Abraxas Capital Management
Hedge Fund
FX, Global Macro, Credit
Fund Overview
Type
Hedge Fund
Strategy
FX, Global Macro, Credit
Region
Europe
AUM
$1,045.0M
Founded
2002
Investments
—
Key People
4 people
FF
Fabio Frontini
Founder
Email
LinkedIn
SR
Stefano Ruggiero
Portfolio Manager
Email
LinkedIn
NT
Nick Turner
Chief Compliance Officer
Email
LinkedIn
LF
Ludovico Filotto
Portfolio Manager
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0539
2026 YTD
-2.55%
Sharpe Ratio
1.63
Sortino Ratio
3.94
Max Drawdown
—
BTC Correlation
0.99
Best Month
0.4685
Worst Month
-0.1994
Positive Months
24 of 94
Since Inception
Cumul. Return
0.0539
Sharpe
1.63
Sortino
3.94
Max Drawdown
—
Skewness
0.86
Kurtosis
0.75
VaR 95%
-0.2015
CVaR 95%
-0.1741
Omega
2.64
Alpha
0.0822
Beta
1.03
Correlation
0.99
Calmar
—
Treynor
0.85
Best Month
0.4685
Worst Month
-0.1994
24-Month Rolling
Cumul. Return
174.95%
Sharpe
1.61
Sortino
3.71
Max Drawdown
—
Beta
1.03
Correlation
0.99
VaR 95%
-20.24%
Skewness
0.92
Kurtosis
1.66
CVaR 95%
-17.90%
Omega
2.57
Alpha
5.44%
Calmar
—
Treynor
0.85
12-Month Rolling
Cumul. Return
-0.34%
Sharpe
0.1784
Sortino
0.2535
Max Drawdown
—
Beta
1.0948
Correlation
0.9898
VaR 95%
-17.56%
Skewness
-0.5974
Kurtosis
-0.5199
CVaR 95%
-19.94%
Omega
1.1361
Alpha
3.51%
Calmar
—
Treynor
0.06
All metrics available across Since Inception, 24-Month, and 12-Month periods