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We present the first systematic analysis of personality dimensions developed specifically to describe the personality of speech-based conversational agents. Following the psycholexical approach from psychology, we first report on a new multi-method approach to collect potentially descriptive adjectives from 1) a free description task in an online survey (228 unique descriptors), 2) an interaction task in the lab (176 unique descriptors), and 3) a text analysis of 30,000 online reviews of conversational agents (Alexa, Google Assistant, Cortana) (383 unique descriptors). We aggregate the results into a set of 349 adjectives, which are then rated by 744 people in an online survey. A factor analysis reveals that the commonly used Big Five model for human personality does not adequately describe agent personality. As an initial step to developing a personality model, we propose alternative dimensions and discuss implications for the design of agent personalities, personality-aware personalisation, and future research.