Grayscale Investments LLC
Hedge Fund
Index Fund, ICOs, Index Funds
Fund Overview
Type
Hedge Fund
Strategy
Index Fund, ICOs, Index Funds
Region
North America
AUM
$15,100.0M
Founded
2013
Investments
6+
Key People
4 people
Michael Sonnenshein
Managing Director
Email
LinkedIn
Samantha McDonald
Vice President
Email
LinkedIn
BS
Barry Silbert
Founder
Email
LinkedIn
SP
Suave Przywalny
Director
Email
LinkedIn
Portfolio Investments
6 known investments
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0768
2026 YTD
-7.66%
Sharpe Ratio
1.15
Sortino Ratio
3.31
Max Drawdown
-0.8366
BTC Correlation
0.83
Best Month
2.5155
Worst Month
-0.4129
Positive Months
57 of 94
Since Inception
Cumul. Return
0.0768
Sharpe
1.15
Sortino
3.31
Max Drawdown
-0.8366
Skewness
3.55
Kurtosis
20.56
VaR 95%
-0.514
CVaR 95%
-0.3471
Omega
2.09
Alpha
-0.1393
Beta
1.34
Correlation
0.83
Calmar
1.71
Treynor
1.06
Best Month
2.5155
Worst Month
-0.4129
24-Month Rolling
Cumul. Return
134.75%
Sharpe
1.35
Sortino
2.97
Max Drawdown
-0.2552
Beta
1.02
Correlation
0.9848
VaR 95%
-21.09%
Skewness
0.86
Kurtosis
1.28
CVaR 95%
-17.31%
Omega
2.21
Alpha
-1.88%
Calmar
2.87
Treynor
0.72
12-Month Rolling
Cumul. Return
-7.90%
Sharpe
-0.0558
Sortino
-0.0765
Max Drawdown
-0.2552
Beta
0.9929
Correlation
0.9984
VaR 95%
-17.27%
Skewness
-0.471
Kurtosis
-0.7522
CVaR 95%
-17.45%
Omega
0.9612
Alpha
-2.33%
Calmar
-0.08
Treynor
-0.02
All metrics available across Since Inception, 24-Month, and 12-Month periods