(2005 3 )
2005 10 20
2004 6 29
181,446,189.18
, VaR Value at Risk , ,
300 40%+ 60%
2005 3
-656,216.96
-0.0030
178,117,830.70
0.9817
1
1 2 3 4 1 - 3 2 - 4
2005 3 5.23% 0.58% 3.37% 0.37%
1.86% 0.21%
2
36 MBA12
, ,
20% " " QFII"
" " "
" "20%
( )
111,371,373.19 61.84%
56,406,065.50 31.32%
10,108,212.00 5.61%
2,197,778.31 1.22%
180,083,429.00 100.00%
( )
A
0.00 0.00%
B
0.00 0.00%
C
57,383,266.57 32.22%
C0
5,385,550.54 3.02%
C1
0.00 0.00%
C2
2,359,379.00 1.32%
C3
0.00 0.00%
C4
16,895,421.96 9.49%
C5
20,196,104.66 11.34%
C6
3,519,330.91 1.98%
C7
9,027,479.50 5.07%
C8
0.00 0.00%
C99
0.00 0.00%
D
12,001,359.84 6.74%
E
8,894,578.80 4.99%
F
9,316,925.28 5.23%
G
8,973,992.79 5.04%
H
10,868,425.20 6.10%
I
314,500.00 0.18%
J
0.00 0.00% K
0.00 0.00%
L
3,618,324.71 2.03%
M
0.00 0.00%
111,371,373.19 62.53%
1 002025
712,752 19,451,002.08 10.92%*
2 600900 G
1,613,086 12,001,359.84 6.74%
3 000063
321,303 8,973,992.79 5.04%
4 600970
535,818 8,894,578.80 4.99%
5 600361 G
860,155 8,463,925.20 4.75%
6 600320
944,000 7,835,200.00 4.40%
7 600299
507,100 5,253,556.00 2.95%
8 000900
460,554 5,250,315.60 2.95%
9 000792
450,000 5,233,500.00 2.94% 10 600519
99,999 4,945,950.54 2.78%
* 9 30
002025
46,129,409.40 25.90%
10,276,656.10 5.77%
56,406,065.50 31.67%
02 10,111,147.20 5.68%
02 9,491,188.40 5.33%
21 7,056,196.20 3.96%
04 6,394,472.30 3.59%
5,583,066.00 3.13%
1
2
3
910,000.00
518,967.39
705,957.63
62,853.29
2,197,778.31
4
110036
5,583,066.00 3.13%
110037
2,540,461.30 1.43%
125488
1,376,020.80 0.77%
110317
726,818.40 0.41%
100236
50,289.60 0.03%
239,707,780.80
98,277.60
58,359,869.22
181,446,189.18
1
2
3
4
5
- 159
www.chinanature.com.cn
