Southern crime scene investigation

The Fund mainly invests in well-off ETFs, underlying index constituent stocks and alternative constituent stocks. In order to better achieve the investment objectives, the Fund can invest in a small number of non-constituent stocks, new shares, bonds, stock index futures and other financial instruments permitted by the China Securities Regulatory Commission. Among them, the proportion of investment in well-off ETF is not less than 90% of the fund's net asset value, the proportion of cash held by the fund or government bonds with maturity within one year is not less than 5% of the fund's net asset value, and the investment proportion of financial instruments such as warrants and stock index futures is implemented in accordance with laws and regulations or the provisions of regulatory agencies.

CSI 500

CSI 500 Index is one of the indexes developed by CSI Index Co., Ltd. The stocks in its sample space are sorted from high to low according to the average daily turnover in the latest year (since the IPO) after deducting the sample stocks of CSI 300 Index and selecting the top 500 stocks as the sample stocks of CSI 500 Index. The CSI 500 Index comprehensively reflects the overall situation of small-cap companies in Shanghai and Shenzhen stock markets.

In order to reflect the overall performance of stocks with different scale characteristics in the market, CSI Index Co., Ltd. has built a scale index system including large-cap, medium-cap, small-cap, large-medium-cap, small-cap and large-medium-cap indexes based on the Shanghai and Shenzhen 300 Index, which has provided rich analytical tools and performance benchmarks for the market and laid a foundation for the research and development of index products and other indexes.