Fasanara Digital
Hedge Fund
Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Quantitative
Region
Europe
AUM
$90.0M
Founded
2011
Investments
—
Key People
4 people
FF
Francesco Filia
CEO
Email
LinkedIn
Nikita Fadeev
Portfolio Manager
Email
LinkedIn
Alessandro Balata
Portfolio Manager
Email
LinkedIn
Matteo Amaretti
Head of Investments
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0176
2026 YTD
4.98%
Sharpe Ratio
3.86
Sortino Ratio
14.48
Max Drawdown
—
BTC Correlation
0.29
Best Month
0.067
Worst Month
-0.026
Positive Months
31 of 94
Since Inception
Cumul. Return
0.0176
Sharpe
3.86
Sortino
14.48
Max Drawdown
—
Skewness
0.38
Kurtosis
1.54
VaR 95%
-0.011
CVaR 95%
-0.016
Omega
19.16
Alpha
0.1892
Beta
0.03
Correlation
0.29
Calmar
—
Treynor
6.97
Best Month
0.067
Worst Month
-0.026
24-Month Rolling
Cumul. Return
46.85%
Sharpe
3.3
Sortino
11.98
Max Drawdown
—
Beta
0.03
Correlation
0.2209
VaR 95%
-1.62%
Skewness
0.31
Kurtosis
0.56
CVaR 95%
-1.60%
Omega
13.25
Alpha
20.12%
Calmar
—
Treynor
7.83
12-Month Rolling
Cumul. Return
8.66%
Sharpe
2.5397
Sortino
16.065
Max Drawdown
—
Beta
-0.0444
Correlation
-0.3627
VaR 95%
-1.13%
Skewness
1.345
Kurtosis
1.7457
CVaR 95%
-0.60%
Omega
15
Alpha
12.00%
Calmar
—
Treynor
-2.38
All metrics available across Since Inception, 24-Month, and 12-Month periods