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Subject:
Agile Investment Management - Senti-Wave 'V'
Agile Investment Management
Senti-Wave 'V'
QEP only
Overview
Charts
Stats & Ratios
Show All
Investment Strategy
Agile Investment Management was founded in 2019 to invest in and promote the Senti-Wave trading strategy. The strategy is designed to give consistent monthly returns, regardless of market direction. It benefits from market volatility and the program has been designed to provide steady, positive returns in trendless, choppy markets, which traded by usual methods have often proven very difficult to trade profitably.
Performance (VAMI)
Monthly Returns
Fund Manager
No data filled
General Information
Inception Date
Sep 2020
Minimum Investment
300,000 USD
Management Fee
1.00%
Performance Fee
20.00%
Highwater Mark
Yes
Phone
1-424-234-7250
E-mail
[email protected]
Website
Senti-Wave.com
Statistics
Total Return Cumulative
62.07%
Sharpe Ratio
1.33
Sortino Ratio
3.21
Winning Months (%)
72.09%
Correlation vs. S&P 500 TR
0.34
Monthly Performance
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
1.14
0.84
0.84
2.85
2023
1.49
0.48
1.07
0.30
0.61
0.50
0.49
2.19
-2.26
2.57
0.83
0.37
8.91
2022
-3.20
-1.21
-1.67
-4.22
13.38
-0.01
1.89
0.07
-3.48
3.25
1.45
2.13
7.50
2021
2.83
0.76
6.69
-0.41
1.31
2.46
1.91
2.00
-0.64
3.56
-1.65
7.36
29.06
2020
5.87
-3.25
2.53
-0.69
4.30
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
No data filled
Monthly Returns
Performance (VAMI)
Distribution of Monthly Returns
12 Month Rolling ROR
Up Capture vs. S&P 500 TR
Down Capture vs. S&P 500 TR
AUM
Chart not applicable - The program has no AUM data
Volatility (12 Months Rolling)
Risk/Return Comparison
Drawdown
Instruments
Data not available
No data filled
Return Statistics
Last Month
0.84%
Year To Date
2.85%
3 Month ROR
2.85%
12 Months ROR
8.67%
36 Month ROR
40.57%
Total Return Cumulative
62.07%
Total Return Annualized
14.42%
Best Month
13.38%
Winning Months (%)
72.09%
Gain Deviation
2.73
Risk Statistics
Standard Deviation Annualized
10.57%
Max Drawdown (Monthly)
-9.94%
Max Drawdown Length
5
Worst Month
-4.22%
Losing Months (%)
27.91%
Average Losing Month
-1.89%
Loss Deviation
1.32
Correlation vs S&P 500
0.34
Correlation vs DJ/CS MF
-0.35
Risk/Reward Statistics
Sharpe Ratio
1.33
Sortino Ratio
3.21
Omega Ratio
1.40
Skewness
1.60
Kurtosis
5.50
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-9.94%
-
4
-
1
-
01/2022
-
05/2022
-
2
-3.48%
-
1
-
2
-
09/2022
-
11/2022
-
3
-3.25%
-
1
-
3
-
10/2020
-
01/2021
-
4
-2.26%
-
1
-
1
-
09/2023
-
10/2023
-
5
-1.65%
-
1
-
1
-
11/2021
-
12/2021
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
13.38%
-4.22%
1.17%
0.84%
0.84%
72.09%
3 Months
15.51%
-6.96%
3.40%
2.90%
2.85%
87.80%
6 Months
15.20%
-4.90%
6.96%
6.77%
6.76%
97.37%
1 Year
29.06%
5.58%
14.00%
12.47%
8.67%
100.00%
2 Years
40.13%
17.07%
29.04%
27.90%
28.05%
100.00%
3 Years
55.32%
40.57%
48.65%
49.11%
40.57%
100.00%
5 Years
-
-
-
-
-
-
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
14.42%
48.13%
122.32%
374.51%
2001.68%
11479.05%
% Positive
72.09%
87.80%
97.37%
100.00%
100.00%
100.00%
Avg. Pos. Period
2.36%
4.33%
7.28%
14.00%
29.04%
48.65%
Avg. Neg. Period
-1.89%
-3.25%
-4.90%
-
-
-
Sharpe Ratio
1.33
2.98
5.86
8.46
16.30
38.24
Sortino Ratio
3.21
7.83
29.98
0.00
0.00
0.00
Standard Deviation
3.05%
3.96%
4.12%
5.73%
6.17%
4.41%
Downside Deviation
1.22%
1.47%
0.80%
0.00%
0.00%
0.00%
No data filled
Company Information
Minimum Investment
300,000 USD (notional funding: )
AUM
-
Management Fee
1.00%
Performance Fee
20.00%
Highwater Mark
Yes
RT per Million
220
Margin to Equity
11.00%
Legal Structure
Private Fund
Investment Restriction
Only for Qualified Eligible Persons
Company Information
Company
Agile Investment Management
Principal
-
Phone
1-424-234-7250
E-mail
[email protected]
License Number
NFA/CFTC 0527741
Location
Santa Monica , United States
Performance Compiled by
NAV Consulting
Monthly Performance
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
1.14
0.84
0.84
2.85
2023
1.49
0.48
1.07
0.30
0.61
0.50
0.49
2.19
-2.26
2.57
0.83
0.37
8.91
2022
-3.20
-1.21
-1.67
-4.22
13.38
-0.01
1.89
0.07
-3.48
3.25
1.45
2.13
7.50
2021
2.83
0.76
6.69
-0.41
1.31
2.46
1.91
2.00
-0.64
3.56
-1.65
7.36
29.06
2020
5.87
-3.25
2.53
-0.69
4.30
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
Strategy Description
Agile Investment Management was founded in 2019 to invest in and promote the Senti-Wave trading strategy. The strategy is designed to give consistent monthly returns, regardless of market direction. It benefits from market volatility and the program has been designed to provide steady, positive returns in trendless, choppy markets, which traded by usual methods have often proven very difficult to trade profitably.
Return Statistics
Last Month
0.84%
Year To Date
2.85%
3 Month ROR
2.85%
12 Months ROR
8.67%
36 Month ROR
40.57%
Total Return Cumulative
62.07%
Total Return Annualized
14.42%
Best Month
13.38%
Winning Months (%)
72.09%
Gain Deviation
2.73
Risk Statistics
Standard Deviation Annualized
10.57%
Max Drawdown (Monthly)
-9.94%
Max Drawdown Length
5
Worst Month
-4.22%
Losing Months (%)
27.91%
Average Losing Month
-1.89%
Loss Deviation
1.32
Correlation vs S&P 500
0.34
Correlation vs DJ/CS MF
-0.35
Risk/Reward Statistics
Sharpe Ratio
1.33
Sortino Ratio
3.21
Omega Ratio
1.40
Skewness
1.60
Kurtosis
5.50
Performance (VAMI)
Fund Manager
No data filled
Distribution of Monthly Returns
12 Month Rolling ROR
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-9.94%
-
4
-
1
-
01/2022
-
05/2022
-
2
-3.48%
-
1
-
2
-
09/2022
-
11/2022
-
3
-3.25%
-
1
-
3
-
10/2020
-
01/2021
-
4
-2.26%
-
1
-
1
-
09/2023
-
10/2023
-
5
-1.65%
-
1
-
1
-
11/2021
-
12/2021
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
13.38%
-4.22%
1.17%
0.84%
0.84%
72.09%
3 Months
15.51%
-6.96%
3.40%
2.90%
2.85%
87.80%
6 Months
15.20%
-4.90%
6.96%
6.77%
6.76%
97.37%
1 Year
29.06%
5.58%
14.00%
12.47%
8.67%
100.00%
2 Years
40.13%
17.07%
29.04%
27.90%
28.05%
100.00%
3 Years
55.32%
40.57%
48.65%
49.11%
40.57%
100.00%
5 Years
-
-
-
-
-
-
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
14.42%
48.13%
122.32%
374.51%
2001.68%
11479.05%
% Positive
72.09%
87.80%
97.37%
100.00%
100.00%
100.00%
Avg. Pos. Period
2.36%
4.33%
7.28%
14.00%
29.04%
48.65%
Avg. Neg. Period
-1.89%
-3.25%
-4.90%
-
-
-
Sharpe Ratio
1.33
2.98
5.86
8.46
16.30
38.24
Sortino Ratio
3.21
7.83
29.98
0.00
0.00
0.00
Standard Deviation
3.05%
3.96%
4.12%
5.73%
6.17%
4.41%
Downside Deviation
1.22%
1.47%
0.80%
0.00%
0.00%
0.00%
Up Capture vs. S&P 500 TR
Down Capture vs. S&P 500 TR
Drawdown
Volatility (12 Months Rolling)
Instruments
Data not available
AUM
Chart not applicable - The program has no AUM data
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No data filled
