Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Oct-2025
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Buckingham Global Advisors, LLC - Strategic E-Mini Program
Trading Strategy: ST / Systematic / Option Writer / E Mini
| Performance Since January 2020 | Track Record Compiled By: Buckingham Global Advisors, LLC |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.09% | 0.52% | 1.05% | 0.72% | -0.05% | 1.21% | 1.81% | 1.85% | 2.16% | 1.04% | – | – | 10.86% | -0.05% |
| 2024 | 1.63% | 2.09% | 2.48% | -0.18% | 2.91% | 2.54% | 2.25% | -4.37% | -1.64% | 2.66% | 3.20% | 1.07% | 15.35% | -5.94% |
| 2023 | 1.30% | 1.40% | -0.88% | 1.54% | 1.56% | 1.74% | 2.20% | 1.86% | 1.41% | 2.21% | 1.60% | 1.83% | 19.25% | -0.88% |
| 2022 | -2.15% | -6.99% | 3.34% | -0.88% | 3.92% | -1.00% | 2.54% | 2.40% | 0.05% | 2.95% | 1.58% | 0.55% | 5.94% | -8.99% |
| 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% | 11.36% | -2.90% |
| 2020 | 1.31% | -10.11% | -3.55% | 0.71% | 0.32% | 1.35% | 1.66% | 1.37% | 1.26% | -1.80% | 1.32% | 1.91% | -4.84% | -13.30% |
Program Description: 1) Buckingham's Strategic E-mini Program (SEP) is a commodity option strategy employing an absolute return investment approach. The Strategy primarily writes (sells) a series of out-of-the-money (OTM) call and put options on S&P 500 E-mini futures, 2) SEP focuses on short-duration derivatives - the option expires within 30 days, because the time decay is the greatest in those final days. It does this primarily by identifying the option strikes with the best risk/reward ratio according to our proprietary Quant model, 3) SEP adopts the risk management mechanism both in position and portfolio level (same as WEP, hedging based on daily P/L), 4) SEP aims for Sharpe Ratio +2.5 long term (5+ years) considering tail risk due to the economic cycles.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -13.30% |
| From Jan 2020 to Mar 2020 | |
| Worst Month (Feb 2020) | -10.11% |
| Current Losing Streak | 0% |
| Average Monthly Return | 0.81% |
| Annualized Performance |
|
| Compound ROR (1) | 9.89% |
| Standard Deviation | 7.4% |
| Sharpe Ratio | 1.26 |
| Sterling Ratio | 1.3 |
| Calmar Ratio (3) | 2.68 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
