SEB Investment Management has a long tradition of managing the trend-following, absolute return strategy called managed futures/CTA. We were pioneers in this field when we in 2006 launched SEB Asset Selection Fund, the first UCITS-compliant managed futures/CTA fund in the world.
Managed futures/CTA is a trend-following strategy that invests primarily in derivatives and aims to generate positive return regardless of how the underlying markets develop. This strategy tends to have low correlation with traditional stock and bond markets, which means that the strategy complements and diversifies client portfolios.
SEB Asset Selection Fund
This award-winning absolute return fund, which offers daily liquidity, captures trends in financial markets by investing in derivatives across asset classes, including credits, fixed income, equities and currencies. Furthermore, the portfolio managers use a broad toolbox to manage the fund. They take both long and short positions, which means the fund is able to gain in rising as well as falling markets.
The fund is managed by two experienced portfolio managers, supported by a team of 17 investment professionals, who conduct quantitative research and manage systematic strategies. The investment process is based on a robust, quantitative, proprietary developed investment model.