The Nostradamus Fund
Quantitative Asset Allocation
Strategy
The Nostradamus (CHF) America Fund is an asset allocation fund investing in the Standard & Poors 500 and in the American Tresury bonds
Using quantitative instruments, the asset allocation rotates around an average level of 50% equity and 50% bonds to extreme proportions of 80%/20% or 20%/80%.
The exchange rate risk dollar/Swiss franc is systematically hedged.
The fund's performance is improved by low costs of management and transactions.
The use of futures is a way to avoid U.S. witholding tax on dividends and coupons.
The product
The Nostradamus (CHF) America Fund is a Swiss registered fund, approved by the Swiss Banking Commission.
| Key data | |
|---|---|
| Base Currency | CHF |
| Net asset value calculation | Weekly (Thursday) |
| Subscriptions/redemptions | Weekly, no restrictions |
| Entry / exit fee | None |
| Management & Administration fee | 1% per annum. |
| Performance fee | None |
| Deposit Bank | Banque Cantonale Vaudoise |
| Administrator | FidFund Management S.A. |
| Fund manager | Dominicé & Co - Asset Management |
| Auditor | PriceWaterhouseCoopers |
| Bloomberg code | NOSTRA SW <equity> |
| Valor nb / ISIN | 2515174 / CH0025151744 |
| Size of the fund | CHF 25mln (31st Dec. 2006) |