Seven Capital Management : Seven Absolute Return Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 4.97% Dec Performance 7.78% Min Investment € 100k Mgmt. Fee 1.00% Perf. Fee 10.00% Annualized Vol 8.59% Sharpe (RFR=1%) 0.28 CAROR 3.08% Assets € 30.0M Worst DD -13.65 S&P Correlation 0.13 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Dec Qtr 2020 1yr 3yr 5yr 10yr Since6/2009 Seven Absolute Return 7.78 4.95 4.97 4.97 7.72 32.10 25.86 42.15 S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 195.57 304.35 +/- S&P 500 4.07 -6.74 -11.28 -11.28 -32.76 -49.80 -169.71 -262.19 Strategy Description SummarySeven Absolute Return is a medium-term Trend Following CTA program. - 6-year Track Record - Innovative proprietary trading program - Active on more than 28 Contracts diversified futures - Long and/or Short Exposure to Equity Index & Fixed income only -... Read More Account & Fees Type Fund Minimum Investment € 100k Trading Level Incremental Increase € 0k CTA Max Funding Factor 3.00 Management Fee 1.00% Performance Fee 10.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1800 RT/YR/$M Avg. Margin-to-Equity 9% Targeted Worst DD Worst Peak-to-Trough Sector Focus Financial & Metals Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Momentum 30.00% Trend-following 70.00% Composition Interest Rates 50.00% Stock Indices 50.00% SummarySeven Absolute Return is a medium-term Trend Following CTA program. - 6-year Track Record - Innovative proprietary trading program - Active on more than 28 Contracts diversified futures - Long and/or Short Exposure to Equity Index & Fixed income only - Uncorrelated to other CTAs Investment StrategyMedium-Term Trend Following StrategyRisk ManagementThe Historical Volatility Curv of each market is used to adjust the exposure on a daily Basis. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -13.65 10 17 2/1/2015 12/1/2015 -11.89 10 7 1/1/2018 11/1/2018 -11.41 23 11 9/1/2011 8/1/2013 -9.56 14 - 8/1/2019 10/1/2020 -4.23 5 5 10/1/2010 3/1/2011 -3.69 1 4 5/1/2017 6/1/2017 -2.65 2 3 8/1/2014 10/1/2014 -1.80 1 1 9/1/2009 10/1/2009 -0.92 1 4 11/1/2009 12/1/2009 -0.78 1 1 4/1/2010 5/1/2010 -0.77 1 1 11/1/2017 12/1/2017 -0.39 1 1 6/1/2009 7/1/2009 -0.37 1 1 6/1/2019 7/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 10.89 5 6/1/2010 10/1/2010 10.28 5 4/1/2014 8/1/2014 9.90 2 1/1/2016 2/1/2016 9.83 4 2/1/2017 5/1/2017 7.97 2 11/1/2020 12/1/2020 7.65 4 9/1/2013 12/1/2013 7.01 2 10/1/2017 11/1/2017 6.22 2 12/1/2018 1/1/2019 6.20 2 5/1/2019 6/1/2019 6.16 1 3/1/2019 3/1/2019 4.58 3 7/1/2011 9/1/2011 4.46 2 5/1/2016 6/1/2016 4.33 1 1/1/2018 1/1/2018 4.30 2 1/1/2015 2/1/2015 3.77 2 11/1/2016 12/1/2016 3.26 2 3/1/2013 4/1/2013 3.23 2 7/1/2017 8/1/2017 3.13 1 7/1/2020 7/1/2020 2.95 1 11/1/2009 11/1/2009 2.92 1 8/1/2019 8/1/2019 2.79 1 3/1/2020 3/1/2020 2.66 2 6/1/2012 7/1/2012 2.59 2 4/1/2011 5/1/2011 2.46 1 7/1/2013 7/1/2013 2.43 1 1/1/2020 1/1/2020 2.36 1 9/1/2015 9/1/2015 2.30 4 1/1/2010 4/1/2010 2.21 1 11/1/2014 11/1/2014 2.21 1 2/1/2012 2/1/2012 1.81 1 2/1/2014 2/1/2014 1.58 2 4/1/2018 5/1/2018 1.45 2 8/1/2009 9/1/2009 1.44 1 12/1/2010 12/1/2010 1.35 1 11/1/2011 11/1/2011 1.21 1 7/1/2018 7/1/2018 0.97 1 6/1/2009 6/1/2009 0.81 3 11/1/2012 1/1/2013 0.76 1 2/1/2011 2/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.98 6 3/1/2015 8/1/2015 -7.03 4 8/1/2018 11/1/2018 -6.99 3 8/1/2012 10/1/2012 -6.98 4 9/1/2019 12/1/2019 -6.75 3 8/1/2020 10/1/2020 -6.66 4 7/1/2016 10/1/2016 -6.57 2 2/1/2018 3/1/2018 -5.24 3 10/1/2015 12/1/2015 -4.29 2 5/1/2013 6/1/2013 -3.69 1 6/1/2017 6/1/2017 -3.69 1 10/1/2011 10/1/2011 -3.66 3 4/1/2020 6/1/2020 -3.44 2 3/1/2016 4/1/2016 -3.31 3 3/1/2012 5/1/2012 -3.22 1 11/1/2010 11/1/2010 -3.11 1 3/1/2011 3/1/2011 -2.90 1 1/1/2014 1/1/2014 -2.65 2 9/1/2014 10/1/2014 -2.61 1 8/1/2013 8/1/2013 -1.87 1 2/1/2019 2/1/2019 -1.80 1 10/1/2009 10/1/2009 -1.66 2 12/1/2011 1/1/2012 -1.64 1 2/1/2013 2/1/2013 -1.33 1 9/1/2017 9/1/2017 -1.32 1 6/1/2018 6/1/2018 -1.22 1 12/1/2014 12/1/2014 -0.92 1 12/1/2009 12/1/2009 -0.78 1 5/1/2010 5/1/2010 -0.77 1 12/1/2017 12/1/2017 -0.72 1 6/1/2011 6/1/2011 -0.42 1 4/1/2019 4/1/2019 -0.39 1 7/1/2009 7/1/2009 -0.37 1 7/1/2019 7/1/2019 -0.37 1 3/1/2014 3/1/2014 -0.33 1 2/1/2020 2/1/2020 -0.18 1 1/1/2017 1/1/2017 -0.08 1 1/1/2011 1/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods139.00137.00134.00128.00122.00116.00104.0092.0080.00 Percent Profitable52.5256.9362.6967.1967.2174.1488.4695.6592.50 Average Period Return0.280.721.493.114.565.737.8110.8813.64 Average Gain2.063.264.526.998.839.219.1211.5414.90 Average Loss-1.69-2.64-3.59-4.86-4.19-4.26-2.23-3.68-1.86 Best Period7.789.2415.1219.3719.8722.6424.1431.2232.10 Worst Period-6.08-9.56-10.98-9.94-9.71-10.68-6.52-5.80-4.72 Standard Deviation2.483.795.126.787.397.346.577.758.33 Gain Standard Deviation1.722.523.594.354.624.855.777.257.32 Loss Standard Deviation1.512.252.702.582.892.352.002.071.52 Sharpe Ratio (1%)0.080.120.190.310.410.510.730.881.03 Average Gain / Average Loss1.221.241.261.442.112.164.093.148.01 Profit / Loss Ratio1.351.632.122.954.326.1931.3669.0898.82 Downside Deviation (10%)1.772.954.095.967.288.2210.1613.1016.24 Downside Deviation (5%)1.602.402.983.663.653.412.001.892.30 Downside Deviation (0%)1.552.272.733.142.902.471.000.850.64 Sortino Ratio (10%)-0.07-0.17-0.24-0.32-0.42-0.55-0.78-0.81-0.86 Sortino Ratio (5%)0.130.200.330.580.841.092.393.613.71 Sortino Ratio (0%)0.180.320.550.991.572.327.8312.7621.48 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 9 2.45 5/2017 Trend Following Strategy Index Month 3 6.27 2/2017 IASG CTA Index Month 4 6.27 2/2017 Systematic Trader Index Month 4 6.27 2/2017 Trend Following Strategy Index Month 9 2.98 12/2016 Trend Following Strategy Index Month 10 0.53 5/2016 Trend Following Strategy Index Month 7 3.99 9/2013 Trend Following Strategy Index Month 10 1.32 6/2012 Trend Following Strategy Index Month 10 0.64 5/2011 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel