鹏华中证800证券保险指数型证券投资基金(LOF)
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证保LOF: 鹏华中证800证券保险指数型证券投资基金(LOF)2025年第2季度报告
Zheng Quan Zhi Xing· 2025-07-17 14:20
Group 1 - The fund aims to closely track the benchmark index with a target of keeping the average tracking deviation within 0.35% daily and annual tracking error within 4% [2][3] - The fund employs a passive index investment strategy, constructing an investment portfolio based on the benchmark weights of the constituent stocks [3][4] - The fund's investment strategy includes adjustments based on changes in the index constituents and their weights, as well as liquidity considerations [4][5] Group 2 - As of the end of the reporting period, the total fund shares amounted to approximately 1.57 billion [2] - The fund's performance for the A class shares showed a net value growth rate of 5.99%, while the benchmark growth rate was 5.59% [15] - The fund's investment portfolio is primarily composed of stocks, accounting for 92.82% of total assets [17] Group 3 - The fund manager, Penghua Fund Management Co., Ltd., has committed to managing the fund's assets with integrity and diligence, although it does not guarantee profits [1][10] - The fund's performance is compared against a benchmark consisting of the CSI 800 Index return weighted at 95% and the after-tax rate of a commercial bank's demand deposit at 5% [5][6] - The fund's investment strategy includes the use of stock index futures for hedging purposes to stabilize the net asset value of the investment portfolio [5][13]