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Buckingham Global Advisors

Weekly E-mini Program - Customers' Accounts

Investment Strategy

WEP focuses on short duration derivatives - the option expires within 2-8 days, because the time decay is the greatest in those final days. It does this primarily by identifying the option strikes with best risk/reward ratio. WEP uses historical value analysis to assess the attractiveness of any trading opportunities. BGA focuses on top down and macro themes. We employ volatilities matrix and short term market indicators to determine trade entry, exit and weights. Our strategy uses a combination of fundamental (30%) and technical inputs (70%).

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 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.

Fund Information

Inception DateMar 2015
Minimum Investment250,000 USD
Management Fee1.75%
Performance Fee20.00%
Highwater MarkYes
Phone949 - 829 2299
E-mail[email protected]
Websitebuckinghamga.com

Statistics

Total Return Cumulative 174.02%
Sharpe Ratio 1.56
Sortino Ratio 1.94
Winning Months (%) 87.93%
Correlation vs. S&P 500 TR 0.50

Monthly Performance

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.70 0.94 1.30 -0.08 1.03 1.01 1.23 1.18 -0.50 1.15 8.23
2023 1.07 0.51 1.02 0.76 0.98 0.61 1.29 1.17 0.98 1.43 1.03 0.96 12.47
2022 -0.07 -4.65 1.49 0.54 1.72 -2.03 1.35 1.50 0.55 0.30 0.96 0.03 1.52
2021 0.75 1.23 1.45 0.59 0.82 1.43 0.61 1.35 0.74 1.60 0.72 1.64 13.71
2020 0.78 -10.61 -3.04 0.94 0.79 1.08 1.51 1.27 1.03 -0.64 1.42 1.42 -4.65
2019 1.88 1.75 1.53 1.15 -2.64 2.16 1.22 1.27 1.14 1.13 1.29 1.13 13.72
2018 2.09 -4.75 0.96 2.48 2.10 1.67 2.41 1.75 1.65 -4.95 1.56 -1.38 5.31
2017 2.04 1.92 2.17 1.73 2.10 1.68 1.54 2.11 1.44 1.63 1.43 1.50 23.49
2016 -6.28 4.37 2.31 1.75 2.20 1.70 1.85 1.72 1.77 1.96 2.35 1.78 18.52
2015 2.51 1.76 2.68 1.81 2.67 -6.09 2.96 2.64 3.42 1.54 16.68
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.
No data filled

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

No data filled

Return Statistics

Last Month 1.15%
Year To Date 8.23%
3 Month ROR 1.83%
12 Months ROR 10.40%
36 Month ROR 26.50%
Total Return Cumulative 174.02%
Total Return Annualized 10.99%
Best Month 4.37%
Winning Months (%) 87.93%
Gain Deviation 0.67

Risk Statistics

Standard Deviation Annualized 6.88%
Max Drawdown (Monthly) -13.33%
Max Drawdown # of Months 17
Worst Month -10.61%
Losing Months (%) 12.07%
Average Losing Month -3.41%
Loss Deviation 2.90
Correlation vs S&P 500 0.50
Correlation vs DJ/CS MF 0.13

Risk/Reward Statistics

Sharpe Ratio 1.56
Sortino Ratio 1.94
Omega Ratio 1.10
Skewness -3.16
Kurtosis 12.49

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -13.33% 2 15 02/2020 06/2021
2 -6.28% 1 2 01/2016 03/2016
3 -6.09% 1 3 08/2015 11/2015
4 -4.95% 1 5 10/2018 03/2019
5 -4.75% 1 3 02/2018 05/2018

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.37%-10.61%0.89%1.30%1.15%87.93%
3 Months 9.29%-12.65%2.68%3.27%1.83%83.33%
6 Months 15.02%-10.17%5.30%5.67%5.20%90.09%
1 Year 29.04%-5.82%10.96%11.97%10.40%88.57%
2 Years 59.43%1.00%22.17%19.56%22.93%100.00%
3 Years 76.76%10.06%32.21%28.25%26.50%100.00%
5 Years 84.25%29.53%50.86%41.17%37.24%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg10.99%36.26%83.32%237.12%920.57%2436.54%
% Positive87.93%83.33%90.09%88.57%100.00%100.00%
Avg. Pos. Period1.48%3.87%6.51%12.89%22.17%32.21%
Avg. Neg. Period-3.41%-3.32%-5.68%-3.98% - -
Sharpe Ratio1.562.623.714.685.325.88
Sortino Ratio1.944.468.2126.030.000.00
Standard Deviation1.99%3.53%4.95%8.12%14.43%18.99%
Downside Deviation1.56%2.03%2.19%1.42%0.00%0.00%
No data filled

Fund Information

Minimum Investment250,000 USD (notional funding: 0.00%)
AUM33,000,000 USD
Management Fee1.75%
Performance Fee20.00%
Highwater MarkYes
RT per Million8000
Margin to Equity50.00%
Legal StructureManaged Account
Investment RestrictionUS Only, Non US Only

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

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.70 0.94 1.30 -0.08 1.03 1.01 1.23 1.18 -0.50 1.15 8.23
2023 1.07 0.51 1.02 0.76 0.98 0.61 1.29 1.17 0.98 1.43 1.03 0.96 12.47
2022 -0.07 -4.65 1.49 0.54 1.72 -2.03 1.35 1.50 0.55 0.30 0.96 0.03 1.52
2021 0.75 1.23 1.45 0.59 0.82 1.43 0.61 1.35 0.74 1.60 0.72 1.64 13.71
2020 0.78 -10.61 -3.04 0.94 0.79 1.08 1.51 1.27 1.03 -0.64 1.42 1.42 -4.65
2019 1.88 1.75 1.53 1.15 -2.64 2.16 1.22 1.27 1.14 1.13 1.29 1.13 13.72
2018 2.09 -4.75 0.96 2.48 2.10 1.67 2.41 1.75 1.65 -4.95 1.56 -1.38 5.31
2017 2.04 1.92 2.17 1.73 2.10 1.68 1.54 2.11 1.44 1.63 1.43 1.50 23.49
2016 -6.28 4.37 2.31 1.75 2.20 1.70 1.85 1.72 1.77 1.96 2.35 1.78 18.52
2015 2.51 1.76 2.68 1.81 2.67 -6.09 2.96 2.64 3.42 1.54 16.68
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

WEP focuses on short duration derivatives - the option expires within 2-8 days, because the time decay is the greatest in those final days. It does this primarily by identifying the option strikes with best risk/reward ratio. WEP uses historical value analysis to assess the attractiveness of any trading opportunities. BGA focuses on top down and macro themes. We employ volatilities matrix and short term market indicators to determine trade entry, exit and weights. Our strategy uses a combination of fundamental (30%) and technical inputs (70%).

Return Statistics

Last Month 1.15%
Year To Date 8.23%
3 Month ROR 1.83%
12 Months ROR 10.40%
36 Month ROR 26.50%
Total Return Cumulative 174.02%
Total Return Annualized 10.99%
Best Month 4.37%
Winning Months (%) 87.93%
Gain Deviation 0.67

Risk Statistics

Standard Deviation Annualized 6.88%
Max Drawdown (Monthly) -13.33%
Max Drawdown # of Months 17
Worst Month -10.61%
Losing Months (%) 12.07%
Average Losing Month -3.41%
Loss Deviation 2.90
Correlation vs S&P 500 0.50
Correlation vs DJ/CS MF 0.13

Risk/Reward Statistics

Sharpe Ratio 1.56
Sortino Ratio 1.94
Omega Ratio 1.10
Skewness -3.16
Kurtosis 12.49

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 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 -13.33% 2 15 02/2020 06/2021
2 -6.28% 1 2 01/2016 03/2016
3 -6.09% 1 3 08/2015 11/2015
4 -4.95% 1 5 10/2018 03/2019
5 -4.75% 1 3 02/2018 05/2018

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 4.37%-10.61%0.89%1.30%1.15%87.93%
3 Months 9.29%-12.65%2.68%3.27%1.83%83.33%
6 Months 15.02%-10.17%5.30%5.67%5.20%90.09%
1 Year 29.04%-5.82%10.96%11.97%10.40%88.57%
2 Years 59.43%1.00%22.17%19.56%22.93%100.00%
3 Years 76.76%10.06%32.21%28.25%26.50%100.00%
5 Years 84.25%29.53%50.86%41.17%37.24%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg10.99%36.26%83.32%237.12%920.57%2436.54%
% Positive87.93%83.33%90.09%88.57%100.00%100.00%
Avg. Pos. Period1.48%3.87%6.51%12.89%22.17%32.21%
Avg. Neg. Period-3.41%-3.32%-5.68%-3.98% - -
Sharpe Ratio1.562.623.714.685.325.88
Sortino Ratio1.944.468.2126.030.000.00
Standard Deviation1.99%3.53%4.95%8.12%14.43%18.99%
Downside Deviation1.56%2.03%2.19%1.42%0.00%0.00%

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Instruments

AUM

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.