Seven Fortress Fund

Overview

Fund Strategy Market Neutral
Fund Geography Global
Investment Advisor Seven Capital Management
Portfolio Manager Seven Capital Management
Fund Currency EUR
Fund AUM €2m
Fund AUM (GBP) £1m
Fund AUM as of 31 August 2017
Fund Inception 15 July 2016
Fund Indices AH Market Neutral UCITS Index
Sub Index - Market Neutral Systematic

Fund Objective

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.

Reference Index

EONIA

Teaser@2x

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