Capriole Investments
Hedge Fund
Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Quantitative
Region
Offshore
AUM
—
Founded
2019
Investments
—
Key People
3 people
Mick Herfkens
Quantitative Research
Email
LinkedIn
Ryan McCoy
Director
Email
LinkedIn
Charles Edwards
Founder
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.1614
2026 YTD
44.96%
Sharpe Ratio
3.67
Sortino Ratio
10.55
Max Drawdown
—
BTC Correlation
0.61
Best Month
1.1158
Worst Month
-0.3348
Positive Months
9 of 94
Since Inception
Cumul. Return
0.1614
Sharpe
3.67
Sortino
10.55
Max Drawdown
—
Skewness
0.95
Kurtosis
0.91
VaR 95%
-0.4893
CVaR 95%
-0.3348
Omega
2.97
Alpha
0.4223
Beta
0.97
Correlation
0.61
Calmar
—
Treynor
5.17
Best Month
1.1158
Worst Month
-0.3348
24-Month Rolling
Cumul. Return
—
Sharpe
—
Sortino
—
Max Drawdown
—
Beta
—
Correlation
—
VaR 95%
—
Skewness
—
Kurtosis
—
CVaR 95%
—
Omega
—
Alpha
—
Calmar
—
Treynor
—
12-Month Rolling
Cumul. Return
—
Sharpe
—
Sortino
—
Max Drawdown
—
Beta
—
Correlation
—
VaR 95%
—
Skewness
—
Kurtosis
—
CVaR 95%
—
Omega
—
Alpha
—
Calmar
—
Treynor
—
All metrics available across Since Inception, 24-Month, and 12-Month periods