JKL Capital
Hedge Fund
Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Quantitative
Region
Asia
AUM
$283.0M
Founded
2018
Investments
—
Key People
2 people
Lin Cheung
CEO
Email
LinkedIn
Jingyuan Ye
Chairman
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0185
2026 YTD
-8.76%
Sharpe Ratio
1.41
Sortino Ratio
3.62
Max Drawdown
—
BTC Correlation
0.29
Best Month
0.161
Worst Month
-0.0734
Positive Months
33 of 94
Since Inception
Cumul. Return
0.0185
Sharpe
1.41
Sortino
3.62
Max Drawdown
—
Skewness
0.83
Kurtosis
0.36
VaR 95%
-0.0645
CVaR 95%
-0.0574
Omega
2.91
Alpha
0.1913
Beta
0.07
Correlation
0.29
Calmar
—
Treynor
3.76
Best Month
0.161
Worst Month
-0.0734
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