Algo Capital PCC Limited
Hedge Fund
Fund of Funds
Fund Overview
Type
Hedge Fund
Strategy
Fund of Funds
Region
Europe
AUM
$25.0M
Founded
—
Investments
—
Key People
2 people
FC
Federico Corbari
CEO
Email
LinkedIn
MG
Mario Grandinetti
CEO
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0217
2026 YTD
70.72%
Sharpe Ratio
0.51
Sortino Ratio
0.98
Max Drawdown
—
BTC Correlation
0.77
Best Month
0.474
Worst Month
-0.202
Positive Months
10 of 94
Since Inception
Cumul. Return
0.0217
Sharpe
0.51
Sortino
0.98
Max Drawdown
—
Skewness
0.92
Kurtosis
0.96
VaR 95%
-0.2521
CVaR 95%
-0.192
Omega
1.4
Alpha
-0.1021
Beta
0.67
Correlation
0.77
Calmar
—
Treynor
0.44
Best Month
0.474
Worst Month
-0.202
24-Month Rolling
Cumul. Return
96.25%
Sharpe
25.16
Sortino
—
Max Drawdown
—
Beta
0.3
Correlation
0.7811
VaR 95%
5.90%
Skewness
1.2
Kurtosis
1.51
CVaR 95%
11.46%
Omega
—
Alpha
155.41%
Calmar
—
Treynor
22.09
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