2005
2005 8 20
350001
2004 6 29
239,707,780.80
, Va R Value at Risk ,
300 40%+ 60%
021-64371155
021-64713618 xiexr@chinanature.com.cn
021-38784833
021-68881836
zhangym2@spdb.com.cn
www.chinanature.com.cn
2005 1 1 6 30
-11,939,452.04
-0.0442
-16,085,081.59
-0.0671
223,622,699.21
0.9329
-4.66%
-2.98%
-6.71%
1
1 2 3 4 1 - 3 2 - 4
1.77% 1.00% 1.70% 0.70% 0.07% 0.30%
-1.91% 0.68% 0.20% 0.56% -2.11% 0.12%
-2.98% 0.56% 0.95% 0.51% -3.93% 0.05%
-6.70% 0.54% -0.73% 0.51% -5.97% 0.03%
-6.71% 0.54% -0.39% 0.51% -6.32% 0.03%
2
1 -- 2003 5 1 40% 20% 20% 20% - 2005 1 12 2
12
" "
2005
A
" "
2005
2005
( : )
2005.6.30 2004.12.31
9,915,470.31
18,326,118.76
3,287,473.95
250,000.00
750,000.00
83,136.64
1,131,664.18
14,335.60
2,825,481.56
963,685.06
197,600.00
107,426,191.14
99,091,493.86
112,969,405.43
108,001,280.41
103,201,151.80
150,355,157.68
102,236,574.01
150,369,692.21
10,000,000.00
117,677.93
102,590.19
227,120,918.93
280,918,309.73
1,437,116.42
1,281,380.13
947.56
52,917.97
54,101.67
285,425.37
368,834.76
47,570.87
61,472.46
96,683.58
302,745.67
252,494.80
750,000.00
44,630.58
37,052.40
3,498,219.72
1,575,154.52
239,707,780.80
290,511,312.97
-4,301,421.24
-8,792,446.69
-11,783,660.35
-2,375,711.07
223,622,699.21
279,343,155.21
227,120,918.93
280,918,309.73
( : )
2005 2004
-9,228,259.51
42,840.21
1
-15,236,202.24
2
2,450,990.63
3
2,130,768.70
4
252,260.84
42,840.21
5
1,075,530.02
6
21,554.32
7
76,838.22
2,711,192.53
47,321.54
1
1,914,294.85
39,016.59
2
319,049.10
6,502.76
3
217,372.50
4
260,476.08
1,802.19
107,859.86
134,630.58
-11,939,452.04
-4,481.33
4,345,684.58
-43,796.27
-7,593,767.46 -48,277.60
-11,939,452.04 -4,481.33
-2,375,711.07
2,531,502.76
-11,783,660.35 -4,481.33
-11,783,660.35 -4,481.33
( : )
2005 2004
279,343,155.21 952,004,756.57
-11,939,452.04 -4,481.33
4,345,684.58 -43,796.27
-7,593,767.46 -48,277.60
261,274.62
-48,387,963.16
-48,126,688.54
223,622,699.21 951,956,478.97
1
2
2.1
2.2
2.2.1
2.2.2
1.5%
H E 1.5%
H
E
1,914,294.85 5 2005 6 30 1,628,869.48 285,425.37
2.2.3
0.25%
H E 0.25%
H
E
319,049.10 , 5 ,
2005 6 30 271,478.23 47,570.87
2.2.4
3
2005 6 30
369,125 1,291,937.50 1,387,910.00
2005.8.9
65,618 494,103.54 1,057,762.16
2005.7.12
29,165 487,055.50 627,922.45
2005.7.20
135,852 516,237.60 703,713.36
2005.7.27
110,159 391,064.45 571,725.21
2005.8.18
63,467 685,443.60 726,697.15
2005.8.23
31,879 203,706.81 376,172.20
2005.8.26
104,300 896,980.00 948,087.00
2005.8.31
114,686 659,444.50 954,187.52
2005.9.5
18,511 88,482.58 193,810.17
2005.9.6
1,042,762 5,714,456.08 7,547,987.22
( )
107,426,191.14 47.30%
103,201,151.80 45.44%
13,202,944.26 5.81%
3,290,631.73 1.45%
227,120,918.93 100.00%
( )
A
627,922.45 0.28%
B
2,471,000.00 1.10%
C
47,336,479.23 21.17%
C0
3,018,000.00 1.35%
C1
6,723,269.51 3.01%
C2
0.00 0.00%
C3
5,199,789.32 2.33%
C4
7,963,000.00 3.56%
C5
8,420,468.56 3.77%
C6
7,531,359.76 3.37%
C7
8,480,592.08 3.79%
C8
0.00 0.00%
C99
0.00 0.00%
D
11,446,170.00 5.12%
E
1,331,802.16 0.60%
F
25,071,369.30 11.21%
G
10,856,448.00 4.85%
H
0.00 0.00%
I
6,060,000.00 2.71%
J
0.00 0.00%
K
2,225,000.00 0.99%
L
0.00 0.00%
M
0.00 0.00%
107,426,191.14 48.04%
( )
1 600900
1,401,000 11,446,170.00 5.12%
2 000063
471,200 10,856,448.00 4.85%
3 600018
607,720 9,838,986.80 4.40%
4 600009
504,160 8,520,304.00 3.81%
5 600036
1,000,000 6,060,000.00 2.71%
6 002025
335,291 5,954,768.16 2.66%
7 600308
527,362 5,199,789.32 2.33%
8 600660
784,798 5,195,362.76 2.32%
9 600320
553,700 5,188,169.00 2.32%
10 600012
706,950 4,687,078.50 2.10%
www.chinanature.com.cn
1
1 600900
17,020,764.18 6.09%
2 000063
13,720,346.74 4.91%
3 600320
12,935,709.12 4.63%
4 600177
9,550,639.01 3.42%
5 002025
9,472,364.60 3.39%
6 600018
9,373,269.30 3.36%
7 600660
9,016,192.85 3.23%
8 600036
8,659,105.69 3.10%
9 600050
8,220,454.18 2.94%
10 600009
8,016,782.25 2.87%
11 000422
7,470,499.42 2.67%
12 600012
6,003,614.85 2.15%
13 000970
5,754,505.27 2.06%
14 000895
5,732,146.51 2.05% 15 600966
5,623,451.16 2.01%
16 000726
5,554,787.11 1.99%
17 600308
5,401,426.82 1.93%
18 600019
5,219,419.47 1.87%
19 600089
4,852,145.26 1.74%
20 600323
4,695,490.10 1.68%
2
1 600320
18,056,151.73 6.46%
2 600028
12,144,212.67 4.35%
3 000912
11,430,732.35 4.09%
4 600089
11,020,882.87 3.95%
5 000525
10,396,651.26 3.72%
6 600863
8,818,763.31 3.16%
7 600177
8,241,938.84 2.95%
8 600050
7,317,590.20 2.62%
9 000970
6,290,197.37 2.25%
10 000888
5,606,299.15 2.01%
11 002025
5,159,888.17 1.85%
12 600019
5,005,746.55 1.79%
13 600309
4,936,354.67 1.77%
14 600966
4,909,854.69 1.76%
15 600900
4,858,659.95 1.74%
16 600323
4,612,451.05 1.65%
17 600717
4,502,224.29 1.61%
18 600597
4,000,320.59 1.43%
19 600761
3,560,286.11 1.27%
20 600423
3,455,968.91 1.24%
3 223,735,259.09 , 203,688,524.25
101,062,788.70 45.19%
2,138,363.10 0.96%
103,201,151.80 46.15%
04 73,056,216.50 32.67%
21 16,927,965.00 7.57%
02 10,235,700.00 4.58%
1,389,160.80 0.62%
04 842,907.20 0.38%
1
2
3
250,000.00
83,136.64
14,335.60
2,825,481.56
117,677.93
3,290,631.73
4
125488
1,389,160.80 0.62%
110317
749,202.30 0.34%
2,997 ----
79,982.58 ----
151,195,799.75 63.08%
88,511,981.05 36.92%
( )
952,004,756.57
290,511,312.97
275,071.63
51,078,603.80
239,707.780.80
2005 5 25
1
1 162,685,879.22 38.90% 129,466.27 43.82%
1 132,984,799.77 31.80% 77,464.75 26.22%
1 31,565,059.97 7.55% 23,923.43 8.10%
2 28,413,764.87 6.79% 17,535.92 5.94%
1 27,389,481.79 6.55% 19,990.83 6.77%
1 18,721,486.00 4.48% 13,657.44 4.62%
1 9,045,572.03 2.16% 7,312.34 2.48%
1 7,165,733.26 1.71% 5,876.05 1.99%
1 244,090.00 0.06% 200.14 0.07%
10 418,215,866.91 100.00% 295,427.17 100.00%
:
2
( )
( )
161,005,985.56 27.40% 231,000,000.00 22.27%
18,608,026.91 3.17% 0.00 0.00%
70,408,901.70 11.98% 128,000,000.00 12.34%
32,171,820.78 5.48% 546,700,000.00 52.69%
226,934,703.07 38.62% 23,000,000.00 2.22%
68,187,338.67 11.61% 108,800,000.00 10.49%
10,247,967.00 1.74% 0.00 0.00%
587,564,743.69 100.00% 1,037,500,000.00 100.00%
3
1 2005 1 27
2 2005 4 25
2005 8 27
