Protos Management
Hedge Fund
Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Quantitative
Region
Europe
AUM
—
Founded
2017
Investments
80+
Key People
4 people
Bosse Rothe
Portfolio Manager
Email
LinkedIn
Bosse Rothe
Portfolio Manager
Email
LinkedIn
Philipp Kallerhoff
Founder
Email
LinkedIn
Matthew Shaw
Founder
Email
LinkedIn
Portfolio Investments
80 known investments
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0131
2026 YTD
-17.46%
Sharpe Ratio
0.36
Sortino Ratio
0.62
Max Drawdown
-0.6921
BTC Correlation
0.62
Best Month
0.4324
Worst Month
-0.2979
Positive Months
41 of 94
Since Inception
Cumul. Return
0.0131
Sharpe
0.36
Sortino
0.62
Max Drawdown
-0.6921
Skewness
0.63
Kurtosis
1.13
VaR 95%
-0.2095
CVaR 95%
-0.2494
Omega
1.31
Alpha
-0.0383
Beta
0.42
Correlation
0.62
Calmar
0.24
Treynor
0.4
Best Month
0.4324
Worst Month
-0.2979
24-Month Rolling
Cumul. Return
84.74%
Sharpe
1.03
Sortino
1.98
Max Drawdown
-0.2654
Beta
0.67
Correlation
0.7145
VaR 95%
-20.29%
Skewness
0.6
Kurtosis
1.55
CVaR 95%
-20.60%
Omega
1.94
Alpha
10.07%
Calmar
1.95
Treynor
0.77
12-Month Rolling
Cumul. Return
-24.73%
Sharpe
-0.4318
Sortino
-0.5316
Max Drawdown
-0.2654
Beta
0.773
Correlation
0.6668
VaR 95%
-21.35%
Skewness
-0.6337
Kurtosis
-0.6279
CVaR 95%
-25.00%
Omega
0.7119
Alpha
-17.05%
Calmar
-0.68
Treynor
-0.23
All metrics available across Since Inception, 24-Month, and 12-Month periods