October 1 PvB (CH) Swiss Equity Futures Fund: systematic, model based investments in SMI Futures.
26.09.2013 11:34 - PvB Pernet von Ballmoos AG
New launch as of October 1, 2013:
PvB (CH) Swiss Equity Futures Fund
Dear investors,
We are proud to announce the extension of our product range with a new fund investing systematically and model based into SMI Futures. Various micro- and macroeconomic factors are used by a statistical model to forecast the SMI development for the next 60 days. The funds invests without emotions according to the forecast of the model: A positive forecast leads to 200% long exposure, a negative forecast to 200% short exposure and in case of an uncertain forecast the fund holds cash. The model runs daily and the signals are implemented without the interference of humans in the investment decisions.
The fund is different from CTA- and Global Macro funds: CTA strategies often focus on short-term prognosis and are typically based on a limited number of input factors (mainly price/volume data). Global Macro funds often focus on long-term prognosis but are not purely model based. The PvB (CH) Swiss Equity Futures Fund is completely model based and invests based on a mid-term forecast (SMI in 60 days).
Key parameters:
- CHF
- Personal investment of PvB staff including model developer: CHF 10 Mio.
- Subscriptions in amounts
- Class A: Minimum CHF 150, 2% management fee / 20% performance fee, ISIN CH0215894228
- Class I: Minimum CHF 1 Mio., 1% management fee / 20% performance fee, ISIN CH0215894244
- Class Z: Minimum CHF 5 Mio., 0.5% management fee / 20% performance fee, ISIN CH0215894251
- Monthly liquidity
- Tax transparency: Switzerland, Germany, Austria
- FINMA regulated mutual fund under Swiss law of the category „other funds for traditional investments“
Subscriptions (amounts) are accepted by any bank under indication of the ISIN/Valoren – number. Subscription deadline at the custodian bank of the fund is the last business day of any month (12:00 Swiss time). Initial subscription deadline is September 30 (12:00 Swiss time), value date for subscriptions is October 2nd 2013.
Please do not hesitate to contact us with any questions you might have.
Kind regards, PvB Pernet von Ballmoos AG, Bellerivestrasse 20, 8008 Zurich
