R. G. Niederhoffer Capital Management
Hedge Fund
Managed Futures, Global Macro, Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Managed Futures, Global Macro, Quantitative
Region
North America
AUM
$64.2M
Founded
1993
Investments
—
Key People
4 people
BD
Brian Duda
Head of Research
Email
LinkedIn
ZL
Zinovi Levitan
Operations Director
Email
LinkedIn
PS
Paul Shen
Head Trader
Email
LinkedIn
RN
Roy Niederhoffer
CEO
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0093
2026 YTD
20.46%
Sharpe Ratio
0.21
Sortino Ratio
0.36
Max Drawdown
-0.6217
BTC Correlation
0.77
Best Month
0.407
Worst Month
-0.257
Positive Months
17 of 94
Since Inception
Cumul. Return
0.0093
Sharpe
0.21
Sortino
0.36
Max Drawdown
-0.6217
Skewness
0.66
Kurtosis
0.32
VaR 95%
-0.2538
CVaR 95%
-0.2545
Omega
1.16
Alpha
-0.3689
Beta
0.45
Correlation
0.77
Calmar
0.19
Treynor
0.26
Best Month
0.407
Worst Month
-0.257
24-Month Rolling
Cumul. Return
—
Sharpe
—
Sortino
—
Max Drawdown
-0.4879
Beta
—
Correlation
—
VaR 95%
—
Skewness
—
Kurtosis
—
CVaR 95%
—
Omega
—
Alpha
—
Calmar
—
Treynor
—
12-Month Rolling
Cumul. Return
—
Sharpe
—
Sortino
—
Max Drawdown
-0.4879
Beta
—
Correlation
—
VaR 95%
—
Skewness
—
Kurtosis
—
CVaR 95%
—
Omega
—
Alpha
—
Calmar
—
Treynor
—
All metrics available across Since Inception, 24-Month, and 12-Month periods