Seven Capital, historic French manager in Momentum strategies
begins its 28th year of Track Record.
Seven Absolute Return Momentum Index : – For qualified investors only - is a Certificate issued by Natixis replicating the Long/Short multi-asset class strategy of Seven Capital. The investment process is based on an analysis of the medium and long term trends in the prices of financial assets as well as their risks. The target volatility of the certificate is 10%. The Certificate invests in interest rate markets and global equity markets through futures contracts.
An experienced manager: a specialist in macro-systematic strategies for more than 27 years, the management team has built its success on a long experience acquired in alternative management (Rivoli fund Management) and banking market activities ( SG Warburg, BNP).
Based in Paris, Seven Capital is regulated by the AMF and the CSSF.
Seven Capital
Macro Systematic
Long/Short Momentum Program
27 years of history One of the longest track record in Europe One of the best European team in Momentun Management
With a 16-year track record, the eurozone large-cap equities fund’s outperformance stands at 62% since 2007 relative to its benchmark (Euro Stoxx 50 (dividends included)). The Momentum-based stock-picking process combined with the Dividend Yield strategy brings a high degree of diversification to equity components.
Experienced Manager: Seven is a seasoned manager who has been running Macro systematic strategies for over 16 years. The team has built their intellectual property at different successful funds until merging it into Seven. They operate out of Paris and are regulated by the AMF and the CSSF. They strictly invest in liquid, cleared, transparent markets.
Equity markets stabilized in October to resume a positive trend after the low point of October 14, 2022. Equity exposure, after a low of 28% on October 19, perfectly accompanied the recovery of equity markets to rise to 40% on November 7, 2022, i.e. a risk recovery of + 43% compared to its low point in mid-October, demonstrating the responsiveness of Version 4 of the allocation methods. Exposures on the 3 rate curves ($/€/Y) remain very low.
25 years of history
One of the longest track record in Europe
One of the best European team in Momentun Management
Reminder: the main characteristic of the V4 allocation method in the Seven Force range is its ability to take on risk on market lows des marchés but also to disengage from markets that go into correction or become deeply bearish.
Reminder: the main characteristic of the V4 allocation method is its ability to take on risk on market lows.
The recovery of the markets from July to Mid-August allows an initial analysis of the responsiveness of the V4 allocation model.
This gave full satisfaction.
Following the recent chaotic period on financial markets, please find below the graph of the distribution of the equity exposure of the fund Seven Force 5 Version 4.
Seven Force 2 and Seven Force 5 version 4 allocation methods are now well integrated. As a consequence we wanted to provide a quick technical explanation and update as of Monday, May the 9, 2022
Version 4 of our allocation process is a significant step forward for our range of funds, Seven Force.
It provides more responsiveness and a greater capacity for larger exposure to the asset classes making up our rates & equities portfolio, particularly on the equities.
Seven Capital Management Research & Development activities’ aim to improve and make perfect our Momentum management strategies with three main objectives
Markets had a tough January with plunges of over -12% on the SP500, over -17% on the Nasdaq and nearly -9% on the EuroStoxx 50 between the highs and the lows in January with, moreover, a violent sector rotation.
The entire Seven Force Range of Funds started the month with an almost maximum equity allocation (61% out of 65% on the Seven Force 5), as the Medium/Long term trends are still bullish.
Seven Force 5 celebrates its 15 years track record
Sicav Ucits - Momentum approach - absolute return
A core portfolio fund
