BLP Asset Management
Hedge Fund
Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Quantitative
Region
South America
AUM
—
Founded
2008
Investments
—
Key People
2 people
AL
Andre Lissker
Managing Partner
Email
LinkedIn
AB
Axel Blikstad
Managing Partner
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0383
2026 YTD
59.11%
Sharpe Ratio
0.79
Sortino Ratio
1.49
Max Drawdown
-0.7697
BTC Correlation
0.9
Best Month
0.612
Worst Month
-0.343
Positive Months
41 of 94
Since Inception
Cumul. Return
0.0383
Sharpe
0.79
Sortino
1.49
Max Drawdown
-0.7697
Skewness
0.53
Kurtosis
-0.07
VaR 95%
-0.3028
CVaR 95%
-0.3203
Omega
1.6
Alpha
0.0322
Beta
0.88
Correlation
0.9
Calmar
0.74
Treynor
0.65
Best Month
0.612
Worst Month
-0.343
24-Month Rolling
Cumul. Return
85.52%
Sharpe
3.07
Sortino
8.53
Max Drawdown
-0.1771
Beta
0.92
Correlation
0.9543
VaR 95%
-20.22%
Skewness
0.35
Kurtosis
0.23
CVaR 95%
-17.20%
Omega
4.18
Alpha
20.19%
Calmar
10.79
Treynor
2.07
12-Month Rolling
Cumul. Return
—
Sharpe
—
Sortino
—
Max Drawdown
-0.1771
Beta
—
Correlation
—
VaR 95%
—
Skewness
—
Kurtosis
—
CVaR 95%
—
Omega
—
Alpha
—
Calmar
—
Treynor
—
All metrics available across Since Inception, 24-Month, and 12-Month periods