Majestic Asset Management
Hedge Fund
Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Quantitative
Region
North America
AUM
—
Founded
2018
Investments
—
Key People
4 people
Xavier Humblet
Portfolio Manager
Email
LinkedIn
Olivier Lapierre
Vice President
Email
LinkedIn
David Bilodeau
Co-CEO
Email
LinkedIn
Denis Paquette
Chief Operating Officer
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0209
2026 YTD
-34.04%
Sharpe Ratio
0.62
Sortino Ratio
1.33
Max Drawdown
-0.5577
BTC Correlation
0.43
Best Month
0.497
Worst Month
-0.226
Positive Months
43 of 94
Since Inception
Cumul. Return
0.0209
Sharpe
0.62
Sortino
1.33
Max Drawdown
-0.5577
Skewness
1.29
Kurtosis
2.34
VaR 95%
-0.193
CVaR 95%
-0.1848
Omega
1.65
Alpha
0.0878
Beta
0.27
Correlation
0.43
Calmar
0.5
Treynor
1.05
Best Month
0.497
Worst Month
-0.226
24-Month Rolling
Cumul. Return
-5.32%
Sharpe
0.21
Sortino
0.44
Max Drawdown
-0.4681
Beta
0.97
Correlation
0.8375
VaR 95%
-27.03%
Skewness
1.62
Kurtosis
2.82
CVaR 95%
-18.75%
Omega
1.19
Alpha
-60.28%
Calmar
0.27
Treynor
0.13
12-Month Rolling
Cumul. Return
-38.82%
Sharpe
-1.2019
Sortino
-1.3634
Max Drawdown
-0.4681
Beta
-0.0052
Correlation
-0.0089
VaR 95%
-17.94%
Skewness
0.9459
Kurtosis
1.2673
CVaR 95%
-14.70%
Omega
0.3393
Alpha
-64.42%
Calmar
-0.77
Treynor
69.71
All metrics available across Since Inception, 24-Month, and 12-Month periods