CREATE PARTITION FUNCTION [pf_TABLENAME](datetime) AS RANGE RIGHT FOR VALUES (N'2016-10-01T00:00:00.000')
GO
ALTER DATABASE [DATABASENAME] ADD FILEGROUP [FG_TABLENAME20161001]
GO
ALTER DATABASE [DATABASENAME] ADD FILE ( NAME = N'F_TABLENAME20161001', FILENAME = N'X:\Databases\DATABASENAME\F_TABLENAME20161001.ndf', SIZE = 8MB, FILEGROWTH = 512MB ) TO FILEGROUP [FG_TABLENAME20161001]
GO
CREATE PARTITION SCHEME [ps_TABLENAME] AS PARTITION [pf_TABLENAME] TO ([PRIMARY], [FG_TABLENAME20161001])
GO

CREATE TABLE [dbo].[TABLENAME](
	[id] [BIGINT] IDENTITY(1,1) NOT FOR REPLICATION NOT NULL,
  ...
  [createDateTime] [datetime] NOT NULL,
	CONSTRAINT [PK_TABLENAME] PRIMARY KEY CLUSTERED ([id], [createDateTime])
) ON pf_TABLENAME([createDateTime])

GO

DECLARE @Date date = '20160101', @DateString varchar(10) = '', @Cmd nvarchar(max) = '';
 
WHILE @Date < '20210101'
BEGIN
 
	SET @DateString = FORMAT(@Date, 'yyyyMMdd')
 
	SET @Cmd = '
USE [DATABASENAME];
GO
ALTER DATABASE [DATABASENAME] ADD FILEGROUP [FG_TABLENAME' + @DateString + ']
ALTER DATABASE [DATABASENAME] ADD FILE   (NAME = ''F_TABLENAME' + @DateString + ''',
              FILENAME = ''X:\Databases\DATABASENAME\F_TABLENAME' + @DateString + '.ndf'',
              SIZE = 8MB,
              MAXSIZE = UNLIMITED, FILEGROWTH = 128MB) 
			  TO FILEGROUP [FG_TABLENAME' + @DateString + ']
 
ALTER PARTITION SCHEME [ps_TABLENAME] NEXT USED [FG_TABLENAME' + @DateString + ']
 
ALTER PARTITION FUNCTION [pf_TABLENAME]() split RANGE (''' + @DateString + ''')
'
	PRINT '******************************************'
	PRINT @CMD
	EXEC (@cmd)
 
	SET @Date = DATEADD(month, 1, @DAte)
 
END