Valkyrie Investments
Hedge Fund
Index Funds
Fund Overview
Type
Hedge Fund
Strategy
Index Funds
Region
North America
AUM
$1.3M
Founded
2020
Investments
—
Key People
4 people
LT
Lori Tiernan
Chief Strategy Officer
Email
LinkedIn
JB
James Brien
Chief Protocol Officer
Email
LinkedIn
RG
Ryan Gorman
Chief Communications Officer
Email
LinkedIn
SR
Shawn R Singh
Director and Strategic Advisor
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0016
2026 YTD
-10.18%
Sharpe Ratio
0.03
Sortino Ratio
0.05
Max Drawdown
—
BTC Correlation
0.91
Best Month
0.4634
Worst Month
-0.4075
Positive Months
21 of 94
Since Inception
Cumul. Return
0.0016
Sharpe
0.03
Sortino
0.05
Max Drawdown
—
Skewness
0.38
Kurtosis
0.7
VaR 95%
-0.3016
CVaR 95%
-0.3475
Omega
1.02
Alpha
-0.2934
Beta
1
Correlation
0.91
Calmar
—
Treynor
0.02
Best Month
0.4634
Worst Month
-0.4075
24-Month Rolling
Cumul. Return
-5.19%
Sharpe
0.32
Sortino
0.54
Max Drawdown
—
Beta
1.19
Correlation
0.8881
VaR 95%
-32.91%
Skewness
0.44
Kurtosis
0.36
CVaR 95%
-37.82%
Omega
1.27
Alpha
-73.95%
Calmar
—
Treynor
0.2
12-Month Rolling
Cumul. Return
-44.15%
Sharpe
-0.6992
Sortino
-0.8353
Max Drawdown
—
Beta
1.487
Correlation
0.7658
VaR 95%
-40.71%
Skewness
-0.1259
Kurtosis
-0.0805
CVaR 95%
-37.82%
Omega
0.4531
Alpha
-106.36%
Calmar
—
Treynor
-0.35
All metrics available across Since Inception, 24-Month, and 12-Month periods