Seven Absolute Return
|Fund Strategy||Managed Futures|
|Investment Advisor||Seven Capital Management|
|Portfolio Manager||Seven Capital Management|
|Fund Inception||05 June 2009|
|Fund Indices||AH Managed Futures UCITS Index|
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.