Lavaliere Capital Management
Hedge Fund
Multi Strategy
Fund Overview
Type
Hedge Fund
Strategy
Multi Strategy
Region
North America
AUM
—
Founded
2008
Investments
—
Key People
2 people
Ryan Sagul
CEO
Email
LinkedIn
MM
Matt McCoy
Chief Compliance Officer
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.1052
2026 YTD
-49.08%
Sharpe Ratio
1.69
Sortino Ratio
4.16
Max Drawdown
-0.8946
BTC Correlation
0.6
Best Month
1.2178
Worst Month
-0.47
Positive Months
31 of 94
Since Inception
Cumul. Return
0.1052
Sharpe
1.69
Sortino
4.16
Max Drawdown
-0.8946
Skewness
1.15
Kurtosis
1.06
VaR 95%
-0.5486
CVaR 95%
-0.4413
Omega
2.11
Alpha
0.5164
Beta
1.17
Correlation
0.6
Calmar
2.6
Treynor
1.98
Best Month
1.2178
Worst Month
-0.47
24-Month Rolling
Cumul. Return
-46.54%
Sharpe
-0.77
Sortino
-0.85
Max Drawdown
-0.8946
Beta
0.85
Correlation
0.7848
VaR 95%
-49.27%
Skewness
-1.08
Kurtosis
0.67
CVaR 95%
-47.00%
Omega
0.34
Alpha
-223.45%
Calmar
-0.74
Treynor
-0.77
12-Month Rolling
Cumul. Return
—
Sharpe
—
Sortino
—
Max Drawdown
-0.8946
Beta
—
Correlation
—
VaR 95%
—
Skewness
—
Kurtosis
—
CVaR 95%
—
Omega
—
Alpha
—
Calmar
—
Treynor
—
All metrics available across Since Inception, 24-Month, and 12-Month periods