2008
1
2008 12 31
2009 3 31
2008
2
2008
3
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6 ...........................................................................................................................13
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.......44
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2008
4
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2008
5
custody@icbc.com.cn
2008
6
-1.90% 1.61% -9.78% 1.95% 7.88% -0.34%
-10.42% 1.57% -19.50% 1.92% 9.08% -0.35% -46.85% 1.94% -38.91% 1.96% -7.94% -0.02%
141.70% 1.77% 73.47% 1.55% 68.23% 0.22% 123.69% 1.61% 72.52% 1.42% 51.17% 0.19%
2008
7
2008
8
2008
9
2008
10
2008
11
1
2008
12
2008
13
6
2008
14
·
2008
15
1.
2008
16
4.
1
2
-
2008
17
2008
18
2008
19
2008
20
2008
21
2008
22
2008
23
2008
24
2008
25
2008
26
830,904,510.50 1,038,886,122.94
1,163,335,656.34 1,020,616,390.56 -142,719,265.78
531,142,300.00 536,835,000.00 5,692,700.00
531,142,300.00 536,835,000.00 5,692,700.00
1,694,477,956.34 1,557,451,390.56 -137,026,565.78
4,069,785,834.11 4,112,093,060.58 42,307,226.47
2008
27
4,069,785,834.11 4,112,093,060.58 42,307,226.47
148,688.23 288,857.13
4,935.00 1,912.00
10,883,239.35 44.5 48.95
11,036,907.08 290,818.08
5,838,005.69 3,437,618.27
5,840,220.69 3,437,618.27
2008
28
1,500,000.00 1,000,000.00
1,435.43 434,261.12 1,935,696.55 4,937,645,426.08 4,937,645,426.08
409,967,528.25 409,967,528.25
1,084,861,646.52 1,084,861,646.52
4,262,751,307.81 4,262,751,307.81
-103,168,077.99 341,619,713.53 238,451,635.54
-2,058,264,264.53 -179,333,792.25 -2,237,598,056.78
111,452,792.82
-2,060,803,101.64
173,109,473.22 -1,887,693,628.42
2008
29
9,977,459,562.24 10,017,987,188.87
11,957,350,951.40 8,884,482,316.42
-1,979,891,389.16 1,133,504,872.45
851,922,576.64 1,645,855.38
837,327,814.20 1,634,604.89
14,409,896.35 1,475.00
184,866.09 9,775.49
2008
30
3,044,460.25 67,779,569.08
2,591,710.73 28,811,354.07
452,749.52 38,968,215.01
-185,026,492.25
26,348,765.76
5,692,700.00 -
--
--
--
--
--
-179,333,792.25 26,348,765.76
1,116,589.51 5,651,534.01
92,491.41 1,209,080.92 5,651,534.01
2008
31
55,596,954.71 80,577,057.25
6,390.00 55,603,344.71 80,577,057.25
80,000.00
90,000.00
200,000.00
190,000.00
18,000.00
18,000.00
6,130.60
2,379.04
304,130.60 300,379.04
2008
32
2008
33
2008
34
2008
35
2008
36
2008
37
A
A
2008.12.31 4.86 4.18 2.34% 0.43% 0.023%
1
2008
1.94% 1.96%
Beta 0.93
Sharpe Ratio -1.66 -1.38
=65%* 60%* 180+40%* 100 +35%*
2008
38
2008
39
1,100,874,829.89
2008
40
2008
41
11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27
2008
42
28 29 30 31 32 33 34 35 36 37 38 39 2% 20
2008
43
2008
44
2008
45
2008
46
2008
47
2008
48
2008
49
2008
50
2008
51
2008
52
