Agenta Alternativa Investeringar

Agenta Investment Management AB

Strategy Description

Agenta Alternativa Investeringar is a multi-strategy absolute return fund with a broad investment mandate, which allows investing in different asset classes via both listed and unlisted securities, both direct and indirect investments. The fund has the ability to invest across a company’s entire capital structure in order to obtain the best risk-adjusted return. Agenta Alternativa Investeringar can invest in transferable securities, money market instruments, derivative instruments and fund units, as well as units in special funds, foreign alternative investment funds and UCITS funds. The fund can allocate a significant portion of its capital to hedge funds. Agenta Alternativa Investeringar’s investments are predominantly focused in Sweden, but the investment mandate allows the fund to invest globally as well.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM -
Inception DateJan 2019
Management Fee0.24%
Performance Fee15.00%
SFDR Classification -

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 1.03 -0.25 1.48 0.47 0.58 0.75 0.75 1.22 0.97 0.71 0.21 8.20
2023 1.42 1.07 0.42 0.36 0.28 0.57 0.36 0.66 0.22 -0.29 0.25 0.46 5.92
2022 0.04 0.00 0.49 0.92 -0.24 -1.89 1.04 1.23 -0.69 -0.17 0.59 0.79 2.09
2021 0.77 1.36 0.93 1.81 0.73 1.02 0.91 1.37 0.20 1.25 0.35 0.96 12.29
2020 0.79 -1.22 -14.49 2.56 2.07 5.14 1.67 2.12 1.05 -0.08 2.09 1.07 1.36
2019 0.79 0.46 0.61 0.88 0.60 0.87 1.66 0.18 0.60 -0.20 0.67 0.85 8.26

Portfolio Managers

Stefan Engström, portfolio manager of Agenta Alternativa Investeringar​. 

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 -15.53% 2 9 02/2020 12/2020
2 -2.13% 2 2 05/2022 08/2022
3 -0.86% 2 2 09/2022 12/2022
4 -0.29% 1 2 10/2023 12/2023
5 -0.25% 1 1 02/2024 03/2024

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.63%0.77%0.70%0.60%0.46%
% Positive100.00%100.00%91.67%91.67%80.56%
Avg. Pos. Period0.63%0.77%0.78%0.68%0.70%
Avg. Neg. Period - - -0.25%-0.27%-0.59%
Sharpe Ratio6.928.695.494.732.52
Sortino Ratio0.000.0033.4726.724.66
Monthly Volatility0.32%0.31%0.44%0.44%0.64%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.14%-14.49%0.54%0.73%0.21%84.51%
3 Months 10.06%-14.87%1.63%1.90%1.90%91.30%
6 Months 15.47%-13.74%3.18%3.82%4.69%87.88%
1 Year 22.73%-9.53%6.11%5.83%8.70%86.67%
2 Years 34.40%8.14%14.07%12.92%15.51%100.00%
3 Years 40.48%16.19%21.72%20.13%18.12%100.00%
5 Years 34.91%31.83%33.38%33.22%34.30%100.00%

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 Alternativa Investeringar is a multi-strategy absolute return fund with a broad investment mandate, which allows investing in different asset classes via both listed and unlisted securities, both direct and indirect investments. The fund has the ability to invest across a company’s entire capital structure in order to obtain the best risk-adjusted return. Agenta Alternativa Investeringar can invest in transferable securities, money market instruments, derivative instruments and fund units, as well as units in special funds, foreign alternative investment funds and UCITS funds. The fund can allocate a significant portion of its capital to hedge funds. Agenta Alternativa Investeringar’s investments are predominantly focused in Sweden, but the investment mandate allows the fund to invest globally as well.

Fund Information

General Information

NHX CategoryDiversified
NHX CountrySweden
Legal StructureAlternative Investment Fund
Fund DomicileSweden
Minimum Investment1,000,000 SEK
AUM -
Inception DateJan 2019
Management Fee0.24%
Performance Fee15.00%
SFDR Classification -

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 1.03 -0.25 1.48 0.47 0.58 0.75 0.75 1.22 0.97 0.71 0.21 8.20
2023 1.42 1.07 0.42 0.36 0.28 0.57 0.36 0.66 0.22 -0.29 0.25 0.46 5.92
2022 0.04 0.00 0.49 0.92 -0.24 -1.89 1.04 1.23 -0.69 -0.17 0.59 0.79 2.09
2021 0.77 1.36 0.93 1.81 0.73 1.02 0.91 1.37 0.20 1.25 0.35 0.96 12.29
2020 0.79 -1.22 -14.49 2.56 2.07 5.14 1.67 2.12 1.05 -0.08 2.09 1.07 1.36
2019 0.79 0.46 0.61 0.88 0.60 0.87 1.66 0.18 0.60 -0.20 0.67 0.85 8.26

Portfolio Managers

Stefan Engström, portfolio manager of Agenta Alternativa Investeringar​. 

Return Statistics

Last Month Return 0.21%
3 Month Return 1.90%
Year to Date Return 8.20%
12 Month Return 8.70%
36 Month Return 18.12%
Total Return Annualized 6.38%
Winning Months (%) 84.51%
Average Winning Month 0.96%
Average Losing Month -1.95%
Total Return Cumulative 44.16%

Risk Statistics (12M)

1 Year
Sharpe Ratio5.49
Sortino Ratio33.47
Sterling0.85
Calmar34.79
Skewness-0.41
Kurtosis1.54
Maximum Drawdown-0.25%
Correlation vs S&P 500-0.24
Annualized Volatility1.53%
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 -15.53% 2 9 02/2020 12/2020
2 -2.13% 2 2 05/2022 08/2022
3 -0.86% 2 2 09/2022 12/2022
4 -0.29% 1 2 10/2023 12/2023
5 -0.25% 1 1 02/2024 03/2024

Drawdown

Up Capture vs. NHX Composite

Down Capture vs. NHX Composite

Time Window Analysis

3 Months6 Months1 Year2 Years3 Years
Avg. Monthly Return0.63%0.77%0.70%0.60%0.46%
% Positive100.00%100.00%91.67%91.67%80.56%
Avg. Pos. Period0.63%0.77%0.78%0.68%0.70%
Avg. Neg. Period - - -0.25%-0.27%-0.59%
Sharpe Ratio6.928.695.494.732.52
Sortino Ratio0.000.0033.4726.724.66
Monthly Volatility0.32%0.31%0.44%0.44%0.64%

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.14%-14.49%0.54%0.73%0.21%84.51%
3 Months 10.06%-14.87%1.63%1.90%1.90%91.30%
6 Months 15.47%-13.74%3.18%3.82%4.69%87.88%
1 Year 22.73%-9.53%6.11%5.83%8.70%86.67%
2 Years 34.40%8.14%14.07%12.92%15.51%100.00%
3 Years 40.48%16.19%21.72%20.13%18.12%100.00%
5 Years 34.91%31.83%33.38%33.22%34.30%100.00%

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.

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

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