Seven Fortress Fund
|Fund Strategy||Market Neutral|
|Investment Advisor||Seven Capital Management|
|Portfolio Manager||Seven Capital Management|
|Fund Inception||15 July 2016|
AH Market Neutral UCITS Index
Sub Index - Market Neutral Systematic
The fund’s objective is to outperform the capitalised EONIA over a minimum investment horizon of five years. The investment process is based on three stages: 1) Screening of the securities making up the Stoxx Europe 600 index and SP500, eliminating securities with a low daily volume. 2) Classification of securities according to various criteria, such as momentum, risk and business ratios. 3) Filtering securities with too high a volatility level. Following these three stages, the fund will have on average 100 European securities and 100 US securities in its portfolio.