上投中小盘:更新招募说明书摘要(2011年9月)查看PDF公告
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
A
A 60%
95% 5-40% 5% 80%
A A 70%
22
,
“ ” “ ”
1
1
23
1 2
2
1
GDP
2
3
24
PEG
PSG
2
/
/
3
1 25
2
3
4 /
4
5
,
Barra Aegis
(Active Risk) (Total Risk) (Value at Risk) (Return at
Risk)26
40%× +40%× + 20%×
1.
(1) 10
(2) 3
(3) 10
(4) 10
(5) 40
(6) 60% 95%27
5-40%
(7) 80%
(8) 10
(9) 20
(10) ( ) 10
(11) 10
(12) BBB ( BBB) 3
(13)
(14) 0.5
(15) 5
(16)
10
6
2.
28
(1)
(2)
(3)
(4)
(5)
(6)
(7)
(8)
(9)
1.
2.
3.
4.
( )
29
30
31
32
( )
1.
2.
3.
4.
5.
6.
7.
8.
( )
( )
1.
1.5%
H E× ÷
H
E
3
2. 33
0.25%
H E× ÷
H
E
3
3.
( )
( ) 2
( )
2009 1 21 2011 7 21 , 2011 3 5 ,
1 34
2
3
4
5
6
7