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LAMPIRAN-LAMPIRAN
70
Lampiran 1
Daftar Sampel Reksa Dana Saham
1 AXA CITRADINAMIS
2 BATAVIA DANA SAHAM
3 BATAVIA DANA SAHAM OPTIMAL
4 BNP PARIBAS EKUITAS
5 BNP PARIBAS INSFRASTRUKTUR PLUS
6 BNP PARIBAS PESONA
7 BNP PARIBAS SOLARIS
8 BNP PARIBAS STAR
9 Cimb-Principal Equity Aggressive
10 EASTSPRING INVESTMENTS ALPHA NAVIGATOR
11 FIRST STATE INDOEQUITY SECTORAL FUND
12 FS INDOEQUITY DIVIDEND YIELD FUND
13 MANDIRI INVESTA ATRAKTIF
14 Mandiri Investa Equity Movement
15 MANULIFE DANA SAHAM
16 MANULIFE SAHAM ANDALAN
17 RENCANA CERDAS
18 SCHRODER 90 PLUS EQUITY FUND
19 SCHRODER DANA ISTIMEWA
20 SCHRODER DANA PRESTASI
21 SCHRODER DANA PRESTASI PLUS
22 TRIM KAPITAL
23 TRIM KAPITAL PLUS
71
Lampiran 2
Data Variabel Sampel Reksa Dana Saham
Reksa Dana Saham Tahun SR MT SS ER PT
AXA CITRADINAMIS
2013 -0.11764 0.41442 -0.00166 -2.21 0.19
2014 0.68103 4.18929 0.00189 2.31 0.15
2015 -0.27365 1.51920 0.00187 2.44 0.18
2016 0.07753 -4.29933 -0.00140 2.37 0.16
BATAVIA DANA SAHAM
2013 -0.00588 0.12792 0.00464 4.16 1.78
2014 0.53025 16.35351 -0.00284 4.35 1.69
2015 -0.34395 2.84621 -0.00408 4.06 1.11
2016 0.08611 -9.51557 0.00338 4.70 1.72
BATAVIA DANA SAHAM OPTIMAL
2013 0.02244 -1.11184 0.00943 4.52 1.92
2014 0.50152 14.16977 -0.00359 4.39 1.47
2015 -0.39834 4.64476 -0.00958 4.95 1.36
2016 0.07511 1.76205 -0.00034 4.22 0.88
BNP PARIBAS EKUITAS
2013 -0.16229 0.03373 -0.00322 2.82 0.46
2014 0.68542 4.01025 0.00166 3.06 0.63
2015 -0.27558 1.43929 0.00169 3.15 0.76
2016 0.01722 -4.71356 -0.00385 2.96 0.44
BNP PARIBAS INSFRASTRUKTUR PLUS
2013 -0.11977 0.58651 -0.00214 2.95 0.83
2014 0.82173 -0.49233 0.00617 2.99 0.70
2015 -0.44678 4.16792 -0.01173 2.96 0.49
2016 0.08998 -2.88513 -0.00140 2.66 0.44
BNP PARIBAS PESONA
2013 -0.16205 -0.15724 -0.00288 2.80 0.59
2014 0.92683 7.31161 0.00693 2.79 0.42
2015 -0.27171 2.22635 0.00068 3.05 0.80
2016 0.07186 -6.09421 -0.00023 2.83 0.48
BNP PARIBAS SOLARIS
2013 -0.19195 0.47652 -0.00664 3.04 0.86
2014 0.56081 8.20010 -0.00133 3.20 0.62
2015 -0.44267 8.20977 -0.01849 3.06 0.53
2016 0.09906 -2.11417 -0.00028 3.07 0.93
BNP PARIBAS STAR
2013 -0.19892 2.14660 -0.00973 3.53 1.60
2014 0.48985 -3.95037 -0.00113 4.13 2.19
2015 -0.31969 -2.37913 0.00464 3.77 1.99
2016 0.06336 -1.52526 -0.00460 3.57 1.71
Cimb-Principal Equity Aggressive
2013 -0.17027 -3.73083 0.00312 4.95 3.33
2014 0.65458 13.17808 0.00337 6.81 3.65
2015 -0.40572 6.41904 -0.01337 7.01 3.72
72
2016 0.11205 1.95340 -0.00190 7.08 3.00
EASTSPRING INVESTMENTS ALPHA
NAVIGATOR
2013 -0.08003 2.12297 -0.00336 3.96 1.69
2014 0.74387 9.40338 0.00341 3.07 1.22
2015 -0.51341 0.26928 -0.00794 3.54 0.77
2016 0.06583 -7.84203 -0.00041 4.53 2.54
FIRST STATE INDOEQUITY
SECTORAL FUND
2013 -0.17158 0.68410 -0.00485 3.26 0.19
2014 0.5405 5.95529 -0.00140 3.24 0.09
2015 -0.30607 2.89157 -0.00193 3.33 0.09
2016 0.04441 -5.43432 -0.00211 3.36 0.16
FS INDOEQUITY DIVIDEND YIELD FUND
2013 -0.1697 0.95548 -0.00542 2.94 0.16
2014 0.65542 2.71869 0.00168 2.65 0.30
2015 -0.27737 3.85776 -0.00224 3.02 0.68
2016 0.04392 -6.07614 -0.00172 2.65 0.29
MANDIRI INVESTA ATRAKTIF
2013 -0.21792 -0.33215 -0.00706 4.55 2.99
2014 0.64852 5.63964 0.00088 3.40 1.27
2015 -0.28248 2.99348 -0.00058 3.98 1.69
2016 0.06673 -0.86197 -0.00419 3.70 1.62
Mandiri Investa Equity Movement
2013 -0.25593 -0.51092 -0.00823 3.83 2.98
2014 0.59021 10.34455 0.00055 3.69 3.35
2015 -0.37046 6.50019 -0.01109 3.81 3.66
2016 0.01978 -3.59363 -0.00370 4.33 4.99
MANULIFE DANA SAHAM
2013 -0.17257 0.95770 -0.00542 3.84 0.93
2014 0.56302 1.81027 -0.00065 3.37 0.60
2015 -0.34545 4.10131 -0.00572 3.53 0.79
2016 0.07755 -4.41935 -0.00131 3.26 0.19
MANULIFE SAHAM ANDALAN
2013 -0.14205 0.33307 -0.00313 4.23 1.48
2014 0.58202 3.13163 -0.00026 3.69 1.09
2015 -0.3778 4.83867 -0.00869 3.39 0.56
2016 0.12455 0.14446 -0.00184 3.65 0.91
RENCANA CERDAS
2013 -0.21436 0.93533 -0.00894 5.49 4.96
2014 0.69708 12.71727 0.00303 4.58 4.02
2015 -0.28911 6.58348 -0.00690 4.28 3.45
2016 0.13335 -3.42126 0.00141 4.72 2.46
SCHRODER 90 PLUS EQUITY FUND
2013 -0.09999 -1.13959 0.00255 2.67 1.06
2014 0.58851 8.34184 -0.00008 2.56 0.79
2015 -0.18398 3.29819 0.00429 2.64 0.54
2016 0.09557 -5.48633 0.00119 2.46 0.44
SCHRODER DANA ISTIMEWA
2013 -0.08017 -3.73876 0.00872 2.64 1.52
2014 0.59387 -1.16987 0.00165 2.50 1.71
2015 -0.27238 3.15438 -0.00111 2.06 1.17
2016 0.08138 -4.39728 -0.00046 1.88 1.28
73
SCHRODER DANA PRESTASI
2013 -0.04654 0.44196 0.00180 2.18 0.81
2014 0.63669 -0.36189 0.00281 2.09 1.02
2015 -0.20992 2.48000 0.00309 2.12 0.69
2016 0.12591 -5.23097 0.00214 1.97 0.67
SCHRODER DANA PRESTASI PLUS
2013 -0.12493 0.39569 -0.00199 2.10 0.47
2014 0.64531 7.36125 0.00111 2.08 0.47
2015 -0.16323 1.62938 0.00706 2.06 0.26
2016 0.12058 -4.75179 0.00192 2.03 0.45
TRIM KAPITAL
2013 -0.25 -2.36225 -0.00274 5.99 1.79
2014 0.69012 8.12613 0.00552 7.91 1.73
2015 -0.40922 0.74702 -0.00413 5.36 1.17
2016 0.03042 -0.31072 -0.00452 5.75 1.44
TRIM KAPITAL PLUS
2013 -0.26162 -1.94634 -0.00575 6.03 2.09
2014 0.5327 3.80185 0.00457 4.89 0.96
2015 -0.56602 1.17745 -0.01328 5.21 0.87
2016 0.09184 -1.54626 -0.00042 5.67 1.54
Lampiran 3
Hasil Uji Statistik Deskriptif
SR MT SS ER PT
Mean 0.056905 1.405742 -0.001534 3.637391 1.314022
Median 0.018500 0.841175 -0.001320 3.365000 0.930000
Maximum 0.926830 16.35351 0.009430 7.910000 4.990000
Minimum -0.566020 -9.515570 -0.018490 1.880000 0.090000
Std. Dev. 0.374634 4.872129 0.004992 1.261615 1.107647
Skewness 0.607043 0.590747 -0.605396 1.092802 1.408765
Kurtosis 2.205951 3.592018 3.850663 4.106678 4.580361
Jarque-Bera 8.067321 6.694578 8.393635 23.00612 40.00472
Probability 0.017709 0.035180 0.015043 0.000010 0.000000
Sum 5.235250 129.3282 -0.141130 334.6400 120.8900
Sum Sq. Dev. 12.77188 2160.126 0.002268 144.8422 111.6462
Observations 92 92 92 92 92
74
Lampiran4
Hasil Uji Chow
Redundant Fixed Effects Tests
Equation: RDS
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 0.245880 (22,65) 0.9997
Cross-section Chi-square 7.354384 22 0.9985
Cross-section fixed effects test equation:
Dependent Variable: SR
Method: Panel Least Squares
Date: 01/15/18 Time: 01:28
Sample: 2013 2016
Periods included: 4
Cross-sections included: 23
Total panel (balanced) observations: 92
Variable Coefficient Std. Error t-Statistic Prob.
MT 0.028866 0.006278 4.598183 0.0000
SS 44.68887 6.141716 7.276284 0.0000
ER 0.001994 0.027102 0.073585 0.9415
PT 0.000266 0.033761 0.007873 0.9937
C 0.077373 0.083997 0.921140 0.3595
R-squared 0.442075 Mean dependent var 0.056905
Adjusted R-squared 0.416423 S.D. dependent var 0.374634
S.E. of regression 0.286191 Akaike info criterion 0.388500
Sum squared resid 7.125753 Schwarz criterion 0.525553
Log likelihood -12.87098 Hannan-Quinn criter. 0.443816
F-statistic 17.23372 Durbin-Watson stat 4.019136
Prob(F-statistic) 0.000000
75
Lampiran 5
Hasil Uji Normalitas
Lampiran 6
Hasil Uji Multikolinearitas
MT SS ER PT
MT 1.000000 -0.118080 0.167467 0.137642
SS -0.118080 1.000000 -0.181717 -0.143512
ER 0.167467 -0.181717 1.000000 0.594825
PT 0.137642 -0.143512 0.594825 1.000000
0
2
4
6
8
10
-0.6 -0.4 -0.2 0.0 0.2 0.4 0.6
Series: Standardized Residuals
Sample 2013 2016
Observations 92
Mean -2.94e-17
Median 0.055655
Maximum 0.568188
Minimum -0.607317
Std. Dev. 0.279830
Skewness -0.245029
Kurtosis 2.299729
Jarque-Bera 2.800389
Probability 0.246549
76
Lampiran 7
Hasil Uji Autokorelasi
Breusch-Godfrey Serial Correlation LM Test: F-statistic 6.924902 Prob. F(4,81) 0.0001
Obs*R-squared 23.18927 Prob. Chi-Square(4) 0.0001
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 01/24/18 Time: 01:11
Sample: 2 92
Included observations: 91
Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic Prob. C -0.004751 0.049692 -0.095615 0.9241
MT -0.007917 0.003770 -2.099974 0.0388
SS -2.910416 3.562743 -0.816903 0.4164
ER 0.004945 0.015820 0.312616 0.7554
PT -0.005924 0.017367 -0.341104 0.7339
SR(-1) 0.043963 0.055802 0.787845 0.4331
RESID(-1) -0.365124 0.115446 -3.162726 0.0022
RESID(-2) -0.277230 0.127548 -2.173539 0.0327
RESID(-3) -0.190290 0.111705 -1.703512 0.0923
RESID(-4) 0.306240 0.119760 2.557100 0.0124 R-squared 0.254827 Mean dependent var -4.67E-17
Adjusted R-squared 0.172030 S.D. dependent var 0.155845
S.E. of regression 0.141808 Akaike info criterion -0.965318
Sum squared resid 1.628866 Schwarz criterion -0.689400
Log likelihood 53.92197 Hannan-Quinn criter. -0.854002
F-statistic 3.077734 Durbin-Watson stat 1.915935
Prob(F-statistic) 0.003179
77
Lampiran 8
Hasil Uji Heteroskedastisitas
Heteroskedasticity Test: White F-statistic 0.557419 Prob. F(4,87) 0.6941
Obs*R-squared 2.298902 Prob. Chi-Square(4) 0.6810
Scaled explained SS 2.735519 Prob. Chi-Square(4) 0.6030
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 01/24/18 Time: 00:29
Sample: 1 92
Included observations: 92 Variable Coefficient Std. Error t-Statistic Prob. C 0.007283 0.001679 4.338389 0.0000
MT^2 -4.68E-06 2.23E-05 -0.209340 0.8347
SS^2 -21.69219 20.04670 -1.082083 0.2822
ER^2 -6.17E-05 0.000101 -0.610584 0.5431
PT^2 -2.23E-05 0.000231 -0.096797 0.9231 R-squared 0.024988 Mean dependent var 0.005599
Adjusted R-squared -0.019840 S.D. dependent var 0.009185
S.E. of regression 0.009275 Akaike info criterion -6.470126
Sum squared resid 0.007485 Schwarz criterion -6.333073
Log likelihood 302.6258 Hannan-Quinn criter. -6.414810
F-statistic 0.557419 Durbin-Watson stat 1.692386
Prob(F-statistic) 0.694146
78
Lampiran 9
Common Effect Model
Dependent Variable: SR
Method: Least Squares
Date: 01/23/18 Time: 22:29
Sample: 1 92
Included observations: 92 Variable Coefficient Std. Error t-Statistic Prob. MT 0.028866 0.006278 4.598183 0.0000
SS 44.68887 6.141716 7.276284 0.0000
ER 0.001994 0.027102 0.073585 0.9415
PT 0.000266 0.033761 0.007873 0.9937
C 0.077373 0.083997 0.921140 0.3595 R-squared 0.442075 Mean dependent var 0.056905
Adjusted R-squared 0.416423 S.D. dependent var 0.374634
S.E. of regression 0.286191 Akaike info criterion 0.388500
Sum squared resid 7.125753 Schwarz criterion 0.525553
Log likelihood -12.87098 Hannan-Quinn criter. 0.443816
F-statistic 17.23372 Durbin-Watson stat 3.359579
Prob(F-statistic) 0.000000
79
Lampiran 10
Suku Bunga Indonesia (Rf)
80
Lampiran 11
Indeks Harga Saham Gabungan (Rm)
81
Lampiran 12
Excess Market Return (Rm-Rf)
Excess Return
2013 2014 2015 2016
Rm-Rf (Rm-Rf)2 Rm-Rf (Rm-Rf)2 Rm-Rf (Rm-Rf)2 Rm-Rf (Rm-Rf)2
0.02695 0.00073 0.02758 0.00076 0.00549 0.00003 -0.00122 0.00000
0.07202 0.00519 0.03934 0.00155 0.02417 0.00058 0.02792 0.00078
0.02548 0.00065 0.02580 0.00067 0.00630 0.00004 0.00997 0.00010
0.01405 0.00020 0.00882 0.00008 -0.08457 0.00715 -0.00703 0.00005
0.00207 0.00000 0.00486 0.00002 0.01930 0.00037 -0.01425 0.00020
-0.05427 0.00295 -0.00938 0.00009 -0.06486 0.00421 0.04040 0.00163
-0.04869 0.00237 0.03684 0.00136 -0.02827 0.00080 0.03432 0.00118
-0.09591 0.00920 0.00319 0.00001 -0.06724 0.00452 0.02823 0.00080
0.02282 0.00052 -0.00611 0.00004 -0.06960 0.00484 -0.00812 0.00007
0.03901 0.00152 -0.01560 0.00024 0.04850 0.00235 0.00680 0.00005
-0.06260 0.00392 0.00540 0.00003 -0.00821 0.00007 -0.05442 0.00296
-0.00208 0.00000 0.00850 0.00007 0.02671 0.00071 0.02475 0.00061
82
Lampiran 13
Excess Portfolio Return (Rp-Rf)
Axa CitraDinamis (Rp-Rf) Batavia Saham (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.02992 0.04066 0.00701 0.00371 0.03096 0.03728 0.00432 0.01368
0.07644 0.03450 0.02656 0.02953 0.08212 0.05007 0.01625 0.02551
0.01667 0.01987 0.00914 0.00601 0.02682 0.03617 -0.01834 0.01141
0.02536 0.01119 -0.09470 -0.01271 0.04743 0.00211 -0.08385 -0.00501
-0.00911 0.00592 0.03544 -0.01419 0.02579 -0.01449 0.02005 -0.00528
-0.04909 -0.00605 -0.07637 0.04274 -0.07842 -0.01926 -0.07199 0.03982
-0.04417 0.04750 -0.03270 0.03097 -0.03910 0.05902 -0.01962 0.03499
-0.09963 -0.00984 -0.05656 0.02747 -0.08380 0.00448 -0.06248 0.00971
0.00926 -0.00060 -0.08284 -0.01015 0.00392 -0.00806 -0.07407 0.00687
0.04427 -0.00986 0.06477 0.00003 0.03568 -0.00566 0.06801 -0.01388
-0.06867 0.01398 -0.01144 -0.07926 -0.06054 0.01543 -0.00437 -0.08468
-0.00263 0.01081 0.03688 0.02537 0.00541 0.00815 0.02848 0.01635
Batavia Saham Optimal (Rp-Rf) BNP Ekuitas (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.04246 0.03815 0.00647 0.00533 0.03047 0.03899 0.00067 0.00565
0.08315 0.05126 0.01357 0.02999 0.07190 0.04573 0.02372 0.01837
0.03932 0.03402 -0.02692 0.01276 0.02642 0.02590 0.00246 0.00625
0.03480 0.00129 -0.07475 -0.00226 0.01457 0.01413 -0.09580 -0.02188
0.03132 -0.00740 0.01346 -0.00702 -0.00092 0.00584 0.03034 -0.00757
-0.07203 -0.02589 -0.08098 0.03421 -0.06402 -0.00854 -0.07612 0.03928
-0.04104 0.07386 -0.02166 0.03350 -0.05397 0.04552 -0.02298 0.02423
-0.10121 0.00861 -0.07815 0.01497 -0.10521 -0.00415 -0.05589 0.01792
0.01572 -0.01147 -0.06592 -0.00123 0.01135 -0.00959 -0.07757 -0.01578
0.04700 -0.01022 0.06795 -0.00597 0.04451 -0.00920 0.07274 -0.00862
-0.06458 0.01556 -0.01005 -0.07812 -0.07067 0.01714 -0.00040 -0.07976
0.00047 0.00868 0.02767 0.00710 -0.00796 0.00989 0.02700 0.03264
83
BNP Inf Plus (Rp-Rf) BNP Pesona (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.02358 0.04117 -0.01736 -0.00865 0.02653 0.04867 -0.00118 0.00562
0.07734 0.04221 0.02105 0.01160 0.07040 0.05065 0.01846 0.02293
0.02591 0.04097 -0.00454 0.03804 0.02960 0.03210 0.00647 0.01223
0.01549 0.01667 -0.10396 -0.01759 0.01481 0.01668 -0.08959 -0.01375
-0.00912 0.02728 0.00769 -0.01670 0.00001 0.01451 0.02488 -0.01000
-0.05749 -0.01293 -0.09252 0.04537 -0.06492 -0.00519 -0.07144 0.03814
-0.05004 0.05219 -0.03313 0.04547 -0.05643 0.05749 -0.02302 0.02974
-0.10370 0.00141 -0.09258 0.01185 -0.10710 0.00111 -0.06244 0.02174
0.02403 -0.01476 -0.07947 -0.01004 0.01543 -0.00623 -0.07644 -0.01396
0.05042 0.00156 0.07811 0.00073 0.04948 0.00038 0.07728 -0.00044
-0.06599 0.01523 -0.01048 -0.07331 -0.07393 0.02136 0.00288 -0.08023
-0.00660 0.01035 0.02361 0.03438 -0.00985 0.01568 0.02727 0.03213
BNP Solaris (Rp-Rf) BNP Star (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.00798 0.03219 -0.00860 -0.01472 0.02203 0.01665 0.01649 -0.00669
0.05992 0.05448 0.01654 0.02054 0.08267 0.04483 0.02330 0.02628
0.05102 0.03038 -0.03062 0.04443 0.02158 0.02347 0.00984 0.00352
0.01312 0.00722 -0.09288 -0.00707 0.00367 0.01282 -0.09256 -0.00951
0.03791 0.00956 0.00878 -0.01207 0.01219 0.00335 0.02175 -0.02458
-0.07970 -0.01328 -0.08763 0.04438 -0.06021 -0.01324 -0.08206 0.04284
-0.09934 0.04733 -0.02861 0.04618 -0.06586 0.03830 -0.02381 0.04100
-0.08790 0.00884 -0.11990 -0.00361 -0.09541 -0.00298 -0.04471 0.01819
-0.00246 -0.02559 -0.06247 -0.02249 -0.00465 -0.01485 -0.07932 -0.00816
0.04709 -0.00736 0.08797 0.01492 0.04307 -0.01951 0.03980 0.00113
-0.06491 0.01023 -0.02520 -0.06244 -0.07504 0.01830 -0.01318 -0.07538
-0.01583 0.00664 0.03055 0.02177 -0.01076 0.01267 0.03833 0.02825
84
CIMB PRINCIPLE AGGRESIVE (Rp-Rf) East (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.02043 0.03095 -0.02439 0.01401 0.03165 0.05136 0.01319 -0.00560
0.06821 0.06751 0.03305 0.01706 0.08458 0.04105 0.01737 0.01944
0.02191 0.03480 -0.02547 0.01152 0.03458 0.02091 -0.00617 0.02125
0.02232 0.00356 -0.10033 -0.01709 0.00154 0.01011 -0.07473 -0.00494
0.01911 -0.00625 -0.00042 -0.01254 0.00714 0.00853 0.01582 -0.01768
-0.07670 -0.02575 -0.08591 0.04411 -0.07853 0.00076 -0.07225 0.03862
-0.09794 0.05757 -0.04348 0.04361 -0.04903 0.03468 -0.02830 0.05693
-0.12886 0.00692 -0.08272 0.02370 -0.08525 -0.00053 -0.08345 0.00359
0.01835 -0.02190 -0.07876 -0.01171 0.03579 0.01484 -0.07967 -0.01209
0.04085 0.01087 0.08451 0.00141 0.03883 -0.01046 0.03063 0.01113
-0.08837 0.04351 0.01049 -0.04931 -0.06537 0.00628 -0.03242 -0.09132
0.04494 0.03262 0.03296 0.01268 -0.00765 -0.00578 0.02462 0.01598
FSI S (Rp-Rf) FSI DY (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.01598 0.05085 0.00204 0.00884 0.02180 0.05378 -0.00070 0.00679
0.06798 0.04207 0.02134 0.02804 0.06980 0.04063 0.02311 0.02677
0.02231 0.02375 -0.00541 0.00703 0.01714 0.02889 -0.00470 0.00844
0.02117 0.00393 -0.09571 -0.01616 0.02851 0.00778 -0.08197 -0.01210
-0.01447 0.00225 0.03825 -0.01022 -0.00652 0.00741 0.03436 -0.00766
-0.04169 -0.01396 -0.08175 0.04565 -0.06892 -0.01055 -0.07756 0.03999
-0.05864 0.05109 -0.03664 0.02396 -0.04785 0.05219 -0.02179 0.04320
-0.09439 -0.00046 -0.06141 0.02148 -0.09005 -0.00367 -0.05027 -0.00062
0.01909 -0.01072 -0.08068 -0.01360 0.01673 -0.00409 -0.07808 -0.01094
0.04202 -0.01231 0.07139 -0.00333 0.04061 -0.01195 0.07342 -0.00753
-0.07060 0.01503 -0.00378 -0.08266 -0.07120 0.01380 -0.01031 -0.08414
-0.00933 0.00312 0.03322 0.01987 -0.01219 0.00904 0.02794 0.02418
85
MANDIRI ATRAKTIF (Rp-Rf) MANDIRI EQUITY MOV. (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.01703 0.02483 0.00407 0.00128 0.04246 0.01886 -0.00204 0.00613
0.07685 0.04110 0.02551 0.03165 0.07407 0.05947 0.02881 0.02467
0.04160 0.02483 0.00109 0.00098 0.01650 0.03398 -0.02865 0.00496
-0.00998 0.01897 -0.09267 -0.01981 -0.00154 0.01755 -0.08082 -0.01965
0.04378 0.00326 0.03104 -0.01404 -0.01198 -0.00024 0.02671 -0.01156
-0.11014 -0.00846 -0.07704 0.04431 -0.08214 -0.01517 -0.09609 0.05210
-0.07439 0.04753 -0.03286 0.05405 -0.06996 0.04338 -0.04107 0.01321
-0.11629 -0.00788 -0.06612 -0.00094 -0.13313 -0.00593 -0.07022 0.00940
-0.00243 -0.00480 -0.09411 -0.00746 0.01142 -0.02415 -0.07724 -0.01899
0.04091 -0.00991 0.07687 0.00326 0.04163 0.00221 0.07115 0.01714
-0.07237 0.01649 -0.00306 -0.07301 -0.06579 0.02894 -0.00791 -0.07051
-0.00259 0.00592 0.03682 0.02470 -0.00720 0.01511 0.03635 0.00596
Manulife Dana Saham (Rp-Rf) MANULIFE SAHAM ANDALAN (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.01533 0.02685 -0.00211 0.00165 0.03043 0.02201 -0.01050 -0.00203
0.06758 0.04932 0.02397 0.03068 0.08287 0.05011 0.02059 0.03759
0.02298 0.03309 -0.00013 0.01008 0.02895 0.03407 -0.00739 0.02571
0.01876 0.01232 -0.09066 -0.01277 0.00929 0.01413 -0.09267 -0.01466
0.01391 0.00584 0.02223 -0.01164 0.03503 0.00917 0.02422 -0.01524
-0.05995 -0.01641 -0.07857 0.04404 -0.07434 -0.02059 -0.08289 0.04652
-0.05454 0.03963 -0.03329 0.03132 -0.06586 0.05171 -0.03388 0.06159
-0.08532 -0.00103 -0.07372 0.01771 -0.10776 -0.00020 -0.08618 -0.00271
-0.00105 -0.01212 -0.07455 -0.01281 0.00970 -0.00808 -0.07856 -0.01535
0.04231 -0.01245 0.07516 0.00105 0.04401 -0.01271 0.07868 0.00868
-0.06642 0.01692 -0.01069 -0.07902 -0.07724 0.01733 -0.00782 -0.06608
-0.01231 0.00365 0.02560 0.02835 -0.01591 0.00487 0.02729 0.01811
86
RENCANA CERDAS (Rp-Rf) SCHRODER 90 EQUITY (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.04367 0.02564 -0.00226 0.00527 0.01854 0.05025 0.02364 0.00388
0.05355 0.07114 0.01868 0.04110 0.07731 0.04875 0.02193 0.02480
0.02551 0.04194 -0.00848 0.02729 0.03189 0.02685 0.02226 0.01255
-0.01137 -0.00273 -0.07691 -0.00306 0.02157 0.00312 -0.08263 -0.02014
0.01228 0.02134 0.04392 -0.01451 0.01119 -0.00576 0.02450 0.00244
-0.06012 -0.00763 -0.07658 0.04408 -0.06126 -0.00538 -0.08059 0.04329
-0.09859 0.05258 -0.03106 0.03122 -0.03808 0.04609 -0.02759 0.02726
-0.09773 0.00647 -0.06684 0.01972 -0.11281 -0.00203 -0.05582 0.03259
0.04907 -0.01830 -0.06857 -0.01192 0.01924 -0.02063 -0.08686 -0.00631
0.04193 -0.00530 0.08226 -0.00566 0.04142 -0.00670 0.08701 -0.00226
-0.05203 0.03539 -0.01420 -0.06772 -0.06755 0.01912 -0.00714 -0.07772
-0.05395 0.00719 0.02171 0.01645 -0.00609 0.01842 0.03740 0.02397
SCHRODER ISTIMEWA(Rp-Rf) SCHRODER PRESTASI (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.01943 0.04460 0.02194 -0.01732 0.02767 0.04734 0.02148 -0.00067
0.04593 0.04417 0.02938 0.02046 0.08101 0.04173 0.02836 0.02709
0.07323 0.03002 0.00504 0.02026 0.03687 0.03036 0.00839 0.01369
0.02457 0.00461 -0.06667 -0.00017 0.02536 0.00425 -0.07188 -0.01021
0.04174 -0.00279 0.00748 0.00868 0.03184 -0.00037 0.01834 0.00371
-0.08409 -0.00918 -0.08256 0.04518 -0.07283 -0.00839 -0.08196 0.04131
-0.04440 0.04412 -0.02256 0.04132 -0.03780 0.04754 -0.01844 0.02531
-0.09976 -0.00128 -0.06758 0.01067 -0.08946 -0.00077 -0.05613 0.03608
0.00686 -0.02665 -0.06654 -0.01630 -0.00625 -0.02632 -0.06635 -0.01028
0.03803 -0.00638 0.06518 0.00047 0.04026 -0.00306 0.06907 -0.00075
-0.06315 0.02543 -0.01187 -0.07425 -0.05880 0.02817 -0.00847 -0.07325
-0.01206 0.02685 0.03135 0.00803 -0.00698 0.02568 0.03457 0.02177
87
SCHRODER PRESTASI PLUS (Rp-Rf) TRIM KAPITAL (Rp-Rf)
2013 2014 2015 2016 2013 2014 2015 2016
0.02287 0.03872 0.02599 0.00593 0.01762 0.01813 0.00873 -0.00348
0.07498 0.04128 0.02444 0.02491 0.05197 0.05123 0.02477 0.01105
0.01920 0.02627 0.02356 0.01228 0.03243 0.03376 -0.01366 0.01539
0.02378 0.00645 -0.07751 -0.01913 -0.00997 0.02165 -0.07600 -0.00455
-0.00242 -0.00054 0.02419 0.00324 0.00738 0.00165 0.01458 -0.00924
-0.06622 -0.00244 -0.07886 0.04258 -0.07329 -0.01704 -0.07713 0.03928
-0.04155 0.04846 -0.02426 0.02629 -0.04768 0.04744 -0.00886 0.02843
-0.09772 -0.00233 -0.05005 0.03221 -0.11647 0.00204 -0.07821 0.01540
0.01344 -0.02090 -0.07283 -0.00450 0.01284 -0.03347 -0.07842 -0.02171
0.04625 -0.00430 0.07348 -0.00293 0.04040 0.02033 0.05137 -0.00161
-0.06659 0.01897 -0.00482 -0.07149 -0.06946 0.03375 -0.01670 -0.05339
-0.00272 0.01690 0.03619 0.02485 -0.00193 0.03002 0.01978 0.00151
TRIM KAPITAL PLUS (Rp-Rf)
2013 2014 2015 2016
0.02062 0.00884 0.00161 -0.02536
0.06279 0.05876 0.02337 0.00328
0.02909 0.04958 -0.03131 0.03514
-0.01779 0.01908 -0.08300 0.02063
0.03223 0.00476 0.01025 -0.00169
-0.09638 -0.02859 -0.08208 0.04843
-0.07577 0.04655 -0.00947 0.03437
-0.12742 0.00461 -0.10188 0.00993
0.01807 -0.05235 -0.08008 -0.02572
0.03666 0.02471 0.03395 0.00782
-0.06521 0.05085 -0.04382 -0.05311
-0.00749 0.02651 0.02795 0.00057
