中銀香港大灣區氣候轉型 ETF（「子基金」）
BOCHK Greater Bay Area Climate Transition ETF (the "Sub-Fund")
(港元櫃台股份代號 HKD Counter Stock Code: 03129 / 人民幣櫃台股份代號 RMB Counter Stock Code: 83129)
每月跟蹤偏離度及跟蹤誤差報告 Monthly Report on Tracking Difference and Tracking Error
截至 As at 28/03/2024

跟蹤偏離度 Tracking Difference (TD)
* 跟蹤偏離度是指子基金與相關指數之間於某一段時間的回報差異。
* Tracking difference is the return difference between the Sub-Fund and the Underlying Index over a certain period of time.

跟蹤誤差 Tracking Error (TE)
* 跟蹤誤差用以衡量子基金在跟蹤相關指數上的貫徹程度，其為相關回報差異的波幅(以標準差計算）。
* Tracking error measures how consistently the Sub-Fund follows the Underlying Index. It is the volatility (measured by standard deviation) of that return difference.

基金上市日期 Fund Listing Date: 31/03/2023

跟蹤偏離度+ Tracking Difference+
一年的滾動跟蹤偏離度#Rolling 1-Year TD #: -0.32%



跟蹤誤差+ Tracking Error+
一年的滾動跟蹤誤差 #^ Rolling 1-Year TE#^: 0.44%




#過去十二個月的實質跟蹤偏離度及跟蹤誤差數據將每月滾動更新。The actual TD and TE for the past 12 months shall be updated monthly on a rolling basis.

^計算每日跟蹤偏離度時按過去一年的交易日數量進行年率化。Annualized based on the number of Dealing Days in the past year when daily TD is calculated.

+跟蹤偏離度及跟蹤誤差以港元櫃台表現計算。Tracking difference and tracking error are calculated based on HKD counter.

跟蹤偏離度圖表 Graph for Tracking Difference
基金表現是按單位資產淨值作為比較基礎，並假設其分派作滾存投資。The fund performance is calculated on NAV-to-NAV basis and assumes reinvestment of distributions.

Blue    子基金 The Sub-Fund
Blue    相關指數 Underlying Index

跟蹤偏離度圖表顯示子基金及相關指數自子基金上市日(即31/03/2023)起之每日表現並以比較當日及其上一個交易日之最近每基金單位資產淨值及指數收市水準計算；而子基金之首次發行價為每基金單位10港元。
The Graph for Tracking Difference shows both the Sub-Fund’s and the Underlying Index’s daily performance since the Sub-Fund’s listing day (31/03/2023) by comparing their daily last NAV per unit and index level with their respective performance on last dealing day, while the Sub-Fund’s Initial Issue Price is at HKD10 per Unit.

基金表現以子基金基準貨幣作為計算單位（資料來源：中銀國際英國保誠資產管理有限公司），或與子基金以人民幣作計算單位的表現有差異。指數表現是按標普中銀香港中國香港大灣區淨零2050氣候轉型指數 (「相關指數」) (港元)作計算（資料來源：S&P Dow Jones Indices LLC.）。
The fund performance is calculated in the Sub-Fund’s base currency (Source: BOCI-Prudential Asset Management Limited), which might deviate from the Sub-Fund’s performance as calculated based on RMB. The S&P BOCHK China Hong Kong Greater Bay Area Net Zero 2050 Climate Transition Index (the “Underlying Index”) (HKD) is used to calculate index performance (Source: S&P Dow Jones Indices LLC.).

指數提供者免責聲明:
標普中銀香港中國香港大灣區淨零2050氣候轉型指數(「相關指數」) 為標普道瓊斯指數有限責任公司或其關聯公司（「標普道瓊斯指數」）及中國銀行（香港）有限公司產品，已許可由中銀國際英國保誠資產管理有限公司 (「基金經理」) 使用。Standard & Poor’s®與S&P®均為標準普爾金融服務有限責任公司（「標普」）註冊商標；Dow Jones®為道瓊斯商標控股有限公司（「道瓊斯」）的註冊商標；中銀香港為中國銀行（香港）有限公司的商標，且這些商標已獲得標普道瓊斯指數許可，且已獲得基金經理轉授權用於特定目的。中銀香港大灣區氣候轉型 ETF(「有關產品」)並非由標普道瓊斯指數、道瓊斯、標普、其各自關聯公司或中國銀行（香港）有限公司發起、背書、出售或推廣，任何上述人士概不就投資該等產品的可取性作出任何聲明，亦不就相關指數的任何錯誤、疏忽或中斷承擔任何責任。

Index Provider Disclaimer:
The S&P BOCHK China Hong Kong Greater Bay Area Net Zero 2050 Climate Transition Index (the “Index”) is a product of S&P Dow Jones Indices LLC or its affiliates (“SPDJI”) and Bank of China (Hong Kong) Limited, and has been licensed for use by BOCI-Prudential Asset Management Limited (the “Manager”). Standard & Poor’s® and S&P® are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); BOCHK is a trademark of Bank of China (Hong Kong) Limited and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by the Manager. BOCHK Greater Bay Area Climate Transition ETF (“such product”) is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, their respective affiliates, or Bank of China (Hong Kong) Limited and none of such parties make any representation regarding the advisability of investing in such product nor do they have any liability for any errors, omissions, or interruptions of the Index.

注意﹕
投資涉及風險。子基金可受市場和匯率波動及一切固有風險所影響。過往的表現並不代表未來的表現，子基金單位價格及其收益（如有）可跌亦可升。在投資於子基金前，投資者應仔細閱讀子基金之認購章程以了解投資於子基金的進一步資料。

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NOTES:
Investment involves risks. The Sub-Fund is subject to market fluctuations and exchange rate fluctuations and to the risks inherent in all investments. Past performance is not indicative of future performance. Price of Units and the income generated from them (if any) may go down as well as up. Investors should, before investing in the Sub-Fund, carefully read the Prospectus of the Sub-Fund for further details.

The information provided herein is for reference only. To the fullest extent permitted by law, BOCI-Prudential Asset Management Limited (the "Company") makes no representation or warranty as to the accuracy or completeness of the information in this webpage. The Company expressly disclaims any liability whatsoever for any loss howsoever arising from the use or reference to or in reliance upon such information.

The information in this webpage is protected by copyright and intellectual property laws and is only intended for personal use. Such information shall not be reproduced and/or used for any other commercial purposes.

This webpage is issued by the Company and has not been reviewed by the SFC.