The hedge fund Visium Asset Management is being investigated by the Justice Department and the Securities and Exchange Commission, the fund told investors on Monday.

The agencies have requested information from several years ago relating to Visium’s valuation of certain securities in a credit fund it shut down in 2013. The authorities are also looking at Visium’s trading of certain securities and the firm’s use of a consultant more than five years ago.

Jacob Gottlieb, the chief investment officer of Visium, wrote to investors on Monday. In the letter, a copy of which was reviewed by The New York Times, Mr. Gottlieb said that Visium was cooperating with the government and that “we will work through this matter and will continue to proactively and diligently manage the situation.”

“We expect only the highest ethical conduct from all our employees,” he added.

Visium started its Credit Opportunities fund in 2009. It is not the first fund that Visium liquidated in recent years. In November, the firm liquidated another fund called the Visium Event Driven Fund, according to a regulatory filing.