KPTL Arbitrage Management
Hedge Fund
Arbitrage, Quantitative
Fund Overview
Type
Hedge Fund
Strategy
Arbitrage, Quantitative
Region
South America
AUM
$14.4M
Founded
2020
Investments
—
Key People
4 people
RR
Renato Ramalho
CEO
Email
LinkedIn
GJ
Gustavo Junqueira
Chief Operating Officer
Email
LinkedIn
RC
Rogerio Carvalho
Head of Legal
Email
LinkedIn
CB
Christiane Bechara
Chief Financial Officer and Head of Compliance
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
-0.0004
2026 YTD
-0.52%
Sharpe Ratio
-0.08
Sortino Ratio
-0.16
Max Drawdown
—
BTC Correlation
-0.66
Best Month
0.0374
Worst Month
-0.0174
Positive Months
3 of 94
Since Inception
Cumul. Return
-0.0004
Sharpe
-0.08
Sortino
-0.16
Max Drawdown
—
Skewness
1.6
Kurtosis
2.92
VaR 95%
-0.0294
CVaR 95%
-0.0174
Omega
0.94
Alpha
0.121
Beta
-0.06
Correlation
-0.66
Calmar
—
Treynor
0.09
Best Month
0.0374
Worst Month
-0.0174
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