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Buckingham Global Advisors - Weekly E-mini Program - Customers' Accounts
Buckingham Global Advisors
Weekly E-mini Program - Customers' Accounts
Overview
Charts
Stats & Ratios
Show All
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 Date
Mar 2015
Minimum Investment
250,000 USD
Management Fee
1.75%
Performance Fee
20.00%
Highwater Mark
Yes
Phone
949 - 829 2299
E-mail
[email protected]
Website
buckinghamga.com
Statistics
Total Return Cumulative
172.27%
Sharpe Ratio
1.56
Sortino Ratio
1.95
Winning Months (%)
88.60%
Correlation vs. S&P 500 TR
0.51
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
7.54
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
-
Year To Date
7.54%
3 Month ROR
3.46%
12 Months ROR
12.35%
36 Month ROR
28.65%
Total Return Cumulative
172.27%
Total Return Annualized
11.12%
Best Month
4.37%
Winning Months (%)
88.60%
Gain Deviation
0.67
Risk Statistics
Standard Deviation Annualized
6.93%
Max Drawdown (Monthly)
-13.33%
Max Drawdown # of Months
17
Worst Month
-10.61%
Losing Months (%)
11.40%
Average Losing Month
-3.63%
Loss Deviation
2.90
Correlation vs S&P 500
0.51
Correlation vs DJ/CS MF
0.13
Risk/Reward Statistics
Sharpe Ratio
1.56
Sortino Ratio
1.95
Omega Ratio
1.12
Skewness
-3.17
Kurtosis
12.44
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
Best
Worst
Average
Median
Last
Winning %
1 Month
4.37%
-10.61%
0.90%
1.32%
1.18%
88.60%
3 Months
9.29%
-12.65%
2.69%
3.30%
3.46%
83.04%
6 Months
15.02%
-10.17%
5.31%
5.75%
5.80%
89.91%
1 Year
29.04%
-5.82%
10.97%
12.05%
12.35%
88.35%
2 Years
59.43%
1.00%
22.17%
18.23%
23.19%
100.00%
3 Years
76.76%
10.06%
32.34%
28.31%
28.65%
100.00%
5 Years
84.25%
29.53%
51.36%
43.69%
39.47%
100.00%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
11.12%
36.47%
83.56%
237.20%
918.24%
2461.43%
% Positive
88.60%
83.04%
89.91%
88.35%
100.00%
100.00%
Avg. Pos. Period
1.49%
3.92%
6.55%
12.94%
22.17%
32.34%
Avg. Neg. Period
-3.63%
-3.32%
-5.68%
-3.98%
-
-
Sharpe Ratio
1.56
2.62
3.69
4.63
5.26
5.83
Sortino Ratio
1.95
4.44
8.15
25.78
0.00
0.00
Standard Deviation
2.00%
3.56%
4.99%
8.20%
14.59%
19.20%
Downside Deviation
1.57%
2.05%
2.21%
1.43%
0.00%
0.00%
No data filled
Fund Information
Minimum Investment
250,000 USD (notional funding: 0.00%)
AUM
30,000,000 USD
Management Fee
1.75%
Performance Fee
20.00%
Highwater Mark
Yes
RT per Million
8000
Margin to Equity
50.00%
Legal Structure
Managed Account
Investment Restriction
US Only, Non US Only
Company Information
Company
Buckingham Global Advisors
Principal
Chong (Charles) Dai
Phone
949 - 829 2299
E-mail
[email protected]
License Number
NFA 0487899
Location
Ladera Ranch, United States
Performance Compiled by
Buckingham 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
7.54
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
-
Year To Date
7.54%
3 Month ROR
3.46%
12 Months ROR
12.35%
36 Month ROR
28.65%
Total Return Cumulative
172.27%
Total Return Annualized
11.12%
Best Month
4.37%
Winning Months (%)
88.60%
Gain Deviation
0.67
Risk Statistics
Standard Deviation Annualized
6.93%
Max Drawdown (Monthly)
-13.33%
Max Drawdown # of Months
17
Worst Month
-10.61%
Losing Months (%)
11.40%
Average Losing Month
-3.63%
Loss Deviation
2.90
Correlation vs S&P 500
0.51
Correlation vs DJ/CS MF
0.13
Risk/Reward Statistics
Sharpe Ratio
1.56
Sortino Ratio
1.95
Omega Ratio
1.12
Skewness
-3.17
Kurtosis
12.44
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
Best
Worst
Average
Median
Last
Winning %
1 Month
4.37%
-10.61%
0.90%
1.32%
1.18%
88.60%
3 Months
9.29%
-12.65%
2.69%
3.30%
3.46%
83.04%
6 Months
15.02%
-10.17%
5.31%
5.75%
5.80%
89.91%
1 Year
29.04%
-5.82%
10.97%
12.05%
12.35%
88.35%
2 Years
59.43%
1.00%
22.17%
18.23%
23.19%
100.00%
3 Years
76.76%
10.06%
32.34%
28.31%
28.65%
100.00%
5 Years
84.25%
29.53%
51.36%
43.69%
39.47%
100.00%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
11.12%
36.47%
83.56%
237.20%
918.24%
2461.43%
% Positive
88.60%
83.04%
89.91%
88.35%
100.00%
100.00%
Avg. Pos. Period
1.49%
3.92%
6.55%
12.94%
22.17%
32.34%
Avg. Neg. Period
-3.63%
-3.32%
-5.68%
-3.98%
-
-
Sharpe Ratio
1.56
2.62
3.69
4.63
5.26
5.83
Sortino Ratio
1.95
4.44
8.15
25.78
0.00
0.00
Standard Deviation
2.00%
3.56%
4.99%
8.20%
14.59%
19.20%
Downside Deviation
1.57%
2.05%
2.21%
1.43%
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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No data filled