Agile Investment Management

Senti-Wave 'V' QEP only

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 DateSep 2020
Minimum Investment300,000 USD
Management Fee1.00%
Performance Fee20.00%
Highwater MarkYes
Phone1-424-234-7250
E-mail[email protected]
WebsiteSenti-Wave.com

Statistics

Total Return Cumulative 66.05%
Sharpe Ratio 1.35
Sortino Ratio 3.26
Winning Months (%) 73.91%
Correlation vs. S&P 500 TR 0.32

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.14 0.84 0.84 1.09 0.72 0.63 5.38
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 0.63%
Year To Date 5.38%
3 Month ROR 2.46%
12 Months ROR 9.79%
36 Month ROR 39.32%
Total Return Cumulative 66.05%
Total Return Annualized 14.14%
Best Month 13.38%
Winning Months (%) 73.91%
Gain Deviation 2.64

Risk Statistics

Standard Deviation Annualized 10.23%
Max Drawdown (Monthly) -9.94%
Max Drawdown Length 5
Worst Month -4.22%
Losing Months (%) 26.09%
Average Losing Month -1.89%
Loss Deviation 1.32
Correlation vs S&P 500 0.32
Correlation vs DJ/CS MF -0.32

Risk/Reward Statistics

Sharpe Ratio 1.35
Sortino Ratio 3.26
Omega Ratio 1.39
Skewness 1.66
Kurtosis 6.06

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 BestWorstAverageMedianLastWinning %
1 Month 13.38%-4.22%1.15%0.83%0.63%73.91%
3 Months 15.51%-6.96%3.35%2.82%2.46%88.64%
6 Months 15.20%-4.90%6.84%6.22%5.38%97.56%
1 Year 29.06%5.58%13.62%11.50%9.79%100.00%
2 Years 40.13%17.07%28.55%27.76%20.82%100.00%
3 Years 55.32%39.32%46.64%48.61%39.32%100.00%
5 Years ------

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg14.14%47.32%119.30%356.52%1907.13%9718.82%
% Positive73.91%88.64%97.56%100.00%100.00%100.00%
Avg. Pos. Period2.22%4.20%7.13%13.62%28.55%46.64%
Avg. Neg. Period-1.89%-3.25%-4.90% - - -
Sharpe Ratio1.353.035.948.4115.4632.04
Sortino Ratio3.268.0030.590.000.000.00
Standard Deviation2.95%3.83%3.99%5.61%6.40%5.04%
Downside Deviation1.18%1.42%0.77%0.00%0.00%0.00%
No data filled

Company Information

Minimum Investment300,000 USD (notional funding: )
AUM -
Management Fee1.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million220
Margin to Equity11.00%
Legal StructurePrivate Fund
Investment RestrictionOnly for Qualified Eligible Persons

Company Information

CompanyAgile Investment Management
Principal -
Phone1-424-234-7250
E-mail[email protected]
License NumberNFA/CFTC 0527741
LocationSanta Monica , United States
Performance Compiled byNAV Consulting

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.14 0.84 0.84 1.09 0.72 0.63 5.38
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 0.63%
Year To Date 5.38%
3 Month ROR 2.46%
12 Months ROR 9.79%
36 Month ROR 39.32%
Total Return Cumulative 66.05%
Total Return Annualized 14.14%
Best Month 13.38%
Winning Months (%) 73.91%
Gain Deviation 2.64

Risk Statistics

Standard Deviation Annualized 10.23%
Max Drawdown (Monthly) -9.94%
Max Drawdown Length 5
Worst Month -4.22%
Losing Months (%) 26.09%
Average Losing Month -1.89%
Loss Deviation 1.32
Correlation vs S&P 500 0.32
Correlation vs DJ/CS MF -0.32

Risk/Reward Statistics

Sharpe Ratio 1.35
Sortino Ratio 3.26
Omega Ratio 1.39
Skewness 1.66
Kurtosis 6.06

Monthly Returns

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 BestWorstAverageMedianLastWinning %
1 Month 13.38%-4.22%1.15%0.83%0.63%73.91%
3 Months 15.51%-6.96%3.35%2.82%2.46%88.64%
6 Months 15.20%-4.90%6.84%6.22%5.38%97.56%
1 Year 29.06%5.58%13.62%11.50%9.79%100.00%
2 Years 40.13%17.07%28.55%27.76%20.82%100.00%
3 Years 55.32%39.32%46.64%48.61%39.32%100.00%
5 Years ------

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg14.14%47.32%119.30%356.52%1907.13%9718.82%
% Positive73.91%88.64%97.56%100.00%100.00%100.00%
Avg. Pos. Period2.22%4.20%7.13%13.62%28.55%46.64%
Avg. Neg. Period-1.89%-3.25%-4.90% - - -
Sharpe Ratio1.353.035.948.4115.4632.04
Sortino Ratio3.268.0030.590.000.000.00
Standard Deviation2.95%3.83%3.99%5.61%6.40%5.04%
Downside Deviation1.18%1.42%0.77%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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