Systematic Alpha Management LLC
Hedge Fund
Commodities, Multi Strategy, Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Commodities, Multi Strategy, Quantitative
Region
North America
AUM
$180.0M
Founded
2007
Investments
—
Key People
4 people
Milen Bourilkov
Head Trader
Email
LinkedIn
Sandy Chotai
Director
Email
LinkedIn
Peter Kambolin
CEO
Email
LinkedIn
KS
Kathy Sanchez
Office Manager
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0141
2026 YTD
21.44%
Sharpe Ratio
0.42
Sortino Ratio
0.63
Max Drawdown
-0.4063
BTC Correlation
0.21
Best Month
0.3265
Worst Month
-0.4044
Positive Months
16 of 94
Since Inception
Cumul. Return
0.0141
Sharpe
0.42
Sortino
0.63
Max Drawdown
-0.4063
Skewness
-0.64
Kurtosis
4.08
VaR 95%
-0.1905
CVaR 95%
-0.2696
Omega
1.4
Alpha
0.1323
Beta
0.12
Correlation
0.21
Calmar
0.45
Treynor
1.54
Best Month
0.3265
Worst Month
-0.4044
24-Month Rolling
Cumul. Return
—
Sharpe
—
Sortino
—
Max Drawdown
-0.2308
Beta
—
Correlation
—
VaR 95%
—
Skewness
—
Kurtosis
—
CVaR 95%
—
Omega
—
Alpha
—
Calmar
—
Treynor
—
12-Month Rolling
Cumul. Return
—
Sharpe
—
Sortino
—
Max Drawdown
-0.2308
Beta
—
Correlation
—
VaR 95%
—
Skewness
—
Kurtosis
—
CVaR 95%
—
Omega
—
Alpha
—
Calmar
—
Treynor
—
All metrics available across Since Inception, 24-Month, and 12-Month periods