Agenta Alternative Fixed Income

Agenta Investment Management AB

Strategy Description

Agenta Alternative Fixed Income is an absolute return, fixed income-based fund investing primarily in corporate bonds (buy and hold), credit funds and fixed income, Libor Plus absolute return type of funds. The fund invests internationally and is hedged in Swedish Krona. The fund aims to allocate dynamically between interarest rate and credit risk over a cycle to produce stable, net real return above a risk free rate of return (SSVX3M). Average credit quality is expected to be A (Standard & Poor’s), with an average duration of 1-3 years.

Fund Information

General Information

NHX CategoryFixed Income
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM -
Inception DateJan 2012
Management Fee0.51%
Performance Fee15.00%

Company Information

CompanyAgenta Investment Management AB
AddressKungsgatan 3
Stockholm, 111 43
Phone+46 8 402 19 01
E-mail[email protected]
Websitewww.agenta.nu
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.82 0.20 0.69 1.22 1.32 0.70 6.09
2023 1.78 1.15 -0.17 0.50 -0.58 0.26 0.47 0.39 0.88 0.11 0.91 1.25 7.15
2022 -0.18 -1.60 -0.46 -0.19 -0.19 -3.89 1.15 0.48 -1.24 -0.95 0.34 0.05 -6.57
2021 0.51 0.07 0.35 0.54 0.40 0.40 0.23 0.51 0.13 -0.21 -0.01 0.33 3.29
2020 0.35 -0.42 -8.75 2.13 1.32 2.40 1.24 1.38 0.25 0.00 1.27 0.94 1.63
2019 0.60 0.31 0.36 0.49 0.05 0.49 0.33 -0.05 0.45 0.31 0.07 0.48 3.96
2018 0.40 -0.11 0.03 0.10 -0.32 -0.05 0.31 -0.36 0.36 -0.19 -0.32 -0.09 -0.24
2017 0.40 0.50 0.40 0.31 0.40 0.25 0.23 0.23 0.14 0.17 0.03 0.05 3.15
2016 -0.90 -0.60 1.17 0.88 0.41 0.10 0.48 0.58 0.32 0.46 0.00 0.30 3.23
2015 0.48 0.49 0.32 0.27 -0.04 -0.48 0.38 -0.58 -0.59 0.44 0.23 -0.37 0.54
2014 0.52 0.26 0.43 0.33 0.17 0.28 0.29 0.03 0.24 -0.35 0.02 -0.39 1.84
2013 0.40 0.19 0.17 0.57 0.56 -0.10 0.30 0.50 0.40 0.50 0.44 0.48 4.50
2012 0.28 0.57 0.59 0.20 0.27 0.30 0.70 0.61 0.38 0.50 0.50 0.38 5.41

Portfolio Managers

 
No data filled

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. HedgeNordic in no way guarantees the accuracy of these numbers and has supplied them to you for information purposes only. This does not constitute a solicitation to buy or an offer to sell. No investment should be made without fully reviewing the associated risk factors, fees and conflicts of interest as outlined in each fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. Past results are not necessarily indicative of future results. Trade only with risk capital. Sales restrictions may apply in your jurisdiction.

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -9.13% 2 8 02/2020 11/2020
2 -6.93% 10 14 01/2022 12/2023
3 -2.49% 10 4 05/2015 06/2016
4 -0.72% 3 2 10/2014 02/2015
5 -0.66% 8 2 05/2018 02/2019

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.08%0.99%0.83%0.53%0.19%
% Positive100.00%100.00%100.00%83.33%66.67%
Avg. Pos. Period1.08%0.99%0.83%0.78%0.70%
Avg. Neg. Period - - - -0.74%-0.81%
Sharpe Ratio13.776.555.922.440.68
Sortino Ratio0.000.000.005.350.89
Monthly Volatility0.27%0.52%0.49%0.75%1.02%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.40%-8.75%0.22%0.32%0.70%77.33%
3 Months 5.96%-8.82%0.66%0.87%3.27%77.70%
6 Months 9.03%-8.03%1.26%1.62%6.09%77.93%
1 Year 12.48%-6.64%2.27%2.45%10.41%79.14%
2 Years 13.46%-5.74%3.91%3.79%13.46%85.83%
3 Years 12.40%-3.71%5.84%6.13%7.25%92.17%
5 Years 16.57%-0.06%9.94%10.22%13.27%98.90%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Chart not applicable - The program has no AUM data

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. HedgeNordic in no way guarantees the accuracy of these numbers and has supplied them to you for information purposes only. This does not constitute a solicitation to buy or an offer to sell. No investment should be made without fully reviewing the associated risk factors, fees and conflicts of interest as outlined in each fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. Past results are not necessarily indicative of future results. Trade only with risk capital. Sales restrictions may apply in your jurisdiction.

Strategy Description

Agenta Alternative Fixed Income is an absolute return, fixed income-based fund investing primarily in corporate bonds (buy and hold), credit funds and fixed income, Libor Plus absolute return type of funds. The fund invests internationally and is hedged in Swedish Krona. The fund aims to allocate dynamically between interarest rate and credit risk over a cycle to produce stable, net real return above a risk free rate of return (SSVX3M). Average credit quality is expected to be A (Standard & Poor’s), with an average duration of 1-3 years.

Fund Information

General Information

NHX CategoryFixed Income
NHX CountrySweden
Legal StructureSwedish Special Fund
Fund DomicileSweden
Minimum Investment100,000 SEK
AUM -
Inception DateJan 2012
Management Fee0.51%
Performance Fee15.00%

Company Information

CompanyAgenta Investment Management AB
AddressKungsgatan 3
Stockholm, 111 43
Phone+46 8 402 19 01
E-mail[email protected]
Websitewww.agenta.nu
Social Media

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.82 0.20 0.69 1.22 1.32 0.70 6.09
2023 1.78 1.15 -0.17 0.50 -0.58 0.26 0.47 0.39 0.88 0.11 0.91 1.25 7.15
2022 -0.18 -1.60 -0.46 -0.19 -0.19 -3.89 1.15 0.48 -1.24 -0.95 0.34 0.05 -6.57
2021 0.51 0.07 0.35 0.54 0.40 0.40 0.23 0.51 0.13 -0.21 -0.01 0.33 3.29
2020 0.35 -0.42 -8.75 2.13 1.32 2.40 1.24 1.38 0.25 0.00 1.27 0.94 1.63
2019 0.60 0.31 0.36 0.49 0.05 0.49 0.33 -0.05 0.45 0.31 0.07 0.48 3.96
2018 0.40 -0.11 0.03 0.10 -0.32 -0.05 0.31 -0.36 0.36 -0.19 -0.32 -0.09 -0.24
2017 0.40 0.50 0.40 0.31 0.40 0.25 0.23 0.23 0.14 0.17 0.03 0.05 3.15
2016 -0.90 -0.60 1.17 0.88 0.41 0.10 0.48 0.58 0.32 0.46 0.00 0.30 3.23
2015 0.48 0.49 0.32 0.27 -0.04 -0.48 0.38 -0.58 -0.59 0.44 0.23 -0.37 0.54
2014 0.52 0.26 0.43 0.33 0.17 0.28 0.29 0.03 0.24 -0.35 0.02 -0.39 1.84
2013 0.40 0.19 0.17 0.57 0.56 -0.10 0.30 0.50 0.40 0.50 0.44 0.48 4.50
2012 0.28 0.57 0.59 0.20 0.27 0.30 0.70 0.61 0.38 0.50 0.50 0.38 5.41

Portfolio Managers

 
No data filled

Return Statistics

Last Month Return 0.70%
3 Month Return 3.27%
Year to Date Return 6.09%
12 Month Return 10.41%
36 Month Return 7.25%
Total Return Annualized 2.66%
Winning Months (%) 77.33%
Average Winning Month 0.50%
Average Losing Month -0.77%
Total Return Cumulative 38.86%

Risk Statistics (12M)

1 Year
Sharpe Ratio5.92
Sortino Ratio0.00
Sterling1.04
Calmar -
Skewness0.44
Kurtosis0.36
Maximum Drawdown0.00%
Correlation vs S&P 5000.07
Annualized Volatility1.68%
Annualized Down. Deviation0.00%

Risk/Return Comparison

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 MONTH ROLLING ROR Return

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -9.13% 2 8 02/2020 11/2020
2 -6.93% 10 14 01/2022 12/2023
3 -2.49% 10 4 05/2015 06/2016
4 -0.72% 3 2 10/2014 02/2015
5 -0.66% 8 2 05/2018 02/2019

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return1.08%0.99%0.83%0.53%0.19%
% Positive100.00%100.00%100.00%83.33%66.67%
Avg. Pos. Period1.08%0.99%0.83%0.78%0.70%
Avg. Neg. Period - - - -0.74%-0.81%
Sharpe Ratio13.776.555.922.440.68
Sortino Ratio0.000.000.005.350.89
Monthly Volatility0.27%0.52%0.49%0.75%1.02%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 2.40%-8.75%0.22%0.32%0.70%77.33%
3 Months 5.96%-8.82%0.66%0.87%3.27%77.70%
6 Months 9.03%-8.03%1.26%1.62%6.09%77.93%
1 Year 12.48%-6.64%2.27%2.45%10.41%79.14%
2 Years 13.46%-5.74%3.91%3.79%13.46%85.83%
3 Years 12.40%-3.71%5.84%6.13%7.25%92.17%
5 Years 16.57%-0.06%9.94%10.22%13.27%98.90%

Volatility (12 Months Rolling)

CORRELATION (12 MONTH ROLLING)

AUM (EUR)

Disclaimer

This information is intended for institutional investors only. All data including performance numbers have been supplied by the respective managers and funds. HedgeNordic in no way guarantees the accuracy of these numbers and has supplied them to you for information purposes only. This does not constitute a solicitation to buy or an offer to sell. No investment should be made without fully reviewing the associated risk factors, fees and conflicts of interest as outlined in each fund’s risk disclosure document. There may be funds which have chosen not to be listed in the HedgeNordic database and the NHX that may have better or worse performance than those in our database.

The risk of loss in investing in hedge funds can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. Past results are not necessarily indicative of future results. Trade only with risk capital. Sales restrictions may apply in your jurisdiction.