Strategic Objectives
Long-Term Cumulative Returns
Our strategies are built to outperform over years and market cycles by preserving capital and selectively partaking in market opportunities.
Lower Volatility
Our model identifies volatility signals from the equity and equity-linked markets to dynamically optimize portfolio exposures, benefiting from volatility and buffering downside risk.
Liquid & Diversified
We trade the most liquid index linked products to produce a highly diversified investment vehicle spanning across equities and treasuries.
Downside Protection & Upside Participation
A return profile like those using options for downside protection but without paying the expensive premium associated with them. The result is a truncated downside and ability to run with the market on the upside.
A Systematic Approach Removing Human Sentiment
Investor emotions introduce inefficiencies to the market & creates opportunities. We systematically remove emotions from the investment process.
AGENA is a disciplined quantitatively-based investment manager that that has developed an innovative, liquid and transparent investment strategy providing growth during expansionary periods and portfolio preservation during periods of volatility without the high cost of downside protection.