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天治品质(350002)

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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............................................................................................ 81 1 6 2 3 T 4 5 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


789 101112


“ ” “ ” “ ” “ ”13 “ ” “ ” “ ” “ ” “ ” “ ” —— “ ”14 “ ” “ ” “ ” “ — ” “ ”15161718 “ ”192021 — —222324252627 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 / / ii iii 3 42 4





5 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% ( )


( )


1 52 1 2 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 57 58 59 6061626364





65 666768 6970717273 1 74 2





75 7677 1. 2.


3.


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78 79 ×80 81