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十四、基金的投资    (二)投资范围                                                                                                                                                                                                                                                                                                                                                                                                                                                                       新增加:

                    本基金的投资范围为具有良好流动性的金融工具,包括中证500指数的成份股及其备选成份股、新股(一级市场初次发行或增发)、债券、权证、股指期货以及中国证监会允许基金投资的其它金融工具。其中,中证500指数的成份股及其备选成份股的投资比例不低于基金资产净值的90%,现金或者到期日在一年以内的政府债券不低于基金资产净值的5%,其中现金不包括结算备付金、存出保证金、应收申购款等,权证投资占基金资产净值的比例为0-3%,其它金融工具的投资比例符合法律法规和监管机构的规定。                    (二)投资范围

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         本基金的投资范围为具有良好流动性的金融工具,包括中证500指数的成份股(含存托凭证)及其备选成份股(含存托凭证)、新股(一级市场初次发行或增发)、存托凭证、债券、权证、股指期货以及中国证监会允许基金投资的其它金融工具。其中,中证500指数的成份股及其备选成份股的投资比例不低于基金资产净值的90%,现金或者到期日在一年以内的政府债券不低于基金资产净值的5%,其中现金不包括结算备付金、存出保证金、应收申购款等,权证投资占基金资产净值的比例为0-3%,其它金融工具的投资比例符合法律法规和监管机构的规定。

十四、基金的投资    (三)投资策略                                                                                                                                                                                                                                                                                                                                                                                                                                                                       新增加:

                    本基金采用数量化指数投资方法,按照成份股在中证500 指数中的基准权重为基础,以抽样复制的策略构建指数化投资组合,并根据标的指数成份股及其权重的变化进行相应调整,力争保持基金净值收益率与业绩比较基准之间的日均跟踪偏离度的绝对值不超过0.35%,年跟踪误差不超过4%。                                                                                                                                                                                                                      (三)投资策略

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         本基金采用数量化指数投资方法,按照成份股在中证500 指数中的基准权重为基础,以抽样复制的策略构建指数化投资组合,并根据标的指数成份股(含存托凭证)及其权重的变化进行相应调整,力争保持基金净值收益率与业绩比较基准之间的日均跟踪偏离度的绝对值不超过0.35%,年跟踪误差不超过4%。

十四、基金的投资    无                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   新增加:

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         (三)投资策略

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         对于存托凭证投资,本基金将在深入研究的基础上,通过定性分析、定量分析等方式,筛选相应的存托凭证投资标的。

十四、基金的投资    (四)标的指数与业绩比较基准                                                                                                                                                                                                                                                                                                                                                                                                                                                               

                    1.标的指数                                                                                                                                                                                                                                                                                                                                                                                                                                                                               

                    如果中证500指数被停止编制及发布,或中证500指数由其他指数替代(单纯更名除外),或由于指数编制方法等重大变更导致中证500指数不宜继续作为标的指数,或证券市场上有代表性更强、更合适投资的指数推出,本基金管理人可以依据审慎性原则,在充分考虑持有人利益并履行适当程序的前提下,更换本基金的标的指数和投资对象,并依据市场代表性、流动性、与原指数的相关性等诸多因素选择确定新的标的指数。                                                                                                    

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