| Name |
Bosera Yufu CSI 300 Index Fund
|
| Abbreviation |
Yufu CSI 300 Index Fund
|
| Fund Code |
050002
|
|
Effective Date of the Contract
|
August 26.2003 |
| Investment Objectives |
The Fund tries to ride on the long-term growth of China's capital market. Sticking to the basic principle of long term investment in the index, the Fund aims to maintain a positive correlation of over 95% between the Fund’s NAV growth rate and index growth rate, and keep the tracking error within 4%, through stringent investment control and quantitative risk management.
|
| Benchmark |
95% x CSI 300 Index + 5% x Inter-bank Deposit Rate |
| Custodian |
China Construction Bank
|
| Risk-return Characteristics |
With the replication investment approach, the Fund has high exposure to the risk that the Fund’s NAV growth rate may deviate from the index growth rate. The Fund will strictly enforce risk management procedures and maximize the use of quantitative risk management tools. The risk control indicators such as deviation and tracking error will be adopted, so as to perform real-time monitoring on the Fund risks. |
