Pythagoras Investment Management LLC
Hedge Fund
Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Quantitative
Region
North America
AUM
$70.0M
Founded
2015
Investments
—
Key People
3 people
Eric Zhao
Partner
Email
LinkedIn
Mitchell Dong
Founder
Email
LinkedIn
Yusen Chau
Director of Trading
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.016
2026 YTD
-5.88%
Sharpe Ratio
1.08
Sortino Ratio
2.43
Max Drawdown
—
BTC Correlation
0.13
Best Month
0.2073
Worst Month
-0.113
Positive Months
50 of 94
Since Inception
Cumul. Return
0.016
Sharpe
1.08
Sortino
2.43
Max Drawdown
—
Skewness
1.04
Kurtosis
1.91
VaR 95%
-0.0762
CVaR 95%
-0.0763
Omega
2.33
Alpha
0.1884
Beta
0.04
Correlation
0.13
Calmar
—
Treynor
5.62
Best Month
0.2073
Worst Month
-0.113
24-Month Rolling
Cumul. Return
49.42%
Sharpe
1.81
Sortino
5.11
Max Drawdown
—
Beta
0.15
Correlation
0.5755
VaR 95%
-4.31%
Skewness
1.07
Kurtosis
2.82
CVaR 95%
-3.79%
Omega
4.35
Alpha
13.85%
Calmar
—
Treynor
1.59
12-Month Rolling
Cumul. Return
1.20%
Sharpe
0.1864
Sortino
0.2522
Max Drawdown
—
Beta
0.1924
Correlation
0.718
VaR 95%
-3.72%
Skewness
-1.1119
Kurtosis
2.8589
CVaR 95%
-5.58%
Omega
1.1672
Alpha
-0.78%
Calmar
—
Treynor
0.08
All metrics available across Since Inception, 24-Month, and 12-Month periods