SEVEN CAPITAL MANAGEMENT : The company

An experienced Asset Manager:

Specializing in macro-systematic Momentum strategies for over 28 years, the management team has built its success on long experience acquired in alternative asset management (Rivoli fund Management) and market activities in Investment Banking (SG Warburg, BNP, Credit Agricole).

Based in Paris, Seven Capital is regulated by the AMF and CSSF.

A clear, systematic management process: the management principle applied to all funds managed by Seven Capital is based on:

• on the one hand, the search for market trends (momentum) based on quantitative analysis,
• asset allocation techniques to adjust risk to market dynamics and overall portfolio structure.

Each fund is rebalanced on a daily basis according to the desired risk/return trade-off and the constraints of the process.

In addition, Seven Capital's policy is to use only highly liquid underlyings (regulated futures markets, large-cap equities and sovereign bonds or treasury bills) for all its funds.

A range of ultra-liquid funds... 

1. a long-only UCITS universe comprising the sub-funds of a Luxembourg SICAV Ucits 

• a European large-cap equity fund
• an absolute return fixed-income/equity fund with a 2% volatility target
• an absolute return fixed-income/equity fund with a target volatility of 5%
• an absolute return rate/share fund with a target volatility of 10%

2. a directional long-short universe

• a multi-asset long-short directional AMC (Active Managed Certificate) with a 10% volatility target; issued by Natixis.
• an AMC à Capital Garanti 5 ans multi-actif long-short directionnel with a volatility target of 8%; issued by Natixis.

3. a universe made up of the sub-funds of a Luxembourg FIAR SICAV: 

• a Diversified Flexible fund with a discretionary management approach.
• A discretionary trading fund

All funds/AMCs in the range are valued daily, and subscriptions/redemptions are made on a daily basis.

... and fully customizable

Seven Capital's systematic management process makes it possible to build vehicles tailored to the risk profiles desired by investors, who can choose their volatility target and consequently their maximum draw-down level, their universe (long-only or long-short) and the structure of the vehicle (fund, dedicated sub-fund, AMC).

For example, an AMC with a volatility of 10% has an expected return of 10% and an indicative max drawdown of around 15%.

An AMC with a target volatility of 20% would have an expected return of 20% and a max drawdown of 27%.

SEVEN CAPITAL MANAGEMENT : Our Funds