Buckingham Global Capital : Nanhua Buckingham Multi-Strategy Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance 1.37% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 13.97% Sharpe (RFR=1%) 0.45 CAROR - Assets $ 1.3M Worst DD -6.72 S&P Correlation 0.85 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Since10/2018 Nanhua Buckingham Multi-Strategy Fund 1.37 - - - - - - 5.48 S&P 500 1.31 - - - - - - 72.41 +/- S&P 500 0.06 - - - - - - -66.94 Strategy Description SummaryThe Multi-Strategy Fund employs multiple quantitative-driven methodologies such as options volatility arbitrage, and macro big data trend- following on the E-mini S&P 500 futures and options, with a hedge overlay utilizing long VIX futures. The Portfolio Managers balance the weights... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $3.50 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 1 Trading Trading Frequency 3500 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD -10.00% Worst Peak-to-Trough 6.72% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Counter-trend 10.00% Fundamental 10.00% Option-spreads 50.00% Technical 10.00% Trend-following 20.00% Composition Stock Indices 90.00% VIX 10.00% SummaryThe Multi-Strategy Fund employs multiple quantitative-driven methodologies such as options volatility arbitrage, and macro big data trend- following on the E-mini S&P 500 futures and options, with a hedge overlay utilizing long VIX futures. The Portfolio Managers balance the weights of each strategy based on the current market environment or evolving market conditions to achieve optimal performance. They may utilize any strategy that they deem fit for the current market environment. The Fund seeks to achieve positive annualized returns of greater than 15% with a volatility objective under 10%.Investment StrategyMTE (METIS Tactical Program) - 100% systematic, macro big data e-mini S&P 500 futures long/short strategy that employs five main sub-models utilizing 40+ macro, technical and fundamental data points to make trading decisions. WEP (Weekly E-mini Program) - Options volatility arbitrage that performs best in intermediate volatility and in up-trending markets. 100% systematic risk management, risk mitigation and exit strategy. ASP (All Season Program) - Options volatility arbitrage program that performs best in intermediate to high volatility and in choppy, downward or bearish markets. 100% systematic risk management, risk mitigation and exit strategy.Risk Management100% Systematic Risk Management: For 50% of the strategy employing an options volatility strategy, there are GTC sell stop orders applied on or around all short strikes of all ratio spreads. If the stops are triggered, the program goes delta neutral and exits the market from all options volatility/volatility arbitrage trades. The program can also employ a long-only VIX hedge overlay that is triggered by proprietary volatility and trend models. The Metis Tactical component, which accounts for approximately 50% of the Fund composition, uses five sub models that are equally voting to determine position in the market on a daily basis. The model has the ability to cut exposure by 50% or exit the market and go to cash. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: 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 -6.72 1 2 11/1/2018 12/1/2018 -5.90 1 - 4/1/2019 5/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 10.26 4 1/1/2019 4/1/2019 5.26 2 6/1/2019 7/1/2019 3.54 2 10/1/2018 11/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.72 1 12/1/2018 12/1/2018 -5.90 1 5/1/2019 5/1/2019 Show More Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel