天治品质:更新招募说明书(2013年第一次)查看PDF公告
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1991 7 2007 12
The Monitor Company
2003
6
LOF
2005 1 12 2007 4 12
2005 3 11 2005 8 28 2005 8
29 2010 5 28
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28293031
021-60371155
021-60374974
-32
1 16
021-22288888
021-22280000
2005 2 1
33
2005 3 103435363738
= B× C× (1-D)
B× C× (1-D)/(1+G)+M
B C D 39
[B C (1 D)/ 1+G ] G
/
B
C
D
G
M
40
1
-
40%-95%
0%-55% 5%
2
3
1
80%
i
ii41
iii
2
i
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3 42
4
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Risk
Attribution
6
43
5 5 5
60
60%
300
= 300 70%
30%
300 A
300 A A
4445
46
2012 12 31 47484950
1
2
3
4
1 - 3 2 - 4
2005 1 12 -
2005 12 31
-4.07% 1.00% -0.41% 0.79% -3.66% 0.21%
2006 1 1 -
2006 12 31
88.97% 1.23% 72.09% 0.94% 16.88% 0.29%
2007 1 1 -
2007 12 31
120.65% 1.97% 121.02% 1.93% -0.37% 0.04%
2008 1 1 - -50.86% 1.88% -56.38% 2.41% 5.52% -0.53% 51
2008 12 31
2009 1 1 -
2009 12 31
58.62% 1.52% 68.52% 1.62% -9.90% -0.10%
2010 1 1 -
2010 12 31
18.36% 1.42% -8.75% 1.26% 27.11% 0.16%
2011 1 1 -
2011 12 31
-26.88% 1.10% -19.94% 1.03% -6.94% 0.07%
2012 1 1 -
2012 12 31
3.33% 0.87% 6.28% 0.94% -2.95% -0.07%
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1 52
1
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1
1
A 1
1
B 1
FV=C+(P-C) (Dl-Dr)/Dl (FV C
P Dl
Dr
)
3
2
153
2
( )
3
4
5
3
1
2
3
4
5
4
1
54
2
3
5
1
2
6
7
1
2
55
3
1
2 0.25%
3 0.5%
4
5
6
7
1 7
2
56
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