Buckingham Global Capital : Nanhua Buckingham Offshore Multi-Strategy Fund (WEP) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance 1.04% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 8.89% Sharpe (RFR=1%) 0.00 CAROR - Assets $ 500k Worst DD -6.06 S&P Correlation 0.89 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 Offshore Multi-Strategy Fund (WEP) 1.04 - - - - - - 0.56 S&P 500 1.31 - - - - - - 60.05 +/- S&P 500 -0.27 - - - - - - -59.49 Strategy Description SummaryThe Fund uses Buckingham Global’s Flagship strategy, the Weekly E-mini Program (“WEP”), which trades E-mini S&P 500 futures and options with a long-only VIX hedge overlay to generate absolute returns with a low correlation to the S&P 500. WEP is a proprietary options strategy which... 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 $8.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 1 Trading Trading Frequency 8000 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD -10.00% Worst Peak-to-Trough -5.28% 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 20.00% Systematic 80.00% Strategy Option-spreads 100.00% Composition Stock Indices 90.00% VIX 10.00% SummaryThe Fund uses Buckingham Global’s Flagship strategy, the Weekly E-mini Program (“WEP”), which trades E-mini S&P 500 futures and options with a long-only VIX hedge overlay to generate absolute returns with a low correlation to the S&P 500. WEP is a proprietary options strategy which utilizes pure quantitative models with 20 plus years of back-testing results and is designed to outperform the index in both bull, bear and congested markets. The Fund is available for US QEP Investors using Non-Taxable funds, and for certain Non-US Investors.Investment StrategyThe Weekly E-mini Program (“WEP”) Focuses on short duration derivatives: the option expires within 2-8 days because the time decay is the most rapid during this final week of expiration. Algorithms identify the option strikes with the best risk/reward ratio. WEP employs a rigorous 100% systematic risk management, risk mitigation and exit strategy to lower overall volatility. Utilizes ratio put spreads lieu of fully naked options which adds a long gamma element to the program. Hedges with long-only VIX futures Strategy Hightlights Features quant-driven S&P 500 option strategy with a proven track of delivering consistent absolute returns. Utilize 80% systematic trading approach model to increase the probability of winning trades. Targets 15~20% returns per year with 8% annual volatility. Low overall correlation with a traditional stock/bond portfolio. Potentially can outperform S&P 500 in downward, bear market. Historical Sharpe Ratio of 2.0+. Target is to outperform the S&P 500 index 80% of the time.Risk Management100% Systematic Risk Management: 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. 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 -6.06 3 4 1/1/0001 12/1/2018 -2.50 1 2 4/1/2019 5/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 6.60 4 1/1/2019 4/1/2019 2.99 2 6/1/2019 7/1/2019 1.74 1 11/1/2018 11/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.28 1 10/1/2018 10/1/2018 -2.52 1 12/1/2018 12/1/2018 -2.50 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