Lemvi S.A.
Hedge Fund
Fund of Funds, Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Fund of Funds, Quantitative
Region
Europe
AUM
—
Founded
—
Investments
—
Key People
4 people
MH
Michael Hall
Portfolio Manager
Email
LinkedIn
IG
Irina Golofast
Chief Operating Officer
Email
LinkedIn
MG
Maxime Gillot
Founder
Email
LinkedIn
NV
Nicholas Verwilghen
Advisor
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.038
2026 YTD
20.43%
Sharpe Ratio
1.92
Sortino Ratio
11.21
Max Drawdown
-0.2273
BTC Correlation
0.4
Best Month
0.569
Worst Month
-0.0828
Positive Months
—
Since Inception
Cumul. Return
0.038
Sharpe
1.92
Sortino
11.21
Max Drawdown
-0.2273
Skewness
4.59
Kurtosis
26.29
VaR 95%
-0.1017
CVaR 95%
-0.0566
Omega
10.05
Alpha
0.3347
Beta
0.15
Correlation
0.4
Calmar
2.48
Treynor
3.66
Best Month
0.569
Worst Month
-0.0828
24-Month Rolling
Cumul. Return
59.03%
Sharpe
3.05
Sortino
—
Max Drawdown
—
Beta
-0.02
Correlation
-0.0886
VaR 95%
-2.15%
Skewness
2.44
Kurtosis
6.08
CVaR 95%
0.23%
Omega
—
Alpha
23.61%
Calmar
—
Treynor
-17.59
12-Month Rolling
Cumul. Return
18.73%
Sharpe
4.4369
Sortino
—
Max Drawdown
—
Beta
-0.0108
Correlation
-0.2243
VaR 95%
-0.57%
Skewness
2.4771
Kurtosis
7.5485
CVaR 95%
0.14%
Omega
—
Alpha
12.51%
Calmar
—
Treynor
-17.47
All metrics available across Since Inception, 24-Month, and 12-Month periods