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 AUM | €24.5m |
Fund AUM (GBP) | £21m |
Fund AUM as of | 28 February 2018 |
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