Seven Absolute Return
Overview
| Fund Strategy | Managed Futures |
|---|---|
| Fund Geography | Global |
| Investment Advisor | Seven Capital Management |
| Portfolio Manager | Seven Capital Management |
| Fund Currency | EUR |
| Fund Inception | 05 June 2009 |
| Fund Indices | AH Managed Futures UCITS Index |
Fund Objective
The fund pursues a trend following strategy using a multi-model approach based upon momentum and quantitative macro factors. The programme exploits medium to long term trends (Max 2 Years) with a target volatility of 10%. The fund trades equity and fixed income futures markets and cash.
Reference Index
EONIA
