Level III Capital
Hedge Fund
Systematic, Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Systematic, Quantitative
Region
North America
AUM
$14.0M
Founded
2021
Investments
—
Key People
3 people
Mauricio Ortiz
Chief Technology Officer
Email
LinkedIn
Jack Zumwalt
CEO and Co-Chief Investment Officer
Email
LinkedIn
Adrian Del Bosque
Principal
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0145
2026 YTD
-34.50%
Sharpe Ratio
0.37
Sortino Ratio
0.68
Max Drawdown
—
BTC Correlation
0.74
Best Month
0.5317
Worst Month
-0.234
Positive Months
20 of 94
Since Inception
Cumul. Return
0.0145
Sharpe
0.37
Sortino
0.68
Max Drawdown
—
Skewness
1.16
Kurtosis
2.56
VaR 95%
-0.2294
CVaR 95%
-0.2081
Omega
1.32
Alpha
-0.0503
Beta
0.62
Correlation
0.74
Calmar
—
Treynor
0.3
Best Month
0.5317
Worst Month
-0.234
24-Month Rolling
Cumul. Return
24.01%
Sharpe
0.64
Sortino
1.35
Max Drawdown
—
Beta
1.09
Correlation
0.8691
VaR 95%
-32.08%
Skewness
0.98
Kurtosis
0.34
CVaR 95%
-19.77%
Omega
1.49
Alpha
-42.20%
Calmar
—
Treynor
0.43
12-Month Rolling
Cumul. Return
-47.45%
Sharpe
-3.1474
Sortino
-1.5244
Max Drawdown
—
Beta
0.4434
Correlation
0.6341
VaR 95%
-27.42%
Skewness
1.776
Kurtosis
3.1346
CVaR 95%
-19.77%
Omega
—
Alpha
-157.58%
Calmar
—
Treynor
-1.92
All metrics available across Since Inception, 24-Month, and 12-Month periods