Months 6.45%-12.69%2.32%3.90%5.33%81.54%
6 Months 12.47%-10.08%4.50%6.02%12.00%80.65%
1 Year 25.07%-9.28%8.33%8.84%25.07%80.36%
2 Years 47.55%-0.30%15.89%12.44%47.55%97.73%
3 Years 48.88%3.91%24.00%25.04%48.88%100.00%
5 Years 56.91%43.53%50.89%50.07%56.91%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg9.23%30.29%65.85%149.93%447.73%1107.30%
% Positive79.10%81.54%80.65%80.36%97.73%100.00%
Avg. Pos. Period1.65%3.95%7.12%11.53%16.26%24.00%
Avg. Neg. Period-2.60%-4.88%-6.40%-4.79%-0.30% -
Sharpe Ratio1.191.962.493.134.315.43
Sortino Ratio1.512.824.7211.751160.330.00
Standard Deviation2.22%4.09%6.28%9.20%12.77%15.31%
Downside Deviation1.70%2.74%3.16%2.34%0.05%0.00%
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Company Information

Minimum Investment60,000 USD
AUM22,000,000 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkNo
RT per Million8000
Margin to Equity42.50%
Legal StructureManaged Account
Investment RestrictionNone

Company Information

CompanyBuckingham Global Advisors
PrincipalChong (Charles) Dai
Phone949 - 829 2299
E-mail[email protected]
License NumberNFA 0487899
LocationLadera Ranch, United States
Performance Compiled byBuckingham Global Advisors

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.63 2.09 2.48 -0.18 2.91 2.54 12.00
2023 1.30 1.40 -0.88 1.54 1.56 1.74 2.20 1.86 1.41 2.21 1.60 1.86 19.29
2022 -2.15 -6.99 3.34 -0.88 3.92 -1.00 2.53 2.40 0.05 2.95 1.58 0.54 5.92
2021 -0.84 0.22 2.52 1.29 0.46 2.11 1.75 1.05 1.21 1.64 -2.90 2.44 11.37
2020 1.31 -10.11 -3.56 0.71 0.31 1.35 1.66 1.37 1.26 -1.78 -1.32 1.91 -7.32
2019 1.88 1.75 1.53 1.20 -1.32 1.87 1.03 1.29 1.23 0.94 1.20 1.51 15.01
2018 -2.54 -2.54
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Strategy Description

No data filled

Return Statistics

Last Month 2.54%
Year To Date 12.00%
3 Month ROR 5.33%
12 Months ROR 25.07%
36 Month ROR 48.88%
Total Return Cumulative 63.74%
Total Return Annualized 9.23%
Best Month 3.92%
Winning Months (%) 79.10%
Gain Deviation 0.76

Risk Statistics

Standard Deviation Annualized 7.67%
Max Drawdown (Monthly) -13.31%
Max Drawdown Length 20
Worst Month -10.11%
Losing Months (%) 20.90%
Average Losing Month -2.60%
Loss Deviation 2.65
Correlation vs S&P 500 0.52
Correlation vs DJ/CS MF 0.11

Risk/Reward Statistics

Sharpe Ratio 1.19
Sortino Ratio 1.51
Omega Ratio 0.90
Skewness -2.69
Kurtosis 9.75

Monthly Returns

Performance (VAMI)

Fund Manager

  Mr. Chong Dai spend his early years of professional career in computer and software engineering capacity including employment at EMC Corporation and Ford Motor Company. In May 2008, Mr. Dai started his professional finance career with Deutsche Bank as a trader in Asia equity proprietary trading desk. Mr. Dai left Deutsche Bank in September 2008 after four months in Asia, he went to study MBA in Finance from University of Chicago, Booth School of Business. One year later on June 2009, he graduated with MBA concentrated in analytic finance. Upon 6 graduation, Mr. Dai got hired as a senior quantitative analyst for Modern Asset Group, a commodity pool operator in Chicago. In this role, Mr. Dai spearheaded in developing firm wide strategy in selecting partner trading advisors, as well as designing risk management policy. During his tenure, the firm successfully launched two multi-strategy commodity fund with $20 million commitment. He left Modern Asset Group in December 2011 and moved to California due to family relocation. Since January 2012, Mr. Dai has been working for Western Asset Management Company, one of the biggest bond funds in west coast as a project manager/Business Analyst in derivative trading analysis. Between May 2015 and July 2015, Mr. Dai was registered with CFTC as a sole proprietorship CTA. Since July 2015, Mr. Dai has been actively prepared to offer investment service and launch Weekly E Mini Program (“WEP”) to outside investors and is responsible for Buckingham's investment strategies and executions. Mr. Dai registered as a Principal and Associated Person with the NFA on July 17th, 2015.

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -13.31% 2 18 02/2020 09/2021
2 -9.47% 4 6 11/2021 08/2022
3 -2.54% 1 2 12/2018 02/2019
4 -1.32% 1 1 05/2019 06/2019
5 -0.88% 1 1 03/2023 04/2023

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.92%-10.11%0.76%1.37%2.54%79.10%
3 Months 6.45%-12.69%2.32%3.90%5.33%81.54%
6 Months 12.47%-10.08%4.50%6.02%12.00%80.65%
1 Year 25.07%-9.28%8.33%8.84%25.07%80.36%
2 Years 47.55%-0.30%15.89%12.44%47.55%97.73%
3 Years 48.88%3.91%24.00%25.04%48.88%100.00%
5 Years 56.91%43.53%50.89%50.07%56.91%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg9.23%30.29%65.85%149.93%447.73%1107.30%
% Positive79.10%81.54%80.65%80.36%97.73%100.00%
Avg. Pos. Period1.65%3.95%7.12%11.53%16.26%24.00%
Avg. Neg. Period-2.60%-4.88%-6.40%-4.79%-0.30% -
Sharpe Ratio1.191.962.493.134.315.43
Sortino Ratio1.512.824.7211.751160.330.00
Standard Deviation2.22%4.09%6.28%9.20%12.77%15.31%
Downside Deviation1.70%2.74%3.16%2.34%0.05%0.00%

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Instruments

Data not available

AUM

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