Lampiran Lampiran 1. Data Perbandingan Laju Inflasi dan ...repository.unika.ac.id/471/8/11.60.0010 Sinthia Wijaya LAMPIRAN.pdf · 159 Lampiran . Lampiran 1. Data Perbandingan Laju

159

Lampiran

Lampiran 1. Data Perbandingan Laju Inflasi dan Tingkat Suku Bunga SBI

Tingkat Inflasi Suku bunga SBI Tingkat Inflasi Suku bunga SBI Tingkat Inflasi Suku bunga SBI2010 Januari 3.72% 6.50% 2012 Januari 3.65% 6.00% 2014 Januari 8.22% 7.50%

Februari 3.81% 6.50% Februari 3.56% 5.75% Februari 7.75% 7.50%Maret 3.43% 6.50% Maret 3.97% 5.75% Maret 7.32% 7.50%April 3.91% 6.50% April 4.50% 5.75% April 7.25% 7.50%Mei 4.16% 6.50% Mei 4.45% 5.75% Mei 7.32% 7.50%Juni 5.05% 6.50% Juni 4.53% 5.75% Juni 6.70% 7.50%Juli 6.22% 6.50% Juli 4.56% 5.75%Agustus 6.44% 6.50% Agustus 4.58% 5.75%September 5.80% 6.50% September 4.31% 5.75%Oktober 5.67% 6.50% Oktober 4.61% 5.75%November 6.33% 6.50% November 4.32% 5.75%Desember 6.96% 6.50% Desember 4.30% 5.75%

2011 Januari 7.02% 6.50% 2013 Januari 4.57% 5.75%Februari 6.84% 6.75% Februari 5.31% 5.75%Maret 6.65% 6.75% Maret 5.90% 5.75%April 6.16% 6.75% April 5.57% 5.75%Mei 5.98% 6.75% Mei 5.47% 5.75%Juni 5.54% 6.75% Juni 5.90% 6.00%Juli 4.61% 6.75% Juli 8.61% 6.50%Agustus 4.79% 6.75% Agustus 8.79% 6.75%September 4.61% 6.75% September 8.40% 7.25%Oktober 4.42% 6.50% Oktober 8.32% 7.25%November 4.15% 6.00% November 8.37% 7.50%Desember 3.79% 6.00% Desember 8.38% 7.50%

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Lampiran 2. Komposisi Efek Reksa Dana

Sumber : aria.bapepam.go.id (29 Agustus 2014)

Lampiran 3. Komposisi NAB Reksa Dana

Sumber : aria.bapepam.go.id (29 Agustus 2014)

161

Lampiran 4. Penyampelan Reksa Dana

No. Reksa Dana Tanggal efektif 2010 2011 2012 2013 Periode 2010-2012

Periode 2011-2013

1. AAA Blue Chip Value Fund (dibubarkan) 2. AAA Blue Chip Value Fund 2 18-12-2012 3. AAA Enhanced Strategy Fund 18-12-2012 4. AAA Equity Fund (dibubarkan) 5. AXA Maestrosaham 25-07-2013 6. Archipelago Equity Growth 26-07-2012 7. Ashmore Dana Ekuitas Nusantara 31-01-2013 8. Ashmore Dana Progresif Nusantara 27-11-2012 9. Avrist Equity - Amar Syariah 30-09-2013 10. Avrist Equity - Cross Sectoral 15-05-2013 11. Axa Citradinamis 29-07-1997 12. BNI-AM Dana Berkembang 30-09-1996 13. BNI-AM Dana Sektoral Dinamis (dibubarkan) 14. BNP Paribas Astro 22-10-2013 15. BNP Paribas Ekuitas 16-01-2001 v v v v 1 1 16. BNP Paribas Infrastruktur Plus 08-03-2007 v v v v 2 2 17. BNP Paribas Inspira 13-01-2012 18. BNP Paribas Maxi Saham 03-01-2011 19. BNP Paribas Orion (dibubarkan) 20. BNP Paribas Pesona 10-10-1997 v v v 3 21. BNP Paribas Pesona Syariah 09-04-2007 v v v 3 22. BNP Paribas STAR 30-03-2011 23. BNP Paribas Solaris 08-04-2008 v v v v 4 4 24. Bahana Dana Prima 01-08-1996 v v v 5 25. Bahana Trailblazer Fund 03-01-2013

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26. Batavia Dana Saham 09-12-1996 v v v v 5 6 27. Batavia Dana Saham Agro 31-01-2008 v v v v 6 7 28. Batavia Dana Saham Optimal 09-10-2006 v v v v 7 8 29. Batavia Dana Saham Syariah 19-07-2007 v v v v 8 9 30. CIMB - Principal Equity Focus 30-04-2013 31. CIMB-Principal Equity Aggressive 17-06-2005 v v v 10 32. CIMB-Principal Indo Domestic Equity Fund 11-04-2013 33. CIMB-Principal Islamic Equity Growth

Syariah 06-08-2007 v v v 11

34. Cipta Syariah Equity 16-04-2008 35. Dana Ekuitas Andalan 01-12-2005 36. Dana Ekuitas Prima 09-02-2006 v v v 12 37. Dana Pratama Ekuitas Februari 2004 38. Danareksa Mawar 05-07-1996 39. Danareksa Mawar Agresif 16-07-2007 40. Danareksa Mawar Fokus 10 22-02-2010 41. Danareksa Mawar Komoditas 10 09-02-2011 42. Danareksa Mawar Konsumer 10 09-02-2011 43. Danareksa Mawar Rotasi Sektor Strategis 10-07-2012 44. Eastspring Investments Value Discovery 30-05-2013 45. Emco Growth Fund 11-03-2008 v v 46. Emco Mantap 11-08-2005 v v 47. First State Dividend Yield F 11-08-2005 v v v 13 48. First State IndoEquity Peka Fund 14-01-2010 v v 49. First State IndoEquity Value Select Fund 29-02-2008 v v v v 9 14 50. First State Indoequity High Conviction Fund 17-10-2011 51. First State Indoequity Sectoral Fund 24-12-2004 v v v v 10 15 52. GAP Equity Fund Mei 2012 53. GAP Value Fund 03-09-2012

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54. Grow-2-Prosper 22-03-2007 v 55. HPAM Ultima Ekuitas 1 11-03-2010 56. Indosurya Equity Fund 26-05-2009 v v 57. Jisawi Progresif 29-03-2012 58. Jisawi Saham (dibubarkan) 59. Lautandhana Equity 09-09-2009 60. Lautandhana Equity Progresif 10-09-2009 61. Lautandhana Saham Inti 22-08-2013 62. Lautandhana Saham Prima 10-05-2013 63. Lautandhana Saham Syariah 27-12-2012 64. Lautandhana Equity Agresif 12-11-2012 65. MNC Dana Ekuitas 10-06-2008 v v v 16 66. MNC Dana Syariah Ekuitas 13-12-2012 67. Mandiri Asa Sejahtera 12-02-2013 68. Mandiri Dynamic Equity 05-11-2012 69. Mandiri Investa Atraktif 10-06-2005 v v v v 11 17 70. Mandiri Investa Atraktif Syariah 19-12-2007 v v v v 12 18 71. Mandiri Investa Ekuitas Dinamis 10-03-2011 72. Mandiri Investa Ekuitas Syariah 05-06-2013 73. Mandiri Investa Equity ASEAN 5 Plus 25-11-2013 74. Mandiri Investa Equity Movement 10-07-2012 75. Mandiri Investa UGM 04-06-2008 v v 76. Mandiri Saham Atraktif 06-03-2012 77. Mandiri Saham Prima 05-03-2013 78. Manulife Dana Saham 16-07-2003 v v v v 13 19 79. Manulife Greater Indonesia Fund 15-06-2011 80. Manulife Institutional Equity Fund 15-06-2011 81. Manulife Phinisi Dana Saham (dibubarkan) 82. Manulife Saham Andalan 06-08-2007 v v v 20

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83. Manulife Saham SMC Plus Januari 2013 84. Manulife Syariah Sektoral Amanah 16-01-2009 v v v v 14 21 85. Maybank GMT Dana Ekuitas 17-04-2007 v v v 22 86. Mega Asset Greater Infrastructure 23-08-2012 87. Mega Asset Maxima 26-02-2012 88. Mega Dana Capital Growth 20-12-2013 89. Mega Dana Ekuitas (dibubarkan) 90. Mega Dana Saham (dibubarkan) 91. Mega Dana Saham Syariah (dibubarkan) 92. Millenium Dynamic Equity Fund 14-05-2013 93. Millenium Equity 05-03-2008 94. Millenium Equity Growth Fund 27-12-2012 95. NISP Indeks Saham Progresif 14-12-2007 v v 96. NISP Indonesia Sector Leader 18-02-2013 97. Narada Saham Indonesia 25-06-2013 98. Nikko Indonesia Equity Fund 2013 99. OSO Sustainability Fund 09-09-2013 100. OSO Syariah Equity Fund 28-08-2013 101. PNM Ekuitas Syariah 26-07-2007 v v v 23 102. PNM Saham Agresif 25-07-2011 103. Panin Dana Maksima 19-12-2007 v v 104. Panin Dana Prima 27-03-1997 v v v 24 105. Panin Dana Syariah Saham 20-06-2012 106. Pratama Equity Feb 2004 107. Pratama Saham Mei 2008 108. Premier Ekuitas Makro Plus 12-07-2013 109. Prospera Bijak 15-06-2011 110. RHB OSK Alpha Sector Rotation 18-08-2011 111. RHB OSK Prime Equity Fund 2013

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112. Reksadana Saham Eastspring Investments Alpha Navigator

06-08-2012

113. Rencana Cerdas 08-07-1999 v v 114. SAM Sharia Equity Fund 22-10-2013 115. Sam Indonesian Equity Fund 28-09-2011 116. Schroder 90 Plus Equity Fund 01-04-2010 v v v 25 117. Schroder Dana Istimewa 21-12-2004 v v v 26 118. Schroder Dana Prestasi 29-05-1997 v v v 27 119. Schroder Dana Prestasi Dinamis 11-10-2011 120. Schroder Dana Prestasi Plus 12-09-2000 v v v v 15 28 121. Schroder Indo Equity Fund 09-09-2009 122. Simas Danamas Saham 24-09-2007 v v v 16 123. Simas Saham Unggulan 11-12-2012 124. Sucorinvest Equity Fund 09-05-2012 125. Sucorinvest Sharia Equity Fund 22-10-2013 126. Syailendra Equity Alpha Fund 01-11-2012 127. Syailendra Equity Opportunity Fund 31-05-2007 v v 128. Tram ASA Equity 19-07-2013 129. Tram Consumption Plus 12-04-2011 130. Tram Equity Focus 18-07-2011 131. Tram Infrastructure Plus 16-02-2012 132. Trim Kapital 20-03-1997 v v v 29 133. Trim Kapital Plus 26-05-2008 v v v 30 134. Trim Syariah Saham 26-12-2006 v v v 31

Ket :

- Bagian yang diberi warna hijau adalah jumlah sampel yang memenuhi kriteria pertama - Pemberian nomor pada kolom Periode 2010-2012 dan 2011-2013 adalah sampel yang memenuhi kriteria kedua.

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Lampiran 5. Daftar Sampel Reksa Dana

No. Periode 2010–2012 No. Periode 2011–2013 1 BNP Paribas Ekuitas 1 BNP Paribas Ekuitas 2 BNP Paribas Infrastruktur Plus 2 BNP Paribas Infrastruktur Plus 3 BNP Paribas Pesona Syariah 3 BNP Paribas Pesona 4 BNP Paribas Solaris 4 BNP Paribas Solaris 5 Batavia Dana Saham 5 Bahana Dana Prima 6 Batavia Dana Saham Agro 6 Batavia Dana Saham 7 Batavia Dana Saham Optimal 7 Batavia Dana Saham Agro 8 Batavia Dana Saham Syariah 8 Batavia Dana Saham Optimal 9 First State IndoEquity Value

Select Fund 9 Batavia Dana Saham Syariah

10 First State Indoequity Sectoral Fund

10 CIMB-Principal Equity Aggressive

11 Mandiri Investa Atraktif 11 CIMB-Principal Islamic Equity Growth Syariah

12 Mandiri Investa Atraktif Syariah

12 Dana Ekuitas Prima

13 Manulife Dana Saham 13 First State Dividend Yield Fund

14 Manulife Syariah Sektoral Amanah

14 First State IndoEquity Value Select Fund

15 Schroder Dana Prestasi Plus 15 First State Indoequity Sectoral Fund

16 Simas Danamas Saham 16 MNC Dana Ekuitas 17 Mandiri Investa Atraktif

18 Mandiri Investa Atraktif Syariah

19 Manulife Dana Saham 20 Manulife Saham Andalan 21 Manulife Syariah Sektoral

Amanah 22 Maybank GMT Dana Ekuitas 23 PNM Ekuitas Syariah 24 Panin Dana Prima 25 Schroder 90 Plus Equity Fund 26 Schroder Dana Istimewa 27 Schroder Dana Prestasi 28 Schroder Dana Prestasi Plus 29 Trim Kapital 30 Trim Kapital Plus 31 Trim Syariah Saham

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Lampiran 6. Data Variabel Independen Penelitian

2010 2011 2012 2013 2010 2011 2012 2013 2009 2010 2011 2012 2013BNP Paribas Ekuitas 0.022 0.0283 0.0285 0.0282 0.7 0.47 0.51 0.46 9906.12 13813.87 13808.86 15240.34 14429.03BNP Paribas Infrastruktur Plus 0.0232 0.0272 0.0287 0.0295 0.3 0.41 0.91 0.83 1688.4 2289.67 2114.89 2461.02 2395.3BNP Paribas Pesona 0.0273 0.0278 0.028 0.38 0.37 0.59 18747.4 19154.28 21313.88 20113.36BNP Paribas Pesona Syariah 0.0288 0.028 0.0283 0.86 0.51 0.07 1267.84 1731.84 1792.65 2116.16BNP Paribas Solaris 0.0244 0.0285 0.0306 0.0304 1.31 0.59 0.45 0.86 1171.35 1714.43 1630.27 1998.78 1831.58Bahana Dana Prima 0.0465 0.037 0.0568 1.08 0.68 3.04 11827.21 11797.26 13094.75 11733.82Batavia Dana Saham 0.0222 0.0489 0.0446 0.0416 1.92 3.14 2.54 1.78 29213.75 38879.4 37959.4 40871.79 42773.75Batavia Dana Saham Agro 0.0324 0.0374 0.0428 0.0538 2 1.72 1.59 2.94 890.11 1204 829.61 757.8 677.11Batavia Dana Saham Optimal 0.0196 0.0351 0.0454 0.0452 2.17 1.67 2.49 1.92 1290.03 1775.96 1753.43 2016.12 2144.72Batavia Dana Saham Syariah 0.0285 0.0527 0.0556 0.0488 1.97 2.6 2.79 2.64 1206.15 1516.99 1436.23 1657.29 1658.1CIMB-Principal Equity Aggressive 0.0351 0.0467 0.0496 0.42 2.47 3.33 2819.81 2782.17 2898.12 2631.46CIMB-Principal Islamic Equity Growth Syariah 0.0439 0.0515 0.0418 0.71 2.07 1.22 1413.14 1341.33 1430.1 1367.83Dana Ekuitas Prima 0.0275 0.0218 0.0294 1.52 1.2 1.09 3388.97 3334.09 3880.68 3605.79First State Dividend Yield F 0.0298 0.0253 0.0298 0.13 0.15 0.16 3095.18 3177.68 3538.04 3360.49First State IndoEquity Value Select Fun 0.0205 0.0274 0.0277 0.0332 0.25 0.5 0.66 1.05 986.17 1237.57 1306.12 1424.5 1339.27First State Indoequity Sectoral Fund 0.0214 0.0266 0.0311 0.0326 0.18 0.23 0.22 0.19 3139.78 4150.53 4322.75 4715.35 4489.11MNC Dana Ekuitas 0.2636 0.2463 0.0283 0.57 1.21 1.29 2378.39 2481.14 3237.83 3126.78Mandiri Investa Atraktif 0.0237 0.04 0.0369 0.0455 0.36 3.03 1.91 2.99 2739.54 3695.79 3603.67 3924.96 3456.08Mandiri Investa Atraktif Syariah 0.0226 0.0371 0.0359 0.0447 0.77 0.43 1.88 3.09 972.56 1241.89 1193.29 1281.67 1111.5Manulife Dana Saham 0.0304 0.0347 0.0374 0.0384 0.65 0.71 1.01 0.93 6950.34 9301.49 9104.04 10198.02 9733.27Manulife Saham Andalan 0.0387 0.0406 0.0423 0.75 1.42 1.48 1536.99 1497.91 1653.82 1564.19Manulife Syariah Sektoral Amanah 0.0305 0.0317 0.0352 0.0335 0.69 0.27 0.43 0.5 2117.42 2825.65 2797.43 3215.64 3140.27Maybank GMT Dana Ekuitas 0.0228 0.0366 0.0339 0.8 0.83 0.99 2547.46 2600.96 2895.75 2848.58PNM Ekuitas Syariah 0.0532 0.046 0.0978 2.32 5.62 12.02 1628.57 1417.39 1496.09 1405.36Panin Dana Prima 0.0291 0.0433 0.0301 0.36 0.82 0.38 2319.25 2486.06 2762.97 2841.86Schroder 90 P lus Equity Fund 0.0273 0.0251 0.0267 0.7 0.56 1.06 1324.27 1372.67 1473.02 1449.44Schroder Dana Istimewa 0.0447 0.0474 0.0476 0.59 0.9 1.01 4695.64 4960.09 5374.48 5340.74Schroder Dana Prestasi 0.0188 0.0178 0.0218 0.9 0.9 0.81 21325.98 22852.57 25072.3 25595.1Schroder Dana Prestasi Plus 0.0176 0.0208 0.0202 0.021 0.72 0.52 0.33 0.47 15564.43 20817.21 21245.43 21998.29 21422.89Simas Danamas Saham 0.0307 0.0533 0.0349 0.69 1.01 0.65 1319.11 1669.96 1479.72 1345.79Trim Kapital 0.0618 0.0634 0.0599 1.72 4.01 1.79 6318.47 6879.28 7941.88 7134.34Trim Kapital Plus 0.0653 0.074 0.0603 3.72 4.11 2.09 2416.64 2579.57 3046.05 2627.76Trim Syariah Saham 0.0331 0.04 0.0364 0.92 2.13 1.4 1122.3 1200.06 1417.63 1323.45

Nama Reksa Dana Expense ratio (%) Portofolio Turnover (x) NAB per UP akhir tahun (rupiah)

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Lampiran 6. Data Variabel Independen Penelitian (lanjutan)

2010 2011 2012 2013 2009 2010 2011 2012 2013BNP Paribas Ekuitas 39.45% -0.04% 10.37% -5.32% 6,718,845,918,326 7,108,690,945,413 6,667,502,373,728 5,835,716,372,349 5,327,589,357,533 BNP Paribas Infrastruktur Plus 35.61% -7.63% 16.37% -2.67% 3,762,367,354,826 2,066,637,363,083 1,305,657,177,309 1,428,280,900,431 2,374,761,143,164 BNP Paribas Pesona 2.17% 11.27% -5.63% 1,687,272,506,189 2,236,553,686,610 1,763,120,805,931 1,494,393,420,986 BNP Paribas Pesona Syariah 36.60% 3.51% 18.05% 145,889,829,157 184,926,136,258 270,161,204,412 1,132,978,975,565 BNP Paribas Solaris 46.36% -4.91% 22.60% -8.37% 360,618,291,800 938,480,397,969 1,104,867,195,886 4,187,396,911,689 3,441,741,382,671 Bahana Dana Prima -0.25% 11.00% -10.39% 376,444,388,359 194,030,874,215 175,714,725,867 238,607,115,352 Batavia Dana Saham 33.09% -2.37% 7.67% 4.65% 134,238,955,823 134,803,041,441 356,233,099,341 292,618,946,485 818,157,971,425 Batavia Dana Saham Agro 35.26% -31.10% -8.66% -10.65% 110,831,683,802 53,994,922,505 24,556,820,878 19,807,174,740 9,432,842,091 Batavia Dana Saham Optimal 37.67% -1.27% 14.98% 6.38% 85,222,985,968 96,197,096,177 112,194,845,247 224,752,331,552 415,578,485,348 Batavia Dana Saham Syariah 25.77% -5.32% 15.39% 0.05% 52,778,439,412 41,443,673,472 33,416,134,916 168,341,456,938 197,435,370,032 CIMB-Principal Equity Aggressive -1.33% 4.17% -9.20% 35,169,406,658 28,399,794,122 43,126,249,110 43,479,898,829 CIMB-Principal Islamic Equity Growth Syariah -5.08% 6.62% -4.35% 114,686,390,835 30,563,154,045 27,060,258,556 96,539,817,449 Dana Ekuitas Prima -1.62% 16.39% -7.08% 296,770,781,182 537,425,846,496 578,822,567,268 854,137,001,679 First State Dividend Yield F 2.67% 11.34% -5.02% 54,138,860,834 52,783,012,476 102,761,482,536 376,138,278,100 First State IndoEquity Value Select Fund 25.49% 5.54% 9.06% -5.98% 194,862,535,594 60,935,335,788 91,505,295,056 79,181,485,287 97,766,880,454 First State Indoequity Sectoral Fund 32.19% 4.15% 9.08% -4.80% 1,887,136,592,894 1,524,808,881,134 1,675,705,595,554 2,308,450,828,121 1,758,493,169,731 MNC Dana Ekuitas 4.32% 30.50% -3.43% 62,800,816,110 271,865,050,197 948,729,257,653 776,337,408,650 Mandiri Investa Atraktif 34.91% -2.49% 8.92% -11.95% 1,242,213,396,260 719,799,295,331 846,440,867,129 499,224,598,386 387,218,205,151 Mandiri Investa Atraktif Syariah 27.69% -3.91% 7.41% -13.28% 540,385,369,812 708,937,087,058 214,424,916,519 256,772,120,154 170,620,662,677 Manulife Dana Saham 33.83% -2.12% 12.02% -4.56% 2,162,880,281,256 2,540,254,004,635 3,082,620,704,499 3,184,840,967,605 2,463,867,928,102 Manulife Saham Andalan -2.54% 10.41% -5.42% 1,934,583,444,652 1,574,634,888,852 1,454,166,328,448 1,805,378,179,754 Manulife Syariah Sektoral Amanah 33.45% -1.00% 14.95% -2.34% 370,167,858,528 443,685,365,252 383,457,801,852 1,036,628,262,176 1,005,690,670,648 Maybank GMT Dana Ekuitas 2.10% 11.33% -1.63% 44,725,610,492 78,145,822,934 74,104,693,293 73,583,482,908 PNM Ekuitas Syariah -12.97% 5.55% -6.06% 106,370,568,834 83,011,127,721 80,611,384,161 49,310,295,117 Panin Dana Prima 7.19% 11.14% 2.86% 742,243,946,651 1,131,888,755,749 910,636,470,659 2,039,974,336,086 Schroder 90 P lus Equity Fund 3.65% 7.31% -1.60% 3,048,265,611,232 6,592,628,087,050 3,100,986,629,974 2,868,243,459,261 Schroder Dana Istimewa 5.63% 8.35% -0.63% 16,677,125,212,493 3,574,705,820,830 3,182,713,856,029 2,007,667,709,463 Schroder Dana Prestasi 7.16% 9.71% 2.09% 1,147,667,463,431 1,792,957,706,176 1,077,910,099,440 2,969,128,546,101 Schroder Dana Prestasi Plus 33.75% 2.06% 3.54% -2.62% 11,533,305,958,520 14,440,930,679,163 11,086,624,046,222 8,817,207,397,411 8,456,700,197,392 Simas Danamas Saham 26.60% -11.39% -9.05% 109,834,916,989 127,117,723,178 191,741,856,139 159,927,966,877 Trim Kapital 8.88% 15.45% -10.17% 480,057,047,774 466,008,128,902 520,584,008,115 413,955,606,975 Trim Kapital Plus 6.74% 18.08% -13.73% 365,066,728,742 606,569,224,167 643,080,207,788 421,288,227,757 Trim Syariah Saham 6.93% 18.13% -6.64% 151,156,285,164 119,636,529,815 224,976,945,322 231,908,700,472

Nama Reksa Dana Return tahunan portofolio tahunan (%) Total aset bersih (rupiah)

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169

Lampiran 6. Data Variabel Independen Penelitian (lanjutan)

2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013BNP Paribas Ekuitas -0.33646 -0.0617 -0.22842 -0.03384 12.85179 12.82396 12.76609 12.72653 1.017 1.184 1.077 1.076BNP Paribas Infrastruktur Plus -0.80683 -0.29189 -0.06975 0.689375 12.31526 12.11583 12.15481 12.37562 1.056 1.176 1.08 1.072BNP Paribas Pesona 0.303841 -0.32443 -0.09609 12.34958 12.24628 12.17446 1.082 1.028 1.102BNP Paribas Pesona Syariah -0.0984 0.425801 3.01325 11.267 11.43162 12.05422 0.905 1.067 1.057BNP Paribas Solaris 1.138784 0.226383 2.563913 -0.09442 11.97243 12.04331 12.62194 12.53678 1.015 1.238 1.001 1.072Bahana Dana Prima -0.48204 -0.20438 0.461853 11.28787 11.24481 11.37768 1.111 1.04 1.251Batavia Dana Saham -0.32666 1.666282 -0.2553 1.749449 11.1297 11.55173 11.4663 11.91284 1 1.095 1.099 1.023Batavia Dana Saham Agro -0.86546 -0.23425 -0.10686 -0.41729 10.73235 10.39017 10.29682 9.974643 1.013 0.98 1.408 0.474Batavia Dana Saham Optimal -0.24791 0.178988 0.853417 0.785265 10.98316 11.04997 11.3517 11.61865 0.983 1.137 1.168 1.136Batavia Dana Saham Syariah -0.47247 -0.14046 3.883813 0.172338 10.61746 10.52396 11.22619 11.29542 0.931 0.954 1.29 1.023CIMB-Principal Equity Aggressive -0.17914 0.476865 0.100212 10.45332 10.63474 10.63829 1.03 1.029 1.281CIMB-Principal Islamic Equity Growth Syariah -0.68269 -0.18079 2.611129 10.4852 10.43233 10.98471 0.961 1.031 0.994Dana Ekuitas Prima 0.827106 -0.08691 0.546481 11.73032 11.76255 11.93153 1.212 1.059 1.249First State Dividend Yield F -0.0517 0.833463 2.710487 10.72249 11.01183 11.57535 1.083 0.59 1.005First State IndoEquity Value Select Fund -0.94222 0.446288 -0.22531 0.29455 10.78487 10.96145 10.89862 10.99019 0.948 1.073 1.168 1.023First State Indoequity Sectoral Fund -0.51392 0.057468 0.286777 -0.19026 12.18322 12.2242 12.36332 12.24514 0.935 1.077 1.061 0.978MNC Dana Ekuitas 3.285804 2.18473 -0.14741 11.43435 11.97714 11.89005 0.856 1.096 0.889Mandiri Investa Atraktif -0.76961 0.200866 -0.49936 -0.1049 11.85721 11.9276 11.6983 11.58796 0.893 1.074 1.087 1.225Mandiri Investa Atraktif Syariah 0.034981 -0.65841 0.123428 -0.20275 11.85061 11.33128 11.40955 11.23203 0.831 0.949 0.983 1.138Manulife Dana Saham -0.1638 0.234737 -0.087 -0.1808 12.40488 12.48892 12.50309 12.39162 0.91 1.037 0.956 0.948Manulife Saham Andalan -0.16063 -0.18059 0.295717 12.19718 12.16261 12.25657 1.126 1.093 1.173Manulife Syariah Sektoral Amanah -0.13587 -0.12576 1.553872 -0.00641 11.64708 11.58372 12.01562 12.00246 0.902 0.971 1.149 0.884Maybank GMT Dana Ekuitas 0.726226 -0.16505 0.009256 10.89291 10.86985 10.86678 1.122 1.122 1.08PNM Ekuitas Syariah -0.08993 -0.08443 -0.32765 10.91914 10.9064 10.69294 1.259 1.081 0.872Panin Dana Prima 0.453031 -0.30686 1.211611 12.0538 11.95935 12.30962 1.072 0.815 1.415Schroder 90 P lus Equity Fund 1.126199 -0.60273 -0.05905 12.81906 12.4915 12.45762 1.198 1.062 1.083Schroder Dana Istimewa -0.84197 -0.1932 -0.36292 12.55324 12.5028 12.30269 1.185 1.021 1.091Schroder Dana Prestasi 0.490679 -0.49594 1.733672 12.25357 12.03258 12.47263 1.144 1.01 1.012Schroder Dana Prestasi Plus -0.08538 -0.25285 -0.24013 -0.01473 13.1596 13.0448 12.94533 12.9272 0.92 1.094 1.055 1.029Simas Danamas Saham -0.10862 0.622299 -0.07541 11.10421 11.28272 11.20392 0.954 1.258 1.209Trim Kapital -0.11802 -0.03735 -0.10314 11.66839 11.71649 11.61695 1.237 1.171 1.055Trim Kapital Plus 0.59411 -0.12064 -0.20757 11.78288 11.80827 11.62458 1.385 1.105 1.188Trim Syariah Saham -0.27781 0.699205 0.097246 11.07786 11.35214 11.36532 1.113 1.348 1.072

Size reksa dana Tingkat risiko (beta)Nama Reksa Dana Cash Flow

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12131415161718192021222324252627282930313233

No.

170

Lampiran 7. Contoh Perhitungan Expense Ratio pada Ikhtisar Rasio Keuangan

Lampiran8. Contoh Perhitungan Portofolio Turnover pada Ikhtisar Rasio Keuangan

2010 2011 2012 2013 2010 2011 2012 2013 2009 2010 2011 2012 2013 2010 2011 2012 20131 BNP Paribas Infrastruktur Plus 1,410,910.72 694,311.90 3,762,367.35 2,066,637.36 1,305,657.18 1,428,280.90 2,374,761.14 0.41 2 BNP Paribas Pesona 735,829.35 1,027,366.99 1,183,376.04 951,587.39 1,687,272.51 2,236,553.69 1,763,120.81 1,494,393.42 0.38 0.58 3 BNP Paribas Pesona Syariah 115,985.89 46,997.60 186,122.94 691,601.87 145,889.83 184,926.14 270,161.20 1,132,978.98 0.51 0.07 4 BNP Paribas Solaris 3,881,251.23 3,273,668.80 360,618.29 938,480.40 1,104,867.20 4,187,396.91 3,441,741.38 0.86 5 Batavia Dana Saham 295,397.10 5,900,923.68 928,919.95 986,533.44 258,608.01 773,188.31 824,648.95 1,457,436.18 134,238.96 134,803.04 356,233.10 292,618.95 818,157.97 1.92 3.15 2.54 1.78 6 Batavia Dana Saham Agro 247,928.84 50,500.80 164,699.87 42,951.04 110,831.68 53,994.92 24,556.82 19,807.17 9,432.84 2.00 2.94 7 Batavia Dana Saham Optimal 214,873.15 172,836.76 613,311.76 196,693.30 182,202.67 769,358.53 85,222.99 96,197.10 112,194.85 224,752.33 415,578.49 2.17 1.66 1.92 8 Batavia Dana Saham Syariah 114,314.22 482,390.38 92,770.15 518,878.00 52,778.44 41,443.67 33,416.13 168,341.46 197,435.37 1.97 2.64 9 Dana Ekuitas Prima 735,026.23 694,997.67 296,770.78 537,425.85 578,822.57 854,137.00 1.2 10 First State Dividend Yield F 11,296.03 12,002.58 6,779.75 47,999.07 54,138.86 52,783.01 102,761.48 376,138.28 0.13 0.15 11 First State IndoEquity Value Select Fund 187,550.81 37,892.33 31,954.70 59,680.56 194,862.54 60,935.34 91,505.30 79,181.49 97,766.88 0.25 0.50 12 First State Indoequity Sectoral Fund 1,150,905.86 363,727.04 300,152.94 473,739.27 1,887,136.59 1,524,808.88 1,675,705.60 2,308,450.83 1,758,493.17 0.18 0.23

Penjualan (jutaan rupiah) Pembelian (jutaan rupiah) Total aset bersih (jutaan rupiah) Portofolio Turnover (x)No. Nama Reksa Dana

2010 2011 2012 2013 2009 2010 2011 2012 2013 2010 2011 2012 20131 Batavia Dana Saham 2983.975784 12017.58225 14466.31956 23109.2432 134238.956 134803.0414 356233.099 292618.9465 818157.9714 2.22% 4.89% 4.46% 4.16%2 Batavia Dana Saham Agro 2673.445666 1469.520858 936.385593 785.928865 110831.684 53994.92251 24556.8209 19807.17474 9432.842091 3.24% 3.74% 4.22% 5.38%3 Batavia Dana Saham Optimal 1777.905528 3656.915816 14478.26807 85222.986 96197.09618 112194.845 224752.3316 415578.4853 1.96% 3.51% 4.52%4 Batavia Dana Saham Syariah 1341.775932 1971.075458 8919.324347 52778.4394 41443.67347 33416.1349 168341.4569 197435.37 2.85% 5.27% 4.88%5 First State Dividend Yield F 1592.75744 1970.171858 54138.86083 52783.0125 102761.4825 376138.2781 2.98% 2.53%6 First State IndoEquity Value Select Fund 2625.949401 2089.473397 2362.105923 194862.536 60935.33579 91505.2951 79181.48529 97766.88045 2.05% 2.74% 2.77%7 First State Indoequity Sectoral Fund 36589.71066 42570.30929 62021.23717 1887136.59 1524808.881 1675705.6 2308450.828 1758493.17 2.14% 2.66% 3.11%8 MNC Dana Ekuitas 24407.87475 62800.81611 271865.05 948729.2577 776337.4087 2.83%9 Mandiri Investa Atraktif 33272.32385 1242213.4 719799.2953 846440.867 499224.5984 387218.2052 4.25%

10 Mandiri Investa Atraktif Syariah 14115.24914 540385.37 708937.0871 214424.917 256772.1202 170620.6627 2.26%11 Maybank GMT Dana Ekuitas 2789.577998 44725.61049 78145.8229 74104.69329 73583.48291 3.66%12 PNM Ekuitas Syariah 5035.458899 3764.51241 106370.5688 83011.1277 80611.38416 49310.29512 5.32% 4.60%13 Schroder Dana Prestasi Plus 200665.3144 178214.8775 11533306 14440930.68 11086624 8817207.397 8456700.197 2.02% 2.06%

Expense Ratio (%)Total aset bersih (jutaan rupiah)Biaya operasional (jutaan rupiah)No. Nama Reksa Dana

171

Lampiran 9. Data Nilai Aset Bersih (NAB) per Unit Penyertaan dan IHSG Setiap Akhir Bulan Pada Tahun 2010

Jan Feb Maret Aprl Mei Juni Juli Agustus Sept Okt Nov DesBNP Paribas Ekuitas 9,906.12 10,192.05 10,006.39 10,884.58 11,650.35 10,802.12 11,257.34 11,965.16 11,947.32 13,367.18 13,868.37 13,221.95 13,813.87 BNP Paribas Infrastruktur Plus 1,688.40 1,728.63 1,659.52 1,826.22 1,956.70 1,805.65 1,883.58 2,007.15 1,997.54 2,209.11 2,305.45 2,197.43 2,289.67 BNP Paribas Pesona Syariah 1,267.84 1,314.78 1,289.21 1,377.64 1,478.39 1,376.01 1,417.47 1,505.02 1,494.92 1,633.89 1,728.63 1,646.25 1,731.84 BNP Paribas Solaris 1,171.35 1,246.66 1,226.67 1,328.12 1,426.84 1,300.29 1,316.97 1,398.70 1,426.03 1,605.58 1,680.97 1,632.80 1,714.43 Batavia Dana Saham 29,213.75 29,905.49 29,292.63 31,883.67 33,996.09 31,703.58 33,136.91 35,208.53 34,742.32 38,604.47 39,662.64 37,491.46 38,879.40 Batavia Dana Saham Agro 890.11 916.29 896.02 977.46 1,039.89 971.36 1,012.38 1,073.95 1,059.67 1,179.51 1,210.15 1,143.21 1,204.00 Batavia Dana Saham Optimal 1,290.03 1,326.28 1,302.57 1,417.97 1,521.45 1,418.61 1,476.39 1,571.38 1,559.26 1,731.52 1,776.04 1,695.51 1,775.96 Batavia Dana Saham Syariah 1,206.15 1,240.87 1,213.60 1,301.12 1,376.20 1,263.89 1,303.57 1,374.98 1,352.45 1,479.01 1,512.52 1,443.61 1,516.99 First State IndoEquity Value Select Fund 986.17 999.04 967.73 1,049.21 1,098.13 1,034.73 1,082.46 1,135.28 1,111.79 1,228.55 1,261.98 1,189.86 1,237.57 First State Indoequity Sectoral Fund 3,139.78 3,199.36 3,115.37 3,387.81 3,578.38 3,363.16 3,533.07 3,721.17 3,661.09 4,051.01 4,184.97 4,009.78 4,150.53 Mandiri Investa Atraktif 2,739.54 2,808.46 2,738.17 2,945.45 3,091.05 2,889.83 3,043.66 3,186.76 3,161.97 3,491.13 3,624.68 3,505.61 3,695.79 Mandiri Investa Atraktif Syariah 972.56 998.35 986.54 1,046.27 1,098.61 1,015.64 1,055.72 1,103.55 1,096.55 1,192.71 1,247.96 1,193.14 1,241.89 Manulife Dana Saham 6,950.34 7,052.39 6,917.82 7,513.58 7,900.34 7,497.66 7,824.05 8,258.20 8,170.99 9,097.06 9,430.55 9,010.60 9,301.49 Manulife Syariah Sektoral Amanah 2,117.42 2,183.32 2,146.50 2,292.92 2,439.97 2,290.91 2,351.73 2,462.06 2,459.89 2,726.28 2,838.06 2,694.08 2,825.65 Schroder Dana Prestasi Plus 15,564.43 15,919.67 15,521.71 16,669.46 17,673.33 16,746.94 17,397.80 18,355.10 18,210.48 20,301.04 20,861.57 19,908.56 20,817.21 Simas Danamas Saham 1,319.11 1,352.61 1,309.40 1,360.72 1,431.24 1,291.07 1,341.67 1,437.67 1,415.92 1,591.53 1,624.72 1,616.11 1,669.96 Indeks Harga Saham Gabungan 2,534.36 2,610.80 2,549.03 2,777.30 2,971.25 2,796.96 2,913.68 3,069.28 3,081.88 3,501.30 3,635.32 3,531.21 3,703.51

Nama Reksa Dana 2010Des'09

NAB per UP (rupiah)

12345678910111213141516

No.

172

Lampiran 10. Data Return Nilai Aset Bersih (NAB) per Unit Penyertaan dan IHSG Setiap Akhir Bulan Pada Tahun 2010

Jan Feb Maret Aprl Mei Juni Juli Agustus Sept Okt Nov DesBNP Paribas Ekuitas 2.89% -1.82% 8.78% 7.04% -7.28% 4.21% 6.29% -0.15% 11.88% 3.75% -4.66% 4.48%BNP Paribas Infrastruktur Plus 2.38% -4.00% 10.05% 7.14% -7.72% 4.32% 6.56% -0.48% 10.59% 4.36% -4.69% 4.20%BNP Paribas Pesona Syariah 3.70% -1.94% 6.86% 7.31% -6.93% 3.01% 6.18% -0.67% 9.30% 5.80% -4.77% 5.20%BNP Paribas Solaris 6.43% -1.60% 8.27% 7.43% -8.87% 1.28% 6.21% 1.95% 12.59% 4.70% -2.87% 5.00%Batavia Dana Saham 2.37% -2.05% 8.85% 6.63% -6.74% 4.52% 6.25% -1.32% 11.12% 2.74% -5.47% 3.70%Batavia Dana Saham Agro 2.94% -2.21% 9.09% 6.39% -6.59% 4.22% 6.08% -1.33% 11.31% 2.60% -5.53% 5.32%Batavia Dana Saham Optimal 2.81% -1.79% 8.86% 7.30% -6.76% 4.07% 6.43% -0.77% 11.05% 2.57% -4.53% 4.74%Batavia Dana Saham Syariah 2.88% -2.20% 7.21% 5.77% -8.16% 3.14% 5.48% -1.64% 9.36% 2.27% -4.56% 5.08%First State IndoEquity Value Select Fund 1.31% -3.13% 8.42% 4.66% -5.77% 4.61% 4.88% -2.07% 10.50% 2.72% -5.71% 4.01%First State Indoequity Sectoral Fund 1.90% -2.63% 8.75% 5.63% -6.01% 5.05% 5.32% -1.61% 10.65% 3.31% -4.19% 3.51%Mandiri Investa Atraktif 2.52% -2.50% 7.57% 4.94% -6.51% 5.32% 4.70% -0.78% 10.41% 3.83% -3.28% 5.43%Mandiri Investa Atraktif Syariah 2.65% -1.18% 6.05% 5.00% -7.55% 3.95% 4.53% -0.63% 8.77% 4.63% -4.39% 4.09%Manulife Dana Saham 1.47% -1.91% 8.61% 5.15% -5.10% 4.35% 5.55% -1.06% 11.33% 3.67% -4.45% 3.23%Manulife Syariah Sektoral Amanah 3.11% -1.69% 6.82% 6.41% -6.11% 2.65% 4.69% -0.09% 10.83% 4.10% -5.07% 4.88%Schroder Dana Prestasi Plus 2.28% -2.50% 7.39% 6.02% -5.24% 3.89% 5.50% -0.79% 11.48% 2.76% -4.57% 4.56%Simas Danamas Saham 2.54% -3.19% 3.92% 5.18% -9.79% 3.92% 7.16% -1.51% 12.40% 2.09% -0.53% 3.33%Indeks Harga Saham Gabungan 3.02% -2.37% 8.96% 6.98% -5.87% 4.17% 5.34% 0.41% 13.61% 3.83% -2.86% 4.88%

Return NAB per UP (%)2010Nama Reksa Dana

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10111213141516

No.

173


Jan Feb Maret Aprl Mei Juni Juli Agustus Sept Okt Nov DesBNP Paribas Ekuitas 13,813.87 12,483.58 12,572.36 13,432.81 13,889.00 13,934.12 14,003.86 15,001.99 13,828.62 12,544.09 13,683.73 13,284.89 13,808.86 BNP Paribas Infrastruktur Plus 2,289.67 2,088.21 2,107.81 2,244.56 2,323.83 2,313.89 2,296.98 2,406.73 2,181.59 1,967.84 2,147.87 2,038.79 2,114.89 BNP Paribas Pesona 18,747.40 16,967.19 17,221.75 18,291.35 18,895.75 19,039.88 19,288.35 20,599.46 19,329.99 17,724.63 19,146.56 18,528.58 19,154.28 BNP Paribas Pesona Syariah 1,731.84 1,554.86 1,599.05 1,659.26 1,727.78 1,746.81 1,771.83 1,893.82 1,761.19 1,628.59 1,739.40 1,692.21 1,792.65 BNP Paribas Solaris 1,714.43 1,542.67 1,560.36 1,657.97 1,723.50 1,733.61 1,725.92 1,859.49 1,718.38 1,527.98 1,654.99 1,570.86 1,630.27 Bahana Dana Prima 11,827.21 10,615.06 10,776.82 11,514.14 11,943.85 11,867.52 12,028.98 12,826.97 11,936.60 11,022.30 11,893.89 11,481.11 11,797.26 Batavia Dana Saham 38,879.40 34,808.39 35,594.84 37,938.90 39,094.11 38,947.47 39,549.74 41,501.22 38,228.61 35,403.24 38,245.99 36,927.72 37,959.40 Batavia Dana Saham Agro 1,204.00 1,083.43 1,105.00 1,152.78 1,182.91 1,165.74 1,129.48 1,010.61 901.77 794.95 879.39 823.20 829.61 Batavia Dana Saham Optimal 1,775.96 1,586.35 1,625.54 1,744.33 1,796.62 1,785.55 1,805.22 1,900.59 1,762.94 1,620.22 1,760.75 1,700.16 1,753.43 Batavia Dana Saham Syariah 1,516.99 1,365.02 1,398.77 1,447.45 1,486.10 1,478.94 1,492.11 1,563.76 1,419.94 1,344.86 1,424.17 1,389.88 1,436.23 CIMB-Principal Equity Aggressive 2,819.81 2,576.33 2,572.85 2,725.70 2,813.07 2,825.10 2,876.03 3,020.84 2,801.34 2,574.85 2,784.68 2,708.92 2,782.17 CIMB-Principal Islamic Equity Growth Syariah 1,413.14 1,267.00 1,318.14 1,339.40 1,378.98 1,381.06 1,386.63 1,437.57 1,344.43 1,238.71 1,334.65 1,296.09 1,341.33 Dana Ekuitas Prima 3,388.97 3,042.40 3,077.62 3,264.08 3,405.37 3,399.98 3,431.02 3,709.64 3,435.28 3,116.16 3,392.88 3,228.25 3,334.09 First State Dividend Yield F 3,095.18 2,793.62 2,836.27 3,033.96 3,130.57 3,143.27 3,211.29 3,393.12 3,142.78 2,911.36 3,150.73 3,078.39 3,177.68 First State IndoEquity Value Select Fund 1,237.57 1,114.82 1,138.98 1,212.12 1,249.64 1,256.67 1,288.74 1,373.63 1,285.59 1,190.95 1,289.97 1,266.03 1,306.12 First State Indoequity Sectoral Fund 4,150.53 3,747.24 3,837.79 4,082.09 4,216.19 4,240.96 4,337.69 4,596.11 4,285.16 3,960.45 4,290.22 4,185.89 4,322.75 MNC Dana Ekuitas 2,378.39 2,195.44 2,228.21 2,286.47 2,306.06 2,393.87 2,373.27 2,547.30 2,400.88 2,245.78 2,391.87 2,372.41 2,481.14 Mandiri Investa Atraktif 3,695.79 3,356.19 3,383.48 3,600.41 3,686.64 3,692.81 3,721.40 3,945.79 3,685.19 3,373.69 3,649.13 3,489.78 3,603.67 Mandiri Investa Atraktif Syariah 1,241.89 1,114.18 1,135.37 1,175.04 1,202.85 1,207.86 1,214.44 1,268.89 1,194.57 1,107.94 1,182.83 1,145.90 1,193.29 Manulife Dana Saham 9,301.49 8,479.04 8,605.62 8,955.85 9,224.15 9,177.20 9,293.08 9,858.82 9,154.68 8,387.42 9,083.25 8,821.24 9,104.04 Manulife Saham Andalan 1,536.99 1,390.64 1,421.27 1,495.39 1,558.06 1,546.07 1,555.42 1,644.25 1,510.92 1,379.49 1,496.40 1,442.20 1,497.91 Manulife Syariah Sektoral Amanah 2,825.65 2,539.43 2,636.77 2,694.18 2,781.91 2,753.29 2,816.38 2,932.49 2,750.85 2,533.24 2,719.10 2,666.81 2,797.43 Maybank GMT Dana Ekuitas 2,547.46 2,299.70 2,312.08 2,463.36 2,566.86 2,617.21 2,645.10 2,869.60 2,708.27 2,467.62 2,642.93 2,521.05 2,600.96 PNM Ekuitas Syariah 1,628.57 1,453.90 1,492.63 1,553.40 1,597.81 1,594.67 1,600.69 1,670.74 1,504.89 1,332.76 1,462.00 1,363.75 1,417.39 Panin Dana Prima 2,319.25 2,156.97 2,157.08 2,344.21 2,415.92 2,463.35 2,450.74 2,683.65 2,528.37 2,300.03 2,480.16 2,448.57 2,486.06 Schroder 90 P lus Equity Fund 1,324.27 1,201.93 1,230.99 1,324.21 1,368.23 1,368.65 1,388.60 1,497.04 1,386.08 1,259.45 1,375.63 1,327.30 1,372.67 Schroder Dana Istimewa 4,695.64 4,219.78 4,339.39 4,645.40 4,780.63 4,788.22 4,902.17 5,365.31 5,009.36 4,574.00 4,950.59 4,811.13 4,960.09 Schroder Dana Prestasi 21,325.98 19,340.12 19,819.05 21,171.06 21,827.97 21,860.02 22,329.84 24,401.20 22,850.70 20,928.35 22,705.21 22,184.12 22,852.57 Schroder Dana Prestasi Plus 20,817.21 18,951.07 19,425.20 20,696.24 21,299.86 21,260.41 21,545.62 22,953.90 21,283.51 19,598.59 21,274.19 20,591.48 21,245.43 Simas Danamas Saham 1,669.96 1,548.10 1,571.41 1,633.55 1,672.22 1,670.11 1,667.71 1,756.85 1,608.08 1,380.92 1,543.69 1,421.71 1,479.72 Trim Kapital 6,318.47 5,613.51 5,829.16 6,315.08 6,464.35 6,457.00 6,835.56 7,257.92 6,880.34 6,254.08 6,956.34 6,644.08 6,879.28 Trim Kapital Plus 2,416.64 2,126.85 2,206.44 2,439.09 2,517.50 2,562.09 2,700.06 2,869.85 2,652.17 2,372.41 2,612.16 2,476.73 2,579.57 Trim Syariah Saham 1,122.30 985.35 1,010.92 1,066.55 1,114.97 1,136.29 1,163.93 1,253.87 1,182.21 1,097.69 1,167.02 1,139.99 1,200.06 Indeks Harga Saham Gabungan 3,703.51 3,409.17 3,470.35 3,678.67 3,819.62 3,836.97 3,888.57 4,130.80 3,841.73 3,549.03 3,790.85 3,715.08 3,821.99

NAB per UP (rupiah)

Des'10Nama Reksa Dana 2011

123456789

1011

12131415161718192021222324252627282930313233

No.

174


Jan Feb Maret Aprl Mei Juni Juli Agustus Sept Okt Nov DesBNP Paribas Ekuitas -9.63% 0.71% 6.84% 3.40% 0.32% 0.50% 7.13% -7.82% -9.29% 9.09% -2.91% 3.94%BNP Paribas Infrastruktur Plus -8.80% 0.94% 6.49% 3.53% -0.43% -0.73% 4.78% -9.35% -9.80% 9.15% -5.08% 3.73%BNP Paribas Pesona -9.50% 1.50% 6.21% 3.30% 0.76% 1.30% 6.80% -6.16% -8.31% 8.02% -3.23% 3.38%BNP Paribas Pesona Syariah -10.22% 2.84% 3.77% 4.13% 1.10% 1.43% 6.88% -7.00% -7.53% 6.80% -2.71% 5.94%BNP Paribas Solaris -10.02% 1.15% 6.26% 3.95% 0.59% -0.44% 7.74% -7.59% -11.08% 8.31% -5.08% 3.78%Bahana Dana Prima -10.25% 1.52% 6.84% 3.73% -0.64% 1.36% 6.63% -6.94% -7.66% 7.91% -3.47% 2.75%Batavia Dana Saham -10.47% 2.26% 6.59% 3.04% -0.38% 1.55% 4.93% -7.89% -7.39% 8.03% -3.45% 2.79%Batavia Dana Saham Agro -10.01% 1.99% 4.32% 2.61% -1.45% -3.11% -10.52% -10.77% -11.85% 10.62% -6.39% 0.78%Batavia Dana Saham Optimal -10.68% 2.47% 7.31% 3.00% -0.62% 1.10% 5.28% -7.24% -8.10% 8.67% -3.44% 3.13%Batavia Dana Saham Syariah -10.02% 2.47% 3.48% 2.67% -0.48% 0.89% 4.80% -9.20% -5.29% 5.90% -2.41% 3.33%CIMB-Principal Equity Aggressive -8.63% -0.14% 5.94% 3.21% 0.43% 1.80% 5.04% -7.27% -8.09% 8.15% -2.72% 2.70%CIMB-Principal Islamic Equity Growth Syariah -10.34% 4.04% 1.61% 2.96% 0.15% 0.40% 3.67% -6.48% -7.86% 7.75% -2.89% 3.49%Dana Ekuitas Prima -10.23% 1.16% 6.06% 4.33% -0.16% 0.91% 8.12% -7.40% -9.29% 8.88% -4.85% 3.28%First State Dividend Yield F -9.74% 1.53% 6.97% 3.18% 0.41% 2.16% 5.66% -7.38% -7.36% 8.22% -2.30% 3.23%First State IndoEquity Value Select Fund -9.92% 2.17% 6.42% 3.10% 0.56% 2.55% 6.59% -6.41% -7.36% 8.31% -1.86% 3.17%First State Indoequity Sectoral Fund -9.72% 2.42% 6.37% 3.29% 0.59% 2.28% 5.96% -6.77% -7.58% 8.33% -2.43% 3.27%MNC Dana Ekuitas -7.69% 1.49% 2.61% 0.86% 3.81% -0.86% 7.33% -5.75% -6.46% 6.51% -0.81% 4.58%Mandiri Investa Atraktif -9.19% 0.81% 6.41% 2.40% 0.17% 0.77% 6.03% -6.60% -8.45% 8.16% -4.37% 3.26%Mandiri Investa Atraktif Syariah -10.28% 1.90% 3.49% 2.37% 0.42% 0.54% 4.48% -5.86% -7.25% 6.76% -3.12% 4.14%Manulife Dana Saham -8.84% 1.49% 4.07% 3.00% -0.51% 1.26% 6.09% -7.14% -8.38% 8.30% -2.88% 3.21%Manulife Saham Andalan -9.52% 2.20% 5.22% 4.19% -0.77% 0.60% 5.71% -8.11% -8.70% 8.47% -3.62% 3.86%Manulife Syariah Sektoral Amanah -10.13% 3.83% 2.18% 3.26% -1.03% 2.29% 4.12% -6.19% -7.91% 7.34% -1.92% 4.90%Maybank GMT Dana Ekuitas -9.73% 0.54% 6.54% 4.20% 1.96% 1.07% 8.49% -5.62% -8.89% 7.10% -4.61% 3.17%PNM Ekuitas Syariah -10.73% 2.66% 4.07% 2.86% -0.20% 0.38% 4.38% -9.93% -11.44% 9.70% -6.72% 3.93%Panin Dana Prima -7.00% 0.01% 8.68% 3.06% 1.96% -0.51% 9.50% -5.79% -9.03% 7.83% -1.27% 1.53%Schroder 90 P lus Equity Fund -9.24% 2.42% 7.57% 3.32% 0.03% 1.46% 7.81% -7.41% -9.14% 9.22% -3.51% 3.42%Schroder Dana Istimewa -10.13% 2.83% 7.05% 2.91% 0.16% 2.38% 9.45% -6.63% -8.69% 8.23% -2.82% 3.10%Schroder Dana Prestasi -9.31% 2.48% 6.82% 3.10% 0.15% 2.15% 9.28% -6.35% -8.41% 8.49% -2.30% 3.01%Schroder Dana Prestasi Plus -8.96% 2.50% 6.54% 2.92% -0.19% 1.34% 6.54% -7.28% -7.92% 8.55% -3.21% 3.18%Simas Danamas Saham -7.30% 1.51% 3.95% 2.37% -0.13% -0.14% 5.35% -8.47% -14.13% 11.79% -7.90% 4.08%Trim Kapital -11.16% 3.84% 8.34% 2.36% -0.11% 5.86% 6.18% -5.20% -9.10% 11.23% -4.49% 3.54%Trim Kapital Plus -11.99% 3.74% 10.54% 3.21% 1.77% 5.39% 6.29% -7.59% -10.55% 10.11% -5.18% 4.15%Trim Syariah Saham -12.20% 2.60% 5.50% 4.54% 1.91% 2.43% 7.73% -5.72% -7.15% 6.32% -2.32% 5.27%Indeks Harga Saham Gabungan -7.95% 1.79% 6.00% 3.83% 0.45% 1.34% 6.23% -7.00% -7.62% 6.81% -2.00% 2.88%

2011Nama Reksa Dana Return NAB per UP (%)

123456789

1011

12131415161718192021222324252627282930313233

No.

175


Jan Feb Maret Aprl Mei Juni Juli Agustus Sept Okt Nov DesBNP Paribas Ekuitas 13,808.86 14,264.93 14,620.13 15,185.88 15,303.33 13,901.13 14,381.71 14,829.69 14,245.83 15,027.63 15,304.60 15,044.63 15,240.34 BNP Paribas Infrastruktur Plus 2,114.89 2,185.11 2,212.58 2,299.63 2,337.13 2,137.08 2,219.12 2,312.11 2,226.84 2,378.56 2,433.61 2,426.24 2,461.02 BNP Paribas Pesona 19,154.28 19,708.47 20,045.06 20,739.79 20,994.13 19,163.36 19,836.58 20,598.37 19,882.92 20,910.04 21,295.07 21,060.02 21,313.88 BNP Paribas Pesona Syariah 1,792.65 1,864.25 1,907.07 1,984.14 1,995.51 1,835.28 1,897.33 2,000.31 1,960.28 2,076.03 2,135.24 2,091.48 2,116.16 BNP Paribas Solaris 1,630.27 1,707.28 1,783.14 1,865.98 1,914.79 1,764.01 1,813.71 1,864.49 1,795.86 1,909.46 1,962.72 1,968.17 1,998.78 Bahana Dana Prima 11,797.26 12,079.33 12,231.76 12,660.07 12,657.76 11,549.27 11,966.72 12,594.57 12,220.55 12,831.04 13,162.87 13,066.65 13,094.75 Batavia Dana Saham 37,959.40 38,650.83 38,996.01 40,571.08 40,837.08 36,844.69 38,063.68 39,931.56 38,250.96 40,125.92 40,848.60 40,826.66 40,871.79 Batavia Dana Saham Agro 829.61 879.92 930.95 934.75 878.29 739.67 748.01 761.04 720.65 751.69 741.93 713.32 757.80 Batavia Dana Saham Optimal 1,753.43 1,808.68 1,836.27 1,898.91 1,914.01 1,704.99 1,779.00 1,884.06 1,821.75 1,912.09 1,952.10 1,987.33 2,016.12 Batavia Dana Saham Syariah 1,436.23 1,483.28 1,534.93 1,623.47 1,686.86 1,490.48 1,532.71 1,620.59 1,554.26 1,641.55 1,674.14 1,686.56 1,657.29 CIMB-Principal Equity Aggressive 2,782.17 2,842.45 2,842.54 2,925.76 2,929.22 2,653.29 2,722.96 2,845.79 2,745.04 2,865.64 2,926.13 2,909.51 2,898.12 CIMB-Principal Islamic Equity Growth Syariah 1,341.33 1,392.46 1,413.19 1,445.98 1,445.25 1,308.12 1,338.44 1,396.06 1,363.09 1,426.27 1,463.08 1,447.98 1,430.10 Dana Ekuitas Prima 3,334.09 3,431.48 3,562.00 3,715.98 3,731.09 3,406.78 3,490.95 3,649.38 3,466.55 3,697.19 3,792.62 3,866.96 3,880.68 First State Dividend Yield F 3,177.68 3,257.21 3,299.66 3,405.55 3,393.12 3,100.17 3,239.78 3,100.17 3,342.06 3,494.37 3,558.22 3,495.11 3,538.04 First State IndoEquity Value Select Fund 1,306.12 1,330.48 1,348.52 1,404.15 1,396.24 1,263.11 1,318.06 1,390.21 1,330.63 1,405.39 1,434.67 1,406.76 1,424.50 First State Indoequity Sectoral Fund 4,322.75 4,415.27 4,492.62 4,666.72 4,657.96 4,235.97 4,415.06 4,630.57 4,493.06 4,677.48 4,761.04 4,650.65 4,715.35 MNC Dana Ekuitas 2,481.14 2,562.24 2,716.03 2,871.67 2,924.98 2,704.22 2,803.84 2,961.20 2,865.18 3,109.46 3,222.35 3,260.89 3,237.83 Mandiri Investa Atraktif 3,603.67 3,690.99 3,736.03 3,855.03 3,852.56 3,478.17 3,617.86 3,791.79 3,665.65 3,848.12 3,916.55 3,898.70 3,924.96 Mandiri Investa Atraktif Syariah 1,193.29 1,234.10 1,258.94 1,297.04 1,276.02 1,161.74 1,192.66 1,235.26 1,220.34 1,282.14 1,312.78 1,291.57 1,281.67 Manulife Dana Saham 9,104.04 9,293.09 9,461.37 9,793.41 9,829.06 9,033.83 9,321.88 9,825.34 9,566.02 9,963.71 10,237.31 10,213.81 10,198.02 Manulife Saham Andalan 1,497.91 1,542.79 1,575.21 1,631.40 1,633.84 1,476.09 1,526.97 1,601.11 1,543.32 1,623.21 1,678.56 1,690.61 1,653.82 Manulife Syariah Sektoral Amanah 2,797.43 2,897.36 2,980.09 3,127.35 3,106.88 2,827.35 2,927.23 3,087.12 2,984.44 3,140.80 3,294.85 3,231.33 3,215.64 Maybank GMT Dana Ekuitas 2,600.96 2,706.11 2,797.61 2,869.74 2,876.27 2,619.11 2,702.02 2,813.27 2,645.45 2,797.20 2,865.33 2,818.52 2,895.75 PNM Ekuitas Syariah 1,417.39 1,484.39 1,540.51 1,568.83 1,554.31 1,396.18 1,399.91 1,457.85 1,349.92 1,413.38 1,491.61 1,548.06 1,496.09 Panin Dana Prima 2,486.06 2,520.46 2,598.28 2,662.42 2,758.55 2,579.32 2,599.45 2,708.69 2,557.41 2,662.53 2,707.15 2,715.03 2,762.97 Schroder 90 P lus Equity Fund 1,372.67 1,410.37 1,438.65 1,485.81 1,486.25 1,346.19 1,388.00 1,454.42 1,381.90 1,441.63 1,446.90 1,445.13 1,473.02 Schroder Dana Istimewa 4,960.09 5,083.28 5,170.18 5,362.30 5,414.69 4,935.75 5,101.95 5,305.77 5,033.53 5,257.26 5,295.58 5,297.93 5,374.48 Schroder Dana Prestasi 22,852.57 23,482.77 23,922.53 24,714.01 24,907.16 22,790.61 23,638.88 24,655.26 23,477.76 24,521.18 24,856.24 24,811.97 25,072.30 Schroder Dana Prestasi Plus 21,245.43 21,673.69 21,934.49 22,555.23 22,360.67 20,223.83 20,915.26 21,881.31 21,057.13 21,837.91 22,210.40 21,760.67 21,998.29 Simas Danamas Saham 1,479.72 1,567.09 1,586.40 1,607.11 1,621.85 1,407.61 1,379.68 1,366.67 1,280.76 1,354.83 1,371.50 1,345.27 1,345.79 Trim Kapital 6,879.28 7,125.63 7,288.65 7,649.35 7,855.72 7,048.72 7,260.72 7,652.15 7,191.24 7,561.04 7,688.29 7,903.59 7,941.88 Trim Kapital Plus 2,579.57 2,676.89 2,719.49 2,870.15 2,968.35 2,673.86 2,753.17 2,880.86 2,700.91 2,827.36 2,869.37 2,993.58 3,046.05 Trim Syariah Saham 1,200.06 1,239.27 1,264.85 1,356.16 1,390.37 1,232.57 1,268.82 1,349.14 1,276.92 1,358.02 1,405.29 1,425.10 1,417.63 Indeks Harga Saham Gabungan 3,821.99 3,941.69 3,985.21 4,121.55 4,180.73 3,832.82 3,955.58 4,142.34 4,060.33 4,262.56 4,350.29 4,276.14 4,316.69

2012NAB per UP (rupiah)

Des'11Nama Reksa Dana

123456789

1011

12131415161718192021222324252627282930313233

No.

176


Jan Feb Maret Aprl Mei Juni Juli Agustus Sept Okt Nov DesBNP Paribas Ekuitas 3.30% 2.49% 3.87% 0.77% -9.16% 3.46% 3.11% -3.94% 5.49% 1.84% -1.70% 1.30%BNP Paribas Infrastruktur Plus 3.32% 1.26% 3.93% 1.63% -8.56% 3.84% 4.19% -3.69% 6.81% 2.31% -0.30% 1.43%BNP Paribas Pesona 2.89% 1.71% 3.47% 1.23% -8.72% 3.51% 3.84% -3.47% 5.17% 1.84% -1.10% 1.21%BNP Paribas Pesona Syariah 3.99% 2.30% 4.04% 0.57% -8.03% 3.38% 5.43% -2.00% 5.90% 2.85% -2.05% 1.18%BNP Paribas Solaris 4.72% 4.44% 4.65% 2.62% -7.87% 2.82% 2.80% -3.68% 6.33% 2.79% 0.28% 1.56%Bahana Dana Prima 2.39% 1.26% 3.50% -0.02% -8.76% 3.61% 5.25% -2.97% 5.00% 2.59% -0.73% 0.22%Batavia Dana Saham 1.82% 0.89% 4.04% 0.66% -9.78% 3.31% 4.91% -4.21% 4.90% 1.80% -0.05% 0.11%Batavia Dana Saham Agro 6.06% 5.80% 0.41% -6.04% -15.78% 1.13% 1.74% -5.31% 4.31% -1.30% -3.86% 6.24%Batavia Dana Saham Optimal 3.15% 1.53% 3.41% 0.80% -10.92% 4.34% 5.91% -3.31% 4.96% 2.09% 1.80% 1.45%Batavia Dana Saham Syariah 3.28% 3.48% 5.77% 3.90% -11.64% 2.83% 5.73% -4.09% 5.62% 1.99% 0.74% -1.74%CIMB-Principal Equity Aggressive 2.17% 0.00% 2.93% 0.12% -9.42% 2.63% 4.51% -3.54% 4.39% 2.11% -0.57% -0.39%CIMB-Principal Islamic Equity Growth Syariah 3.81% 1.49% 2.32% -0.05% -9.49% 2.32% 4.31% -2.36% 4.64% 2.58% -1.03% -1.23%Dana Ekuitas Prima 2.92% 3.80% 4.32% 0.41% -8.69% 2.47% 4.54% -5.01% 6.65% 2.58% 1.96% 0.35%First State Dividend Yield F 2.50% 1.30% 3.21% -0.36% -8.63% 4.50% -4.31% 7.80% 4.56% 1.83% -1.77% 1.23%First State IndoEquity Value Select Fund 1.87% 1.36% 4.13% -0.56% -9.53% 4.35% 5.47% -4.29% 5.62% 2.08% -1.95% 1.26%First State Indoequity Sectoral Fund 2.14% 1.75% 3.88% -0.19% -9.06% 4.23% 4.88% -2.97% 4.10% 1.79% -2.32% 1.39%MNC Dana Ekuitas 3.27% 6.00% 5.73% 1.86% -7.55% 3.68% 5.61% -3.24% 8.53% 3.63% 1.20% -0.71%Mandiri Investa Atraktif 2.42% 1.22% 3.19% -0.06% -9.72% 4.02% 4.81% -3.33% 4.98% 1.78% -0.46% 0.67%Mandiri Investa Atraktif Syariah 3.42% 2.01% 3.03% -1.62% -8.96% 2.66% 3.57% -1.21% 5.06% 2.39% -1.62% -0.77%Manulife Dana Saham 2.08% 1.81% 3.51% 0.36% -8.09% 3.19% 5.40% -2.64% 4.16% 2.75% -0.23% -0.15%Manulife Saham Andalan 3.00% 2.10% 3.57% 0.15% -9.66% 3.45% 4.86% -3.61% 5.18% 3.41% 0.72% -2.18%Manulife Syariah Sektoral Amanah 3.57% 2.86% 4.94% -0.65% -9.00% 3.53% 5.46% -3.33% 5.24% 4.90% -1.93% -0.49%Maybank GMT Dana Ekuitas 4.04% 3.38% 2.58% 0.23% -8.94% 3.17% 4.12% -5.97% 5.74% 2.44% -1.63% 2.74%PNM Ekuitas Syariah 4.73% 3.78% 1.84% -0.93% -10.17% 0.27% 4.14% -7.40% 4.70% 5.53% 3.78% -3.36%Panin Dana Prima 1.38% 3.09% 2.47% 3.61% -6.50% 0.78% 4.20% -5.58% 4.11% 1.68% 0.29% 1.77%Schroder 90 P lus Equity Fund 2.75% 2.01% 3.28% 0.03% -9.42% 3.11% 4.79% -4.99% 4.32% 0.37% -0.12% 1.93%Schroder Dana Istimewa 2.48% 1.71% 3.72% 0.98% -8.85% 3.37% 3.99% -5.13% 4.44% 0.73% 0.04% 1.44%Schroder Dana Prestasi 2.76% 1.87% 3.31% 0.78% -8.50% 3.72% 4.30% -4.78% 4.44% 1.37% -0.18% 1.05%Schroder Dana Prestasi Plus 2.02% 1.20% 2.83% -0.86% -9.56% 3.42% 4.62% -3.77% 3.71% 1.71% -2.02% 1.09%Simas Danamas Saham 5.90% 1.23% 1.31% 0.92% -13.21% -1.98% -0.94% -6.29% 5.78% 1.23% -1.91% 0.04%Trim Kapital 3.58% 2.29% 4.95% 2.70% -10.27% 3.01% 5.39% -6.02% 5.14% 1.68% 2.80% 0.48%Trim Kapital Plus 3.77% 1.59% 5.54% 3.42% -9.92% 2.97% 4.64% -6.25% 4.68% 1.49% 4.33% 1.75%Trim Syariah Saham 3.27% 2.06% 7.22% 2.52% -11.35% 2.94% 6.33% -5.35% 6.35% 3.48% 1.41% -0.52%Indeks Harga Saham Gabungan 3.13% 1.10% 3.42% 1.44% -8.32% 3.20% 4.72% -1.98% 4.98% 2.06% -1.70% 0.95%

Nama Reksa Dana Return NAB per UP

2012

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12131415161718192021222324252627282930313233

No.

177


Jan Feb Maret Aprl Mei Juni Juli Agustus Sept Okt Nov DesBNP Paribas Ekuitas 15,240.34 15,777.69 16,987.66 17,517.95 17,857.15 17,926.20 16,868.13 16,049.05 14,454.11 14,705.43 15,448.84 14,453.69 14,429.03 BNP Paribas Infrastruktur Plus 2,461.02 2,530.84 2,738.70 2,822.77 2,880.03 2,867.55 2,717.04 2,595.79 2,341.76 2,412.19 2,548.38 2,396.13 2,395.30 BNP Paribas Pesona 21,313.88 21,981.41 23,634.23 24,447.00 24,926.14 25,045.77 23,545.02 22,343.97 20,081.27 20,512.54 21,651.51 20,186.03 20,113.36 BNP Paribas Solaris 1,998.78 2,024.31 2,155.31 2,275.61 2,316.36 2,415.27 2,234.84 2,024.93 1,858.76 1,865.42 1,964.53 1,849.29 1,831.58 Bahana Dana Prima 13,094.75 13,624.89 14,741.83 15,052.53 15,477.59 16,225.67 14,764.38 13,819.91 12,294.83 12,252.76 12,949.88 11,865.42 11,733.82 Batavia Dana Saham 40,871.79 42,333.01 46,012.21 47,466.87 49,945.85 51,473.13 47,693.76 46,087.15 42,493.67 42,917.09 44,707.78 42,280.78 42,773.75 Batavia Dana Saham Agro 757.80 762.91 773.29 771.98 796.21 804.69 767.99 707.43 685.56 666.11 687.77 668.10 677.11 Batavia Dana Saham Optimal 2,016.12 2,111.38 2,297.06 2,398.39 2,493.35 2,583.38 2,410.21 2,324.34 2,102.66 2,148.42 2,262.37 2,130.41 2,144.72 Batavia Dana Saham Syariah 1,657.29 1,720.81 1,868.18 1,935.17 2,025.23 2,134.20 1,946.37 1,836.77 1,719.79 1,707.21 1,755.32 1,643.69 1,658.10 CIMB-Principal Equity Aggressive 2,898.12 2,971.21 3,188.12 3,273.24 3,361.97 3,442.33 3,195.51 2,899.85 2,543.08 2,605.10 2,727.27 2,503.32 2,631.46 CIMB-Principal Islamic Equity Growth Syariah 1,430.10 1,466.28 1,563.75 1,627.35 1,679.33 1,727.42 1,644.93 1,552.03 1,411.98 1,408.15 1,469.57 1,370.73 1,367.83 Dana Ekuitas Prima 3,880.68 4,001.52 4,309.25 4,491.98 4,624.55 4,833.38 4,392.97 4,109.29 3,672.40 3,763.95 3,949.60 3,632.80 3,605.79 First State Dividend Yield F 3,538.04 3,632.11 3,903.05 3,988.65 4,121.48 4,114.35 3,851.36 3,687.93 3,377.36 3,454.26 3,615.40 3,380.57 3,360.49 First State IndoEquity Value Select Fund 1,424.50 1,456.33 1,567.93 1,607.95 1,649.64 1,635.92 1,571.99 1,488.28 1,354.97 1,385.48 1,462.07 1,355.75 1,339.27 First State Indoequity Sectoral Fund 4,715.35 4,813.31 5,163.60 5,303.53 5,441.22 5,388.56 5,190.88 4,914.61 4,479.39 4,591.96 4,812.65 4,502.96 4,489.11 MNC Dana Ekuitas 3,237.83 3,260.51 3,492.05 3,635.72 3,710.55 3,765.40 3,540.53 3,337.59 3,109.27 3,147.86 3,279.07 3,133.92 3,126.78 Mandiri Investa Atraktif 3,924.96 4,010.61 4,338.03 4,539.29 4,515.75 4,735.09 4,237.24 3,945.00 3,509.23 3,521.92 3,687.27 3,443.47 3,456.08 Mandiri Investa Atraktif Syariah 1,281.67 1,295.22 1,378.63 1,440.57 1,470.72 1,516.68 1,392.16 1,284.39 1,136.50 1,132.17 1,180.47 1,106.99 1,111.50 Manulife Dana Saham 10,198.02 10,403.21 11,156.15 11,465.98 11,735.99 11,955.53 11,298.61 10,743.61 9,889.60 9,939.01 10,419.58 9,792.60 9,733.27 Manulife Saham Andalan 1,653.82 1,712.07 1,862.16 1,925.00 1,952.11 2,029.84 1,889.09 1,774.91 1,594.00 1,619.09 1,700.13 1,579.44 1,564.19 Manulife Syariah Sektoral Amanah 3,215.64 3,282.60 3,506.10 3,603.71 3,747.37 3,834.44 3,664.49 3,465.97 3,231.55 3,197.05 3,342.30 3,129.60 3,140.27 Maybank GMT Dana Ekuitas 2,895.75 3,031.61 3,255.06 3,359.44 3,436.83 3,590.67 3,301.61 3,086.45 2,847.28 2,927.00 3,063.11 2,880.65 2,848.58 PNM Ekuitas Syariah 1,496.09 1,495.35 1,576.62 1,641.92 1,739.76 1,828.73 1,655.48 1,547.15 1,481.25 1,478.50 1,527.46 1,428.20 1,405.36 Panin Dana Prima 2,762.97 2,889.16 3,144.89 3,289.40 3,471.77 3,691.13 3,403.97 3,163.41 2,753.98 2,939.43 3,066.12 2,835.55 2,841.86 Schroder 90 P lus Equity Fund 1,473.02 1,507.39 1,631.15 1,690.98 1,735.56 1,763.30 1,664.09 1,609.74 1,437.54 1,473.88 1,543.84 1,449.21 1,449.44 Schroder Dana Istimewa 5,374.48 5,504.65 5,977.68 6,235.10 6,418.18 6,716.81 6,185.55 5,944.43 5,386.11 5,455.62 5,696.07 5,371.96 5,340.74 Schroder Dana Prestasi 25,072.30 25,886.29 28,107.38 29,278.45 30,161.39 31,266.22 29,145.58 28,201.66 25,843.33 25,837.95 27,034.30 25,613.77 25,595.10 Schroder Dana Prestasi Plus 21,998.29 22,606.79 24,410.11 24,995.86 25,710.13 25,771.13 24,193.49 23,319.35 21,176.72 21,589.34 22,718.31 21,347.59 21,422.89 Trim Kapital 7,941.88 8,094.28 8,580.81 8,900.19 8,854.13 9,032.42 8,349.84 7,996.92 7,112.18 7,246.47 7,582.98 7,103.65 7,134.34 Trim Kapital Plus 3,046.05 3,110.53 3,334.53 3,447.50 3,402.70 3,528.69 3,206.24 2,980.68 2,618.26 2,681.38 2,795.87 2,631.02 2,627.76 Trim Syariah Saham 1,417.63 1,443.28 1,556.21 1,647.68 1,649.24 1,707.91 1,581.13 1,474.19 1,340.69 1,337.83 1,393.06 1,309.23 1,323.45 Indeks Harga Saham Gabungan 4,316.69 4,453.70 4,795.79 4,940.99 5,034.07 5,068.63 4,818.90 4,610.38 4,195.09 4,316.18 4,510.63 4,256.44 4,274.18

Nama Reksa Dana 2013NAB per UP (rupiah)

Des'12

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12131415161718192021222324252627282930313233

No.

178


Jan Feb Maret Aprl Mei Juni Juli Agustus Sept Okt Nov DesBNP Paribas Ekuitas 3.53% 7.67% 3.12% 1.94% 0.39% -5.90% -4.86% -9.94% 1.74% 5.06% -6.44% -0.17%BNP Paribas Infrastruktur Plus 2.84% 8.21% 3.07% 2.03% -0.43% -5.25% -4.46% -9.79% 3.01% 5.65% -5.97% -0.03%BNP Paribas Pesona 3.13% 7.52% 3.44% 1.96% 0.48% -5.99% -5.10% -10.13% 2.15% 5.55% -6.77% -0.36%BNP Paribas Solaris 1.28% 6.47% 5.58% 1.79% 4.27% -7.47% -9.39% -8.21% 0.36% 5.31% -5.87% -0.96%Bahana Dana Prima 4.05% 8.20% 2.11% 2.82% 4.83% -9.01% -6.40% -11.04% -0.34% 5.69% -8.37% -1.11%Batavia Dana Saham 3.58% 8.69% 3.16% 5.22% 3.06% -7.34% -3.37% -7.80% 1.00% 4.17% -5.43% 1.17%Batavia Dana Saham Agro 0.67% 1.36% -0.17% 3.14% 1.07% -4.56% -7.89% -3.09% -2.84% 3.25% -2.86% 1.35%Batavia Dana Saham Optimal 4.72% 8.79% 4.41% 3.96% 3.61% -6.70% -3.56% -9.54% 2.18% 5.30% -5.83% 0.67%Batavia Dana Saham Syariah 3.83% 8.56% 3.59% 4.65% 5.38% -8.80% -5.63% -6.37% -0.73% 2.82% -6.36% 0.88%CIMB-Principal Equity Aggressive 2.52% 7.30% 2.67% 2.71% 2.39% -7.17% -9.25% -12.30% 2.44% 4.69% -8.21% 5.12%CIMB-Principal Islamic Equity Growth Syariah 2.53% 6.65% 4.07% 3.19% 2.86% -4.78% -5.65% -9.02% -0.27% 4.36% -6.73% -0.21%Dana Ekuitas Prima 3.11% 7.69% 4.24% 2.95% 4.52% -9.11% -6.46% -10.63% 2.49% 4.93% -8.02% -0.74%First State Dividend Yield F 2.66% 7.46% 2.19% 3.33% -0.17% -6.39% -4.24% -8.42% 2.28% 4.66% -6.50% -0.59%First State IndoEquity Value Select Fund 2.23% 7.66% 2.55% 2.59% -0.83% -3.91% -5.33% -8.96% 2.25% 5.53% -7.27% -1.22%First State Indoequity Sectoral Fund 2.08% 7.28% 2.71% 2.60% -0.97% -3.67% -5.32% -8.86% 2.51% 4.81% -6.43% -0.31%MNC Dana Ekuitas 0.70% 7.10% 4.11% 2.06% 1.48% -5.97% -5.73% -6.84% 1.24% 4.17% -4.43% -0.23%Mandiri Investa Atraktif 2.18% 8.16% 4.64% -0.52% 4.86% -10.51% -6.90% -11.05% 0.36% 4.69% -6.61% 0.37%Mandiri Investa Atraktif Syariah 1.06% 6.44% 4.49% 2.09% 3.13% -8.21% -7.74% -11.51% -0.38% 4.27% -6.22% 0.41%Manulife Dana Saham 2.01% 7.24% 2.78% 2.35% 1.87% -5.49% -4.91% -7.95% 0.50% 4.84% -6.02% -0.61%Manulife Saham Andalan 3.52% 8.77% 3.37% 1.41% 3.98% -6.93% -6.04% -10.19% 1.57% 5.01% -7.10% -0.97%Manulife Syariah Sektoral Amanah 2.08% 6.81% 2.78% 3.99% 2.32% -4.43% -5.42% -6.76% -1.07% 4.54% -6.36% 0.34%Maybank GMT Dana Ekuitas 4.69% 7.37% 3.21% 2.30% 4.48% -8.05% -6.52% -7.75% 2.80% 4.65% -5.96% -1.11%PNM Ekuitas Syariah -0.05% 5.43% 4.14% 5.96% 5.11% -9.47% -6.54% -4.26% -0.19% 3.31% -6.50% -1.60%Panin Dana Prima 4.57% 8.85% 4.60% 5.54% 6.32% -7.78% -7.07% -12.94% 6.73% 4.31% -7.52% 0.22%Schroder 90 P lus Equity Fund 2.33% 8.21% 3.67% 2.64% 1.60% -5.63% -3.27% -10.70% 2.53% 4.75% -6.13% 0.02%Schroder Dana Istimewa 2.42% 8.59% 4.31% 2.94% 4.65% -7.91% -3.90% -9.39% 1.29% 4.41% -5.69% -0.58%Schroder Dana Prestasi 3.25% 8.58% 4.17% 3.02% 3.66% -6.78% -3.24% -8.36% -0.02% 4.63% -5.25% -0.07%Schroder Dana Prestasi Plus 2.77% 7.98% 2.40% 2.86% 0.24% -6.12% -3.61% -9.19% 1.95% 5.23% -6.03% 0.35%Trim Kapital 1.92% 6.01% 3.72% -0.52% 2.01% -7.56% -4.23% -11.06% 1.89% 4.64% -6.32% 0.43%Trim Kapital Plus 2.12% 7.20% 3.39% -1.30% 3.70% -9.14% -7.04% -12.16% 2.41% 4.27% -5.90% -0.12%Trim Syariah Saham 1.81% 7.82% 5.88% 0.09% 3.56% -7.42% -6.76% -9.06% -0.21% 4.13% -6.02% 1.09%Indeks Harga Saham Gabungan 3.17% 7.68% 3.03% 1.88% 0.69% -4.93% -4.33% -9.01% 2.89% 4.51% -5.64% 0.42%

Nama Reksa Dana Return NAB per Up (%)

2013

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12131415161718192021222324252627282930313233

No.

179

Lampiran 17. Hasil Regresi Beta Portofolio

1. Data observasi tahun 2010

a. Reksa dana BNP Paribas Ekuitas

Model Unstandardized Coefficients

Standardized Coefficients

t Sig. B Std. Error Beta

(Constant) -.004 .003 -1.461 .175

Return_pasar 1.017 .050 .988 20.407 .000

Dependent Variable: BNP_Paribas_Ekuitas

b. Reksa dana BNP Paribas Infrastruktur Plus




(Constant) -.008 .005 -1.757 .109

Return_pasar 1.056 .074 .976 14.265 .000

Dependent Variable: BNP_Paribas_Infrastruktur_Plus

c. Reksa dana BNP Paribas Pesona Syariah




(Constant) -.003 .006 -.464 .652

Return_pasar .905 .094 .950 9.596 .000

Dependent Variable: BNP_Paribas_Pesona_Syariah

d. Reksa dana BNP Paribas Solaris




(Constant) .000 .006 -.025 .981

Return_pasar 1.015 .104 .951 9.723 .000

Dependent Variable: BNP_Paribas_Solaris

180

e. Reksa dana Batavia Dana Saham

Model

Unstandardized Coefficients

Standardized

Coefficients


(Constant) -.008 .004 -1.993 .074

Return_pasar 1.000 .065 .980 15.484 .000

Dependent Variable: Batavia_Dana_Saham

f. Reksa dana Batavia Dana Saham Agro

Model


Standardized

Coefficients


(Constant) -.007 .004 -1.738 .113

Return_pasar 1.013 .065 .980 15.652 .000

Dependent Variable: Batavia_Dana_Saham_Agro

g. Reksa dana Batavia Dana Saham Optimal

Model


Standardized

Coefficients


(Constant) -.005 .004 -1.219 .251

Return_pasar .983 .060 .982 16.357 .000

Dependent Variable: Batavia_Dana_Saham_Optimal

h. Reksa dana Batavia Dana Saham Syariah

Model


Standardized

Coefficients


(Constant) -.011 .004 -2.360 .040

Return_pasar .931 .073 .971 12.791 .000

Dependent Variable: Batavia_Dana_Saham_Syariah

181

i. Reksa dana First State IndoEquity Value Select Fund

Model


Standardized

Coefficients


(Constant) -.011 .004 -2.771 .020

Return_pasar .948 .066 .976 14.295 .000

Dependent Variable: FSI_Value_Select_Fund

j. Reksa dana First State Indoequity Sectoral Fund

Model


Standardized

Coefficients


(Constant) -.007 .003 -1.869 .091

Return_pasar .935 .057 .982 16.504 .000

Dependent Variable: FSI_Sectoral_Fund

k. Reksa dana Mandiri Investa Atraktif

Model


Standardized

Coefficients


(Constant) -.003 .004 -.964 .358

Return_pasar .893 .058 .979 15.314 .000

Dependent Variable: Mandiri_Investa_Atraktif

l. Reksa dana Mandiri Investa Atraktif Syariah

Model


Standardized

Coefficients


(Constant) -.006 .005 -1.285 .228

Return_pasar .831 .078 .959 10.656 .000

Dependent Variable: Mandiri_Investa_Atraktif_Syariah

182

m. Reksa dana Manulife Dana Saham

Model


Standardized

Coefficients


(Constant) -.005 .003 -1.395 .193

Return_pasar .910 .055 .982 16.657 .000

Dependent Variable: Manulife_Dana_Saham

n. Reksa dana Manulife Syariah Sektoral Amanah

Model


Standardized

Coefficients


(Constant) -.005 .004 -1.339 .210

Return_pasar .902 .057 .981 15.889 .000

Dependent Variable: Manulife_Syariah_Sektoral_Amanah

o. Reksa dana Schroder Dana Prestasi Plus

Model


Standardized

Coefficients


(Constant) -.005 .002 -2.041 .068

Return_pasar .920 .040 .990 22.765 .000

Dependent Variable: Schroder_Dana_Prestasi_Plus

p. Reksa dana Simas Danamas Saham

Model


Standardized

Coefficients


(Constant) -.011 .007 -1.443 .179

Return_pasar .954 .119 .930 7.991 .000

Dependent Variable: Simas_Danamas_Saham

183






(Constant) -.003 .002 -1.294 .225

Return_pasar 1.184 .042 .994 28.193 .000



Model


Standardized

Coefficients


(Constant) -.009 .004 -2.541 .029

Return_pasar 1.176 .071 .982 16.629 .000


c. Reksa dana BNP Paribas Pesona

Model


Standardized

Coefficients


(Constant) -.001 .002 -.427 .679

Return_pasar 1.082 .041 .993 26.406 .000

Dependent Variable: BNP_Paribas_Pesona

d. Reksa dana BNP Paribas Pesona Syariah

Model


Standardized

Coefficients


(Constant) .000 .004 .066 .949

Return_pasar 1.067 .080 .973 13.322 .000


184

e. Reksa dana BNP Paribas Solaris

Model


Standardized

Coefficients


(Constant) -.007 .003 -2.149 .057

Return_pasar 1.238 .062 .988 19.825 .000


f. Reksa dana Bahana Dana Prima

Model


Standardized

Coefficients


(Constant) -.003 .002 -1.295 .224

Return_pasar 1.111 .044 .992 25.450 .000

Dependent Variable: Bahana_Dana_Prima

g. Reksa dana Batavia Dana Saham

Model


Standardized

Coefficients


(Constant) -.005 .003 -1.683 .123

Return_pasar 1.095 .054 .988 20.454 .000


h. Reksa dana Batavia Dana Saham Agro

Model


Standardized

Coefficients


(Constant) -.032 .015 -2.175 .055

Return_pasar .980 .284 .737 3.453 .006


185

i. Reksa dana Batavia Dana Saham Optimal

Model


Standardized

Coefficients


(Constant) -.004 .003 -1.247 .241

Return_pasar 1.137 .059 .987 19.432 .000


j. Reksa dana Batavia Dana Saham Syariah

Model


Standardized

Coefficients


(Constant) -.007 .004 -1.704 .119

Return_pasar .954 .079 .967 12.045 .000


k. Reksa dana CIMB-Principal Equity Aggressive

Model


Standardized

Coefficients


(Constant) -.004 .002 -1.552 .152

Return_pasar 1.030 .047 .990 22.110 .000

Dependent Variable: CIMB_Principal_Equity_Aggressive

l. Reksa dana CIMB-Principal Islamic Equity Growth Syariah

Model


Standardized

Coefficients


(Constant) -.007 .005 -1.257 .237

Return_pasar .961 .103 .947 9.286 .000

Dependent Variable: CIMB_Principal_Islamic_Equity_Growth_Syariah

186

m. Reksa dana Dana Ekuitas Prima

Model


Standardized

Coefficients


(Constant) -.004 .003 -1.453 .177

Return_pasar 1.212 .055 .990 22.008 .000

Dependent Variable: Dana_Ekuitas_Prima

n. Reksa dana First State Dividend Yield Fund

Model


Standardized

Coefficients


(Constant) -.001 .002 -.227 .825

Return_pasar 1.083 .043 .992 25.424 .000

Dependent Variable: FSI_Dividend_Yield_F

o. Reksa dana First State IndoEquity Value Select Fund

Model


Standardized

Coefficients


(Constant) .002 .002 .760 .465

Return_pasar 1.073 .046 .991 23.282 .000


p. Reksa dana First State Indoequity Sectoral Fund

Model


Standardized

Coefficients


(Constant) .001 .002 .325 .752

Return_pasar 1.077 .042 .993 25.880 .000


187

q. Reksa dana MNC Dana Ekuitas

Model


Standardized

Coefficients


(Constant) .001 .006 .224 .828

Return_pasar .856 .109 .927 7.836 .000

Dependent Variable: MNC_Dana_Ekuitas

r. Reksa dana Mandiri Investa Atraktif

Model


Standardized

Coefficients


(Constant) -.005 .003 -1.697 .121

Return_pasar 1.074 .054 .987 19.806 .000


s. Reksa dana Mandiri Investa Atraktif Syariah

Model


Standardized

Coefficients


(Constant) -.006 .004 -1.547 .153

Return_pasar .949 .072 .972 13.162 .000


t. Reksa dana Manulife Dana Saham

Model


Standardized

Coefficients


(Constant) -.004 .002 -1.786 .104

Return_pasar 1.037 .048 .990 21.736 .000


188

u. Reksa dana Manulife Saham Andalan

Model


Standardized

Coefficients


(Constant) -.005 .002 -2.004 .073

Return_pasar 1.126 .047 .991 24.046 .000

Dependent Variable: Manulife_Saham_Andalan

v. Reksa dana Manulife Syariah Sektoral Amanah

Model


Standardized

Coefficients


(Constant) -.003 .005 -.604 .559

Return_pasar .971 .104 .947 9.329 .000


w. Reksa dana Maybank GMT Dana Ekuitas

Model


Standardized

Coefficients


(Constant) -.001 .004 -.243 .813

Return_pasar 1.122 .075 .978 14.871 .000

Dependent Variable: Maybank_GMT_Dana_Ekuitas

x. Reksa dana PNM Ekuitas Syariah

Model


Standardized

Coefficients


(Constant) -.014 .005 -2.812 .018

Return_pasar 1.259 .097 .971 12.933 .000

Dependent Variable: PNM_Ekuitas_Syariah

189

y. Reksa dana Panin Dana Prima

Model


Standardized

Coefficients


(Constant) .003 .005 .618 .551

Return_pasar 1.072 .100 .959 10.747 .000

Dependent Variable: Panin_Dana_Prima

z. Reksa dana Schroder 90 Plus Equity Fund

Model


Standardized

Coefficients


(Constant) .000 .002 .086 .933

Return_pasar 1.198 .042 .994 28.642 .000

Dependent Variable: Schroder_90_Plus_Equity_Fund

aa. Reksa dana Schroder Dana Istimewa

Model


Standardized

Coefficients


(Constant) .002 .003 .581 .574

Return_pasar 1.185 .060 .988 19.827 .000

Dependent Variable: Schroder_Dana_Istimewa

bb. Reksa dana Schroder Dana Prestasi

Model


Standardized

Coefficients


(Constant) .003 .003 1.084 .304

Return_pasar 1.144 .054 .989 21.294 .000

Dependent Variable: Schroder_Dana_Prestasi

190

cc. Reksa dana Schroder Dana Prestasi Plus

Model


Standardized

Coefficients


(Constant) -.001 .002 -.499 .629

Return_pasar 1.094 .039 .994 27.789 .000


dd. Reksa dana Simas Danamas Saham

Model


Standardized

Coefficients


(Constant) -.013 .008 -1.547 .153

Return_pasar 1.258 .156 .931 8.065 .000


ee. Reksa dana Trim Kapital

Model


Standardized

Coefficients


(Constant) .004 .007 .672 .517

Return_pasar 1.237 .128 .950 9.652 .000

Dependent Variable: Trim_Kapital

ff. Reksa dana Trim Kapital Plus

Model


Standardized

Coefficients


(Constant) .003 .006 .465 .652

Return_pasar 1.385 .113 .968 12.275 .000

Dependent Variable: Trim_Kapital_Plus

191

gg. Reksa dana Trim Syariah Saham

Model


Standardized

Coefficients


(Constant) .003 .005 .623 .547

Return_pasar 1.113 .092 .967 12.047 .000

Dependent Variable: Trim_Syariah_Saham



Model


Standardized

Coefficients


(Constant) -.003 .003 -.922 .378

Return_pasar 1.077 .077 .975 13.926 .000






(Constant) .002 .003 .668 .519

Return_pasar 1.080 .072 .978 14.903 .000

a. Dependent Variable: BNP_Paribas_Infrastruktur_Plus


Model


Standardized

Coefficients


(Constant) -.001 .002 -.789 .449

Return_pasar 1.028 .051 .988 19.975 .000


192

d. Reksa dana BNP Paribas Pesona Syariah

Model


Standardized

Coefficients


(Constant) .003 .002 1.829 .097

Return_pasar 1.057 .047 .990 22.341 .000


e. Reksa dana BNP Paribas Solaris

Model


Standardized

Coefficients


(Constant) .007 .005 1.494 .166

Return_pasar 1.001 .127 .928 7.860 .000


f. Reksa dana Bahana Dana Prima

Model


Standardized

Coefficients


(Constant) -.002 .002 -.807 .439

Return_pasar 1.040 .061 .983 16.987 .000


g. Reksa dana Batavia Dana Saham

Model


Standardized

Coefficients


(Constant) -.005 .003 -1.614 .138

Return_pasar 1.099 .082 .973 13.338 .000


193

h. Reksa dana Batavia Dana Saham Agro

Model


Standardized

Coefficients


(Constant) -.021 .012 -1.702 .119

Return_pasar 1.408 .330 .803 4.262 .002


i. Reksa dana Batavia Dana Saham Optimal

Model


Standardized

Coefficients


(Constant) 1.689E-5 .004 .004 .997

Return_pasar 1.168 .115 .955 10.162 .000


j. Reksa dana Batavia Dana Saham Syariah

Model


Standardized

Coefficients


(Constant) -.001 .006 -.133 .897

Return_pasar 1.290 .152 .937 8.507 .000


k. Reksa dana CIMB-Principal Equity Aggressive

Model


Standardized

Coefficients


(Constant) -.007 .002 -2.995 .013

Return_pasar 1.029 .064 .981 16.174 .000


194

l. Reksa dana CIMB-Principal Islamic Equity Growth Syariah

Model


Standardized

Coefficients


(Constant) -.005 .003 -1.753 .110

Return_pasar 1.031 .079 .972 13.099 .000


m. Reksa dana Dana Ekuitas Prima

Model


Standardized

Coefficients


(Constant) .002 .006 .378 .713

Return_pasar 1.059 .152 .911 6.965 .000


n. Reksa dana First State Dividend Yield Fund

Model


Standardized

Coefficients


(Constant) .003 .012 .291 .777

Return_pasar .590 .325 .497 1.813 .100


o. Reksa dana First State IndoEquity Value Select Fund

Model


Standardized

Coefficients


(Constant) -.004 .003 -1.463 .174

Return_pasar 1.168 .083 .976 14.056 .000


195

p. Reksa dana First State Indoequity Sectoral Fund

Model


Standardized

Coefficients


(Constant) -.003 .002 -1.402 .191

Return_pasar 1.061 .067 .981 15.788 .000


q. Reksa dana MNC Dana Ekuitas

Model


Standardized

Coefficients


(Constant) .011 .006 1.929 .083

Return_pasar 1.096 .161 .907 6.796 .000


r. Reksa dana Mandiri Investa Atraktif

Model


Standardized

Coefficients


(Constant) -.004 .002 -1.543 .154

Return_pasar 1.087 .068 .981 16.088 .000


s. Reksa dana Mandiri Investa Atraktif Syariah

Model


Standardized

Coefficients


(Constant) -.004 .004 -1.122 .288

Return_pasar .983 .097 .955 10.174 .000


196

t. Reksa dana Manulife Dana Saham

Model


Standardized

Coefficients


(Constant) .000 .003 -.090 .930

Return_pasar .956 .073 .972 13.132 .000


u. Reksa dana Manulife Saham Andalan

Model


Standardized

Coefficients


(Constant) -.003 .005 -.587 .570

Return_pasar 1.093 .124 .941 8.796 .000


v. Reksa dana Manulife Syariah Sektoral Amanah

Model


Standardized

Coefficients


(Constant) .000 .004 .036 .972

Return_pasar 1.149 .114 .954 10.062 .000


w. Reksa dana Maybank GMT Dana Ekuitas

Model


Standardized

Coefficients


(Constant) -.002 .005 -.457 .657

Return_pasar 1.122 .133 .936 8.427 .000


197

x. Reksa dana PNM Ekuitas Syariah

Model


Standardized

Coefficients


(Constant) -.006 .010 -.577 .577

Return_pasar 1.081 .279 .774 3.871 .003


y. Reksa dana Panin Dana Prima

Model


Standardized

Coefficients


(Constant) .001 .006 .102 .920

Return_pasar .815 .154 .859 5.301 .000


z. Reksa dana Schroder 90 Plus Equity Fund

Model


Standardized

Coefficients


(Constant) -.005 .004 -1.208 .255

Return_pasar 1.062 .108 .952 9.845 .000


aa. Reksa dana Schroder Dana Istimewa

Model


Standardized

Coefficients


(Constant) -.004 .004 -.954 .363

Return_pasar 1.021 .103 .953 9.939 .000


198

bb. Reksa dana Schroder Dana Prestasi

Model


Standardized

Coefficients


(Constant) -.002 .003 -.754 .468

Return_pasar 1.010 .089 .963 11.322 .000

Dependent Variable: Schroder_Dana_Prestasi

cc. Reksa dana Schroder Dana Prestasi Plus

Model


Standardized

Coefficients


(Constant) -.008 .003 -3.105 .011

Return_pasar 1.055 .068 .980 15.539 .000


dd. Reksa dana Simas Danamas Saham

Model


Standardized

Coefficients


(Constant) -.020 .008 -2.412 .037

Return_pasar 1.209 .221 .865 5.461 .000


ee. Reksa dana Trim Kapital

Model


Standardized

Coefficients


(Constant) .000 .006 .069 .946

Return_pasar 1.171 .167 .911 6.990 .000

Dependent Variable: Trim_Kapital

199

ff. Reksa dana Trim Kapital Plus

Model


Standardized

Coefficients


(Constant) .003 .008 .399 .698

Return_pasar 1.105 .206 .861 5.350 .000

Dependent Variable: Trim_Kapital_Plus

gg. Reksa dana Trim Syariah Saham




(Constant) .001 .006 .124 .904

Return_pasar 1.348 .153 .941 8.793 .000

Dependent Variable: Trim_Syariah_Saham



Model


Standardized

Coefficients


(Constant) -.004 .001 -2.825 .018

Return_pasar 1.076 .027 .997 40.323 .000



Model


Standardized

Coefficients


(Constant) -.001 .001 -.885 .397

Return_pasar 1.072 .030 .996 35.134 .000


200


Model


Standardized

Coefficients


(Constant) -.004 .001 -2.727 .021

Return_pasar 1.102 .029 .996 37.646 .000


d. Reksa dana BNP Paribas Solaris

Model


Standardized

Coefficients


(Constant) -.006 .007 -.848 .417

Return_pasar 1.072 .151 .914 7.121 .000


e. Reksa dana Bahana Dana Prima

Model


Standardized

Coefficients


(Constant) -.008 .006 -1.253 .239

Return_pasar 1.251 .127 .952 9.833 .000


f. Reksa dana Batavia Dana Saham

Model


Standardized

Coefficients


(Constant) .005 .005 .997 .342

Return_pasar 1.023 .102 .954 10.067 .000


201

g. Reksa dana Batavia Dana Saham Agro

Model


Standardized

Coefficients


(Constant) -.009 .007 -1.215 .252

Return_pasar .474 .156 .693 3.037 .013


h. Reksa dana Batavia Dana Saham Optimal

Model


Standardized

Coefficients


(Constant) .006 .003 1.864 .092

Return_pasar 1.136 .072 .980 15.767 .000


i. Reksa dana Batavia Dana Saham Syariah

Model


Standardized

Coefficients


(Constant) .001 .008 .157 .879

Return_pasar 1.023 .163 .893 6.262 .000


j. Reksa dana CIMB-Principal Equity Aggressive

Model


Standardized

Coefficients


(Constant) -.006 .006 -.999 .341

Return_pasar 1.281 .134 .950 9.577 .000


202

k. Reksa dana CIMB-Principal Islamic Equity Growth Syariah

Model


Standardized

Coefficients


(Constant) -.003 .004 -.661 .523

Return_pasar .994 .090 .962 11.100 .000


l. Reksa dana Dana Ekuitas Prima

Model


Standardized

Coefficients


(Constant) -.005 .005 -.909 .385

Return_pasar 1.249 .107 .965 11.724 .000


m. Reksa dana First State Dividend Yield Fund

Model


Standardized

Coefficients


(Constant) -.003 .002 -1.406 .190

Return_pasar 1.005 .052 .987 19.503 .000


n. Reksa dana First State IndoEquity Value Select Fund

Model


Standardized

Coefficients


(Constant) -.004 .003 -1.427 .184

Return_pasar 1.023 .063 .982 16.320 .000


203

o. Reksa dana First State Indoequity Sectoral Fund

Model


Standardized

Coefficients


(Constant) -.003 .002 -1.331 .213

Return_pasar .978 .052 .986 18.728 .000


p. Reksa dana MNC Dana Ekuitas

Model


Standardized

Coefficients


(Constant) -.002 .004 -.592 .567

Return_pasar .889 .079 .962 11.190 .000


q. Reksa dana Mandiri Investa Atraktif

Model


Standardized

Coefficients


(Constant) -.009 .007 -1.347 .208

Return_pasar 1.225 .141 .940 8.676 .000


r. Reksa dana Mandiri Investa Atraktif Syariah

Model


Standardized

Coefficients


(Constant) -.011 .005 -1.926 .083

Return_pasar 1.138 .116 .952 9.844 .000


204

s. Reksa dana Manulife Dana Saham

Model


Standardized

Coefficients


(Constant) -.003 .003 -1.073 .309

Return_pasar .948 .062 .980 15.398 .000


t. Reksa dana Manulife Saham Andalan

Model


Standardized

Coefficients


(Constant) -.003 .004 -.876 .402

Return_pasar 1.173 .081 .977 14.428 .000


u. Reksa dana Manulife Syariah Sektoral Amanah

Model


Standardized

Coefficients


(Constant) -.001 .005 -.258 .801

Return_pasar .884 .102 .939 8.637 .000


v. Reksa dana Maybank GMT Dana Ekuitas

Model


Standardized

Coefficients


(Constant) .000 .005 -.044 .966

Return_pasar 1.080 .113 .950 9.596 .000


205

w. Reksa dana PNM Ekuitas Syariah

Model


Standardized

Coefficients


(Constant) -.004 .010 -.432 .675

Return_pasar .872 .203 .805 4.290 .002


x. Reksa dana Panin Dana Prima

Model


Standardized

Coefficients


(Constant) .004 .007 .674 .516

Return_pasar 1.415 .139 .955 10.151 .000


y. Reksa dana Schroder 90 Plus Equity Fund

Model


Standardized

Coefficients


(Constant) .000 .002 -.140 .891

Return_pasar 1.083 .047 .991 22.821 .000


z. Reksa dana Schroder Dana Istimewa

Model


Standardized

Coefficients


(Constant) .001 .005 .123 .905

Return_pasar 1.091 .107 .955 10.226 .000


206

aa. Reksa dana Schroder Dana Prestasi



t Sig. B Std. Error Beta (Constant) .003 .005 .582 .574

Return_pasar 1.012 .097 .957 10.400 .000 Dependent Variable: Schroder_Dana_Prestasi

bb. Reksa dana Schroder Dana Prestasi Plus



t Sig. B Std. Error Beta (Constant) -.001 .002 -.645 .534

Return_pasar 1.029 .043 .991 24.018 .000 Dependent Variable: Schroder_Dana_Prestasi_Plus

cc. Reksa dana Trim Kapital



t Sig. B Std. Error Beta (Constant) -.008 .004 -2.101 .062

Return_pasar 1.055 .079 .973 13.289 .000 Dependent Variable: Trim_Kapital

dd. Reksa dana Trim Kapital Plus



t Sig. B Std. Error Beta 1 (Constant) -.011 .005 -2.065 .066

Return_pasar 1.188 .111 .959 10.686 .000 Dependent Variable: Trim_Kapital_Plus

ee. Reksa dana Trim Syariah Saham



t Sig. B Std. Error Beta (Constant) -.005 .006 -.791 .447

Return_pasar 1.072 .123 .940 8.747 .000 Dependent Variable: Trim_Syariah_Saham

207

Lampiran 18. Data Perhitungan Indeks Sharpe

2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013BNP Paribas Ekuitas 2.950% 0.190% 0.903% -0.323% 0.46% 0.55% 0.48% 0.54% 0.055689 0.064413 0.04193 0.053165 0.446324 -0.0557 0.100774 -0.16197BNP Paribas Infrastruktur Plus 2.726% -0.464% 1.349% -0.095% 0.46% 0.55% 0.48% 0.54% 0.058517 0.06472 0.042162 0.052998 0.386578 -0.1565 0.205783 -0.11944BNP Paribas Pesona 0.341% 0.963% -0.343% 0.46% 0.55% 0.48% 0.54% 0.058941 0.039692 0.054497 -0.03527 0.121581 -0.16173BNP Paribas Pesona Syariah 2.754% 0.453% 1.464% 0.46% 0.55% 0.48% 0.54% 0.051558 0.059281 0.040391 0.444159 -0.0162 0.243451BNP Paribas Solaris 3.377% -0.203% 1.787% -0.569% 0.46% 0.55% 0.48% 0.54% 0.057772 0.067822 0.040546 0.057782 0.504156 -0.11087 0.322014 -0.19165Bahana Dana Prima 0.149% 0.945% -0.714% 0.46% 0.55% 0.48% 0.54% 0.060536 0.040609 0.064731 -0.06593 0.114205 -0.19339Batavia Dana Saham 2.548% -0.031% 0.700% 0.509% 0.46% 0.55% 0.48% 0.54% 0.055229 0.059941 0.043498 0.052839 0.377345 -0.09674 0.050359 -0.00555Batavia Dana Saham Agro 2.690% -2.815% -0.550% -0.880% 0.46% 0.55% 0.48% 0.54% 0.055893 0.071847 0.06413 0.033734 0.398253 -0.46812 -0.16076 -0.42054Batavia Dana Saham Optimal 2.832% 0.075% 1.267% 0.668% 0.46% 0.55% 0.48% 0.54% 0.054154 0.062289 0.046864 0.057081 0.437237 -0.0761 0.167781 0.022745Batavia Dana Saham Syariah 2.053% -0.320% 1.323% 0.152% 0.46% 0.55% 0.48% 0.54% 0.051901 0.053326 0.052769 0.056459 0.306036 -0.16296 0.159506 -0.06846CIMB-Principal Equity Aggressive 0.035% 0.411% -0.591% 0.46% 0.55% 0.48% 0.54% 0.056263 0.040079 0.066442 -0.09124 -0.01734 -0.17001CIMB-Principal Islamic Equity Growth Syariah -0.292% 0.608% -0.249% 0.46% 0.55% 0.48% 0.54% 0.054902 0.039591 0.050927 -0.15314 0.032025 -0.15463Dana Ekuitas Prima 0.068% 1.359% -0.419% 0.46% 0.55% 0.48% 0.54% 0.066213 0.04464 0.063747 -0.0726 0.196754 -0.15017First State Dividend Yield F 0.382% 0.988% -0.311% 0.46% 0.55% 0.48% 0.54% 0.059012 0.045521 0.050159 -0.02829 0.111331 -0.16936First State IndoEquity Value Select Fund 2.035% 0.610% 0.817% -0.391% 0.46% 0.55% 0.48% 0.54% 0.052535 0.058583 0.046141 0.051316 0.299002 0.010497 0.072844 -0.18099First State Indoequity Sectoral Fund 2.473% 0.500% 0.802% -0.298% 0.46% 0.55% 0.48% 0.54% 0.051532 0.058677 0.04159 0.048837 0.389718 -0.00832 0.077189 -0.17123MNC Dana Ekuitas 0.468% 2.334% -0.195% 0.46% 0.55% 0.48% 0.54% 0.049919 0.046585 0.045496 -0.01611 0.39781 -0.16111Mandiri Investa Atraktif 2.637% -0.050% 0.793% -0.860% 0.46% 0.55% 0.48% 0.54% 0.049319 0.058802 0.042475 0.064249 0.440451 -0.10172 0.073507 -0.21765Mandiri Investa Atraktif Syariah 2.159% -0.201% 0.665% -1.016% 0.46% 0.55% 0.48% 0.54% 0.046909 0.052803 0.038731 0.058907 0.361324 -0.14197 0.047528 -0.26381Manulife Dana Saham 2.570% -0.029% 1.012% -0.283% 0.46% 0.55% 0.48% 0.54% 0.050105 0.056691 0.037839 0.047668 0.420314 -0.10189 0.140256 -0.1722Manulife Saham Andalan -0.038% 0.915% -0.300% 0.46% 0.55% 0.48% 0.54% 0.061431 0.044356 0.059143 -0.09553 0.09787 -0.14176Manulife Syariah Sektoral Amanah 2.546% 0.061% 1.260% -0.098% 0.46% 0.55% 0.48% 0.54% 0.04977 0.055462 0.045899 0.046393 0.418222 -0.08795 0.169682 -0.13712Maybank GMT Dana Ekuitas 0.352% 0.990% 0.009% 0.46% 0.55% 0.48% 0.54% 0.062028 0.045172 0.056042 -0.03166 0.112794 -0.09436PNM Ekuitas Syariah -0.919% 0.576% -0.387% 0.46% 0.55% 0.48% 0.54% 0.070072 0.052148 0.053348 -0.20945 0.01825 -0.1735Panin Dana Prima 0.747% 0.941% 0.486% 0.46% 0.55% 0.48% 0.54% 0.060426 0.036649 0.073028 0.0329 0.125589 -0.00713Schroder 90 P lus Equity Fund 0.496% 0.670% 0.001% 0.46% 0.55% 0.48% 0.54% 0.065176 0.042543 0.053857 -0.00802 0.04437 -0.09966Schroder Dana Istimewa 0.653% 0.745% 0.095% 0.46% 0.55% 0.48% 0.54% 0.064921 0.041005 0.056262 0.016089 0.064305 -0.07881Schroder Dana Prestasi 0.759% 0.846% 0.298% 0.46% 0.55% 0.48% 0.54% 0.06255 0.040026 0.052088 0.033567 0.091178 -0.0462Schroder Dana Prestasi Plus 2.566% 0.334% 0.365% -0.099% 0.46% 0.55% 0.48% 0.54% 0.050269 0.059564 0.041252 0.051148 0.418152 -0.03597 -0.02805 -0.12459Simas Danamas Saham 2.125% -0.752% -0.660% 0.46% 0.55% 0.48% 0.54% 0.055512 0.073104 0.04941 0.299239 -0.1779 -0.23097Trim Kapital 0.941% 1.311% -0.755% 0.46% 0.55% 0.48% 0.54% 0.070385 0.049078 0.053411 0.055698 0.169077 -0.24207Trim Kapital Plus 0.825% 1.501% -1.047% 0.46% 0.55% 0.48% 0.54% 0.077335 0.049009 0.061031 0.035677 0.208134 -0.25971Trim Syariah Saham 0.743% 1.530% -0.425% 0.46% 0.55% 0.48% 0.54% 0.062231 0.05504 0.056156 0.031181 0.190598 -0.17145

Nama Reksa Dana Rata-rata return portofolio (bulan) Rata-rata return aset bebas risiko (%) Std dev Indeks Sharpe

123456789

1011

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No.

208

Lampiran 19. Data Perhitungan Indeks Treynor

2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013BNP Paribas Ekuitas 2.950% 0.190% 0.903% -0.323% 0.46% 0.55% 0.48% 0.54% 1.017 1.184 1.077 1.076 0.02444 -0.00303 0.003923 -0.008BNP Paribas Infrastruktur Plus 2.726% -0.464% 1.349% -0.095% 0.46% 0.55% 0.48% 0.54% 1.056 1.176 1.08 1.072 0.021422 -0.00861 0.008034 -0.00591BNP Paribas Pesona 0.341% 0.963% -0.343% 0.46% 0.55% 0.48% 0.54% 1.082 1.028 1.102 -0.00192 0.004694 -0.008BNP Paribas Pesona Syariah 2.754% 0.453% 1.464% 0.46% 0.55% 0.48% 0.54% 0.905 1.067 1.057 0.025304 -0.0009 0.009303BNP Paribas Solaris 3.377% -0.203% 1.787% -0.569% 0.46% 0.55% 0.48% 0.54% 1.015 1.238 1.001 1.072 0.028696 -0.00607 0.013043 -0.01033Bahana Dana Prima 0.149% 0.945% -0.714% 0.46% 0.55% 0.48% 0.54% 1.111 1.04 1.251 -0.00359 0.004459 -0.01001Batavia Dana Saham 2.548% -0.031% 0.700% 0.509% 0.46% 0.55% 0.48% 0.54% 1 1.095 1.099 1.023 0.02084 -0.0053 0.001993 -0.00029Batavia Dana Saham Agro 2.690% -2.815% -0.550% -0.880% 0.46% 0.55% 0.48% 0.54% 1.013 0.98 1.408 0.474 0.021974 -0.03432 -0.00732 -0.02993Batavia Dana Saham Optimal 2.832% 0.075% 1.267% 0.668% 0.46% 0.55% 0.48% 0.54% 0.983 1.137 1.168 1.136 0.024088 -0.00417 0.006732 0.001143Batavia Dana Saham Syariah 2.053% -0.320% 1.323% 0.152% 0.46% 0.55% 0.48% 0.54% 0.931 0.954 1.29 1.023 0.017061 -0.00911 0.006525 -0.00378CIMB-Principal Equity Aggressive 0.035% 0.411% -0.591% 0.46% 0.55% 0.48% 0.54% 1.03 1.029 1.281 -0.00498 -0.00068 -0.00882CIMB-Principal Islamic Equity Growth Syariah -0.292% 0.608% -0.249% 0.46% 0.55% 0.48% 0.54% 0.961 1.031 0.994 -0.00875 0.00123 -0.00792Dana Ekuitas Prima 0.068% 1.359% -0.419% 0.46% 0.55% 0.48% 0.54% 1.212 1.059 1.249 -0.00397 0.008294 -0.00766First State Dividend Yield F 0.382% 0.988% -0.311% 0.46% 0.55% 0.48% 0.54% 1.083 0.59 1.005 -0.00154 0.00859 -0.00845First State IndoEquity Value Select Fund 2.035% 0.610% 0.817% -0.391% 0.46% 0.55% 0.48% 0.54% 0.948 1.073 1.168 1.023 0.01657 0.000573 0.002878 -0.00908First State Indoequity Sectoral Fund 2.473% 0.500% 0.802% -0.298% 0.46% 0.55% 0.48% 0.54% 0.935 1.077 1.061 0.978 0.021479 -0.00045 0.003026 -0.00855MNC Dana Ekuitas 0.468% 2.334% -0.195% 0.46% 0.55% 0.48% 0.54% 0.856 1.096 0.889 -0.00094 0.016909 -0.00824Mandiri Investa Atraktif 2.637% -0.050% 0.793% -0.860% 0.46% 0.55% 0.48% 0.54% 0.893 1.074 1.087 1.225 0.024326 -0.00557 0.002872 -0.01142Mandiri Investa Atraktif Syariah 2.159% -0.201% 0.665% -1.016% 0.46% 0.55% 0.48% 0.54% 0.831 0.949 0.983 1.138 0.020396 -0.0079 0.001873 -0.01366Manulife Dana Saham 2.570% -0.029% 1.012% -0.283% 0.46% 0.55% 0.48% 0.54% 0.91 1.037 0.956 0.948 0.023143 -0.00557 0.005551 -0.00866Manulife Saham Andalan -0.038% 0.915% -0.300% 0.46% 0.55% 0.48% 0.54% 1.126 1.093 1.173 -0.00521 0.003972 -0.00715Manulife Syariah Sektoral Amanah 2.546% 0.061% 1.260% -0.098% 0.46% 0.55% 0.48% 0.54% 0.902 0.971 1.149 0.884 0.023076 -0.00502 0.006778 -0.0072Maybank GMT Dana Ekuitas 0.352% 0.990% 0.009% 0.46% 0.55% 0.48% 0.54% 1.122 1.122 1.08 -0.00175 0.004541 -0.0049PNM Ekuitas Syariah -0.919% 0.576% -0.387% 0.46% 0.55% 0.48% 0.54% 1.259 1.081 0.872 -0.01166 0.00088 -0.01061Panin Dana Prima 0.747% 0.941% 0.486% 0.46% 0.55% 0.48% 0.54% 1.072 0.815 1.415 0.001854 0.005648 -0.00037Schroder 90 P lus Equity Fund 0.496% 0.670% 0.001% 0.46% 0.55% 0.48% 0.54% 1.198 1.062 1.083 -0.00044 0.001777 -0.00496Schroder Dana Istimewa 0.653% 0.745% 0.095% 0.46% 0.55% 0.48% 0.54% 1.185 1.021 1.091 0.000881 0.002583 -0.00406Schroder Dana Prestasi 0.759% 0.846% 0.298% 0.46% 0.55% 0.48% 0.54% 1.144 1.01 1.012 0.001835 0.003613 -0.00238Schroder Dana Prestasi Plus 2.566% 0.334% 0.365% -0.099% 0.46% 0.55% 0.48% 0.54% 0.92 1.094 1.055 1.029 0.022848 -0.00196 -0.0011 -0.00619Simas Danamas Saham 2.125% -0.752% -0.660% 0.46% 0.55% 0.48% 0.54% 0.954 1.258 1.209 0.017412 -0.01034 -0.00944Trim Kapital 0.941% 1.311% -0.755% 0.46% 0.55% 0.48% 0.54% 1.237 1.171 1.055 0.003169 0.007086 -0.01225Trim Kapital Plus 0.825% 1.501% -1.047% 0.46% 0.55% 0.48% 0.54% 1.385 1.105 1.188 0.001992 0.009231 -0.01334Trim Syariah Saham 0.743% 1.530% -0.425% 0.46% 0.55% 0.48% 0.54% 1.113 1.348 1.072 0.001743 0.007782 -0.00898

Nama Reksa Dana Rata-rata return portofolio (%) Rata-rata return aset bebas risiko (%) beta portofolio Indeks Treynor

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1011

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No.

209

Lampiran 20. Data Perhitungan Indeks Jensen

2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013BNP Paribas Ekuitas 2.950% 0.190% 0.903% -0.323% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%BNP Paribas Infrastruktur Plus 2.726% -0.464% 1.349% -0.095% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%BNP Paribas Pesona 0.341% 0.963% -0.343% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%BNP Paribas Pesona Syariah 2.754% 0.453% 1.464% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%BNP Paribas Solaris 3.377% -0.203% 1.787% -0.569% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Bahana Dana Prima 0.149% 0.945% -0.714% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Batavia Dana Saham 2.548% -0.031% 0.700% 0.509% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Batavia Dana Saham Agro 2.690% -2.815% -0.550% -0.880% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Batavia Dana Saham Optimal 2.832% 0.075% 1.267% 0.668% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Batavia Dana Saham Syariah 2.053% -0.320% 1.323% 0.152% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%CIMB-Principal Equity Aggressive 0.035% 0.411% -0.591% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%CIMB-Principal Islamic Equity Growth Syariah -0.292% 0.608% -0.249% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Dana Ekuitas Prima 0.068% 1.359% -0.419% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%First State Dividend Yield F 0.382% 0.988% -0.311% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%First State IndoEquity Value Select Fund 2.035% 0.610% 0.817% -0.391% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%First State Indoequity Sectoral Fund 2.473% 0.500% 0.802% -0.298% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%MNC Dana Ekuitas 0.468% 2.334% -0.195% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Mandiri Investa Atraktif 2.637% -0.050% 0.793% -0.860% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Mandiri Investa Atraktif Syariah 2.159% -0.201% 0.665% -1.016% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Manulife Dana Saham 2.570% -0.029% 1.012% -0.283% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Manulife Saham Andalan -0.038% 0.915% -0.300% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Manulife Syariah Sektoral Amanah 2.546% 0.061% 1.260% -0.098% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Maybank GMT Dana Ekuitas 0.352% 0.990% 0.009% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%PNM Ekuitas Syariah -0.919% 0.576% -0.387% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Panin Dana Prima 0.747% 0.941% 0.486% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Schroder 90 P lus Equity Fund 0.496% 0.670% 0.001% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Schroder Dana Istimewa 0.653% 0.745% 0.095% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Schroder Dana Prestasi 0.759% 0.846% 0.298% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Schroder Dana Prestasi Plus 2.566% 0.334% 0.365% -0.099% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Simas Danamas Saham 2.125% -0.752% -0.660% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Trim Kapital 0.941% 1.311% -0.755% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Trim Kapital Plus 0.825% 1.501% -1.047% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%Trim Syariah Saham 0.743% 1.530% -0.425% 0.46% 0.55% 0.48% 0.54% 3.3416% 0.3988% 1.0832% 0.0304%

return pasar (bulan)Nama Reksa Dana Rata-rata return portofolio (%) Rata-rata return aset bebas risiko (%)

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No.

210

Lampiran 21. Data Perhitungan Indeks Jensen (lanjutan)

2010 2011 2012 2013 2010 2011 2012 2013BNP Paribas Ekuitas 1.017 1.184 1.077 1.076 -0.0044 -0.0018 -0.0023 -0.0031BNP Paribas Infrastruktur Plus 1.056 1.176 1.08 1.072 -0.0078 -0.0084 0.00217 -0.0009BNP Paribas Pesona 1.082 1.028 1.102 -0.0005 -0.0014 -0.0032BNP Paribas Pesona Syariah 0.905 1.067 1.057 -0.0031 0.00064 0.00347BNP Paribas Solaris 1.015 1.238 1.001 1.072 -8E-05 -0.0057 0.00703 -0.0056Bahana Dana Prima 1.111 1.04 1.251 -0.0023 -0.0016 -0.0062Batavia Dana Saham 1 1.095 1.099 1.023 -0.0079 -0.0042 -0.0044 0.0049Batavia Dana Saham Agro 1.013 0.98 1.408 0.474 -0.0069 -0.0322 -0.0188 -0.0118Batavia Dana Saham Optimal 0.983 1.137 1.168 1.136 -0.0046 -0.003 0.00083 0.00707Batavia Dana Saham Syariah 0.931 0.954 1.29 1.023 -0.0109 -0.0073 0.00065 0.00133CIMB-Principal Equity Aggressive 1.03 1.029 1.281 -0.0036 -0.0069 -0.0048CIMB-Principal Islamic Equity Growth Syariah 0.961 1.031 0.994 -0.007 -0.0049 -0.0028Dana Ekuitas Prima 1.212 1.059 1.249 -0.003 0.0024 -0.0032First State Dividend Yield F 1.083 0.59 1.005 -5E-05 0.00151 -0.0034First State IndoEquity Value Select Fund 0.948 1.073 1.168 1.023 -0.0116 0.00222 -0.0037 -0.0041First State Indoequity Sectoral Fund 0.935 1.077 1.061 0.978 -0.0068 0.00113 -0.0032 -0.0034MNC Dana Ekuitas 0.856 1.096 0.889 0.00048 0.01193 -0.0028Mandiri Investa Atraktif 0.893 1.074 1.087 1.225 -0.004 -0.0044 -0.0034 -0.0078Mandiri Investa Atraktif Syariah 0.831 0.949 0.983 1.138 -0.007 -0.0061 -0.0041 -0.0098Manulife Dana Saham 0.91 1.037 0.956 0.948 -0.0051 -0.0042 -0.0005 -0.0034Manulife Saham Andalan 1.126 1.093 1.173 -0.0042 -0.0022 -0.0024Manulife Syariah Sektoral Amanah 0.902 0.971 1.149 0.884 -0.0051 -0.0034 0.00087 -0.0019Maybank GMT Dana Ekuitas 1.122 1.122 1.08 -0.0003 -0.0017 0.0002PNM Ekuitas Syariah 1.259 1.081 0.872 -0.0128 -0.0056 -0.0048Panin Dana Prima 1.072 0.815 1.415 0.00359 -0.0003 0.00667Schroder 90 P lus Equity Fund 1.198 1.062 1.083 0.00127 -0.0045 0.00013Schroder Dana Istimewa 1.185 1.021 1.091 0.00282 -0.0035 0.00111Schroder Dana Prestasi 1.144 1.01 1.012 0.00381 -0.0024 0.00273Schroder Dana Prestasi Plus 0.92 1.094 1.055 1.029 -0.0055 -0.0005 -0.0075 -0.0011Simas Danamas Saham 0.954 1.258 1.209 -0.0108 -0.0111 -0.0187Trim Kapital 1.237 1.171 1.055 0.00577 0.00125 -0.0076Trim Kapital Plus 1.385 1.105 1.188 0.00483 0.00355 -0.0098Trim Syariah Saham 1.113 1.348 1.072 0.00361 0.00237 -0.0042

Nama Reksa Dana beta portofolio Indeks Jensen

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1011

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No.

211

Lampiran 22A. Hasil SPSS Uji Normalitas Sebelum Pengobatan Model

Penelitian 1

Explore

Case Processing Summary

Cases

Valid Missing Total

N Percent N Percent N Percent

Unstandardized Residual 113 100.0% 0 .0% 113 100.0%

Descriptives

Statistic Std. Error Unstandardized Residual Mean .0000000 .01274949

95% Confidence Interval for Mean

Lower Bound -.0252615 Upper Bound .0252615

5% Trimmed Mean -.0049170 Median -.0267567 Variance .018 Std. Deviation .13552897 Minimum -.35284 Maximum .37032 Range .72317 Interquartile Range .18561 Skewness .609 .227 Kurtosis .083 .451

Extreme Values

Case Number Value Unstandardized Residual Highest 1 4 .37032

2 7 .31679 3 6 .31275 4 1 .27696 5 5 .27036

Lowest 1 24 -.35284 2 89 -.26607 3 86 -.17507 4 101 -.16495 5 111 -.15970

212

Tests of Normality

Kolmogorov-Smirnova Shapiro-Wilk

Statistic df Sig. Statistic df Sig.

Unstandardized Residual .108 113 .003 .951 113 .000

a. Lilliefors Significance Correction Unstandardized Residual Unstandardized Residual Stem-and-Leaf Plot Frequency Stem & Leaf 1.00 -3 . 5 .00 -3 . 1.00 -2 . 6 .00 -2 . 8.00 -1 . 55555567 21.00 -1 . 000000001111122222444 18.00 -0 . 555566777788888999 18.00 -0 . 000000001123333444 14.00 0 . 00001123333344 9.00 0 . 577888999 5.00 1 . 02334 5.00 1 . 58889 5.00 2 . 00022 5.00 2 . 56677 2.00 3 . 11 1.00 Extremes (>=.37) Stem width: .10000 Each leaf: 1 case(s)

213

214

Lampiran 22B. Hasil SPSS Uji Normalitas Setelah Pengobatan Model

Penelitian 1

Explore


Cases

Valid Missing Total N Percent N Percent N Percent

Unstandardized Residual 76 67.3% 37 32.7% 113 100.0%

Descriptives




5% Trimmed Mean -.0007869 Median .0108718 Variance .004 Std. Deviation .06469741 Minimum -.16413 Maximum .18012 Range .34425 Interquartile Range .08637 Skewness .205 .276 Kurtosis .231 .545

Extreme Values


2 58 .14002 3 47 .13204 4 9 .11655 5 62 .10745

Lowest 1 17 -.16413 2 40 -.12691 3 46 -.12367 4 93 -.09610 5 79 -.08641

215

Tests of Normality



Unstandardized Residual .075 76 .200* .987 76 .645

a. Lilliefors Significance Correction

*. This is a lower bound of the true significance. Unstandardized Residual Unstandardized Residual Stem-and-Leaf Plot Frequency Stem & Leaf 1.00 -1 . 6 .00 -1 . 2.00 -1 . 22 .00 -1 . 3.00 -0 . 889 8.00 -0 . 66666777 9.00 -0 . 444555555 9.00 -0 . 222222233 5.00 -0 . 00001 8.00 0 . 01111111 15.00 0 . 222222223333333 4.00 0 . 4445 4.00 0 . 6677 3.00 0 . 899 2.00 1 . 01 1.00 1 . 3 1.00 1 . 4 1.00 Extremes (>=.18) Stem width: .10000 Each leaf: 1 case(s)

216

217

Lampiran 22C. Hasil SPSS Uji Heteroskedastisitas Model Penelitian 1

Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) .039 .044 .868 .388

ER1 .092 .163 .074 .566 .573

PT1 .002 .003 .077 .598 .552

CF1 -.001 .005 -.026 -.208 .836

Sz1 -.001 .007 -.024 -.191 .849

TR1 .034 .033 .122 1.023 .310

a. Dependent Variable: absres_KRDN1

218

Lampiran 22D. Hasil SPSS Uji Autokorelasi Sebelum Pengobatan Model

Penelitian 1

Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) .132 .189 .700 .486

ER .847 .422 .217 2.008 .048

PT -.009 .007 -.133 -1.210 .230

CF .017 .012 .140 1.398 .166

Sz .021 .014 .150 1.470 .145

TR -.330 .079 -.406 -4.161 .000

a. Dependent Variable: KRD_N

219

Lampiran 22E. Pengobatan Autokorelasi Model Penelitian 1

Regression

Coefficientsa,b

Model


Standardized

Coefficients


1 lagres_NAB .507 .096 .522 5.305 .000

a. Dependent Variable: Unstandardized Residual

b. Linear Regression through the Origin

COMPUTE ER1=ER - (0.507 * LAG(ER)). EXECUTE. COMPUTE PT1=PT - (0.507 * LAG(PT)). EXECUTE. COMPUTE CF1=CF - (0.507 * LAG(CF)). EXECUTE. COMPUTE Sz1=Sz - (0.507 * LAG(Sz)). EXECUTE. COMPUTE TR1=TR - (0.507 * LAG(TR)). EXECUTE. COMPUTE KRD_N1=KRD_N - (0.507 * LAG(KRD_N)). EXECUTE.

220

Lampiran 22F. Hasil SPSS Uji Autokorelasi Setelah Pengobatan Model

Penelitian 1

Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.049 .076 -.650 .518

ER1 .775 .279 .310 2.781 .007

PT1 -.008 .005 -.182 -1.646 .104

CF1 .019 .008 .237 2.238 .028

Sz1 .024 .012 .214 2.034 .046

TR1 -.152 .057 -.272 -2.670 .009

a. Dependent Variable: KRD_N1

221

Lampiran 22G. Hasil SPSS Uji Multikolinearitas Model Penelitian 1

Regression

Coefficientsa

Model


Standardized

Coefficients

t Sig.

Collinearity Statistics

B Std. Error Beta Tolerance VIF

1 (Constant) -.049 .076 -.650 .518

ER1 .775 .279 .310 2.781 .007 .817 1.224

PT1 -.008 .005 -.182 -1.646 .104 .830 1.204

CF1 .019 .008 .237 2.238 .028 .907 1.103

Sz1 .024 .012 .214 2.034 .046 .915 1.093

TR1 -.152 .057 -.272 -2.670 .009 .977 1.023

a. Dependent Variable: KRD_N1

222

Lampiran 22H. Hasil SPSS Pengujian Hipotesis Model Penelitian

Regression

223

Lampiran 23A.Hasil SPSS Uji Normalitas Sebelum Pengobatan Model

Penelitian 2

Explore


Cases



224

Descriptives




5% Trimmed Mean -.0038039 Median -.0218703 Variance .039 Std. Deviation .19742927 Minimum -.51650 Maximum .44083 Range .95733 Interquartile Range .27579 Skewness .373 .227 Kurtosis -.264 .451

Extreme Values

Case Number Value

Unstandardized Residual Highest 1 4 .44083

2 7 .43226

3 6 .41998

4 3 .38939

5 66 .37608

Lowest 1 89 -.51650

2 24 -.44712

3 101 -.26646

4 86 -.25808

5 97 -.25685

Tests of Normality





225

Unstandardized Residual Unstandardized Residual Stem-and-Leaf Plot Frequency Stem & Leaf 1.00 -5 . 1 1.00 -4 . 4 .00 -3 . 12.00 -2 . 022334445556 26.00 -1 . 00122222234444456677888889 24.00 -0 . 000111123444556667779999 18.00 0 . 001112223455666789 9.00 1 . 012346669 10.00 2 . 0002567789 9.00 3 . 012445678 3.00 4 . 134 Stem width: .10000 Each leaf: 1 case(s)

226

227


Penelitian 2

Explore


Cases



Descriptives




5% Trimmed Mean -.0020828 Median -.0006048 Variance .005 Std. Deviation .06777650 Minimum -.11956 Maximum .18629 Range .30585 Interquartile Range .10376 Skewness .246 .333 Kurtosis -.107 .656

Extreme Values


2 64 .13145 3 54 .11413 4 61 .09515 5 43 .08409

Lowest 1 78 -.11956 2 107 -.10792 3 40 -.10441 4 46 -.10298 5 18 -.10116

228

Tests of Normality





*. This is a lower bound of the true significance.

Unstandardized Residual Unstandardized Residual Stem-and-Leaf Plot Frequency Stem & Leaf 5.00 -1 . 00001 2.00 -0 . 88 5.00 -0 . 67777 3.00 -0 . 445 3.00 -0 . 233 8.00 -0 . 00000111 4.00 0 . 0111 7.00 0 . 2223333 7.00 0 . 4555555 2.00 0 . 77 2.00 0 . 89 1.00 1 . 1 1.00 1 . 3 .00 1 . .00 1 . 1.00 1 . 8 Stem width: .10000 Each leaf: 1 case(s)

229

230


Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.033 .058 -.575 .568

ER2 1.059 .585 .402 1.810 .077

PT2 -.006 .004 -.287 -1.329 .191

CF2 -.013 .007 -.267 -1.811 .077

Sz2 .006 .008 .107 .722 .474

TR2 .069 .040 .248 1.742 .088

a. Dependent Variable: absres_KRDS2

231


Penelitian 2

Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.155 .225 -.691 .493

ER -.133 1.380 -.016 -.096 .924

PT -.008 .011 -.117 -.729 .469

CF .060 .014 .452 4.416 .000

Sz .042 .017 .273 2.454 .017

TR -.310 .087 -.370 -3.554 .001

a. Dependent Variable: KRD_S

232


Regression

Coefficientsa,b




1 lagres_sharpe .511 .117 .526 4.368 .000

a. Dependent Variable: Unstandardized Residual b. Linear Regression through the Origin COMPUTE ER2=ER - (0.511 * LAG(ER)). EXECUTE. COMPUTE PT2=PT - (0.511 * LAG(PT)). EXECUTE. COMPUTE CF2=CF - (0.511 * LAG(CF)). EXECUTE. COMPUTE Sz2=Sz - (0.511 * LAG(Sz)). EXECUTE. COMPUTE TR2=TR - (0.511 * LAG(TR)). EXECUTE. COMPUTE KRD_S2=KRD_S - (0.511 * LAG(KRD_S)). EXECUTE.

233


Penelitian 2

Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.133 .110 -1.210 .233

ER2 -.187 1.105 -.031 -.169 .867

PT2 -.010 .008 -.224 -1.272 .210

CF2 .044 .013 .397 3.307 .002

Sz2 .041 .016 .308 2.549 .014

TR2 -.186 .075 -.288 -2.481 .017

a. Dependent Variable: KRD_S2

234


Regression

Coefficientsa

Model


Standardized

Coefficients

t Sig.



1 (Constant) -.133 .110 -1.210 .233

ER2 -.187 1.105 -.031 -.169 .867 .370 2.702

PT2 -.010 .008 -.224 -1.272 .210 .391 2.556

CF2 .044 .013 .397 3.307 .002 .839 1.192

Sz2 .041 .016 .308 2.549 .014 .830 1.205

TR2 -.186 .075 -.288 -2.481 .017 .899 1.113

a. Dependent Variable: KRD_S2

235

Lampiran 23H. Hasil SPSS Pengujian Hipotesis Model Penelitian 2

Regression

236

Lampiran 24A. Hasil SPSS Uji Normalitas Sebelum Pengobatan Model

Penelitian 3

Explore


Cases

Valid Missing Total



237

Descriptives




5% Trimmed Mean -.0001474 Median -.0013048 Variance .000 Std. Deviation .01080714 Minimum -.03366 Maximum .02580 Range .05946 Interquartile Range .01294 Skewness .205 .227 Kurtosis .746 .451

Extreme Values

Case Number Value


2 7 .02420

3 6 .02342

4 3 .02276

5 5 .02071

Lowest 1 89 -.03366

2 24 -.03268

3 86 -.01383

4 101 -.01343

5 97 -.01302

Tests of Normality





238

Unstandardized Residual Unstandardized Residual Stem-and-Leaf Plot Frequency Stem & Leaf 2.00 Extremes (=<-.033) 12.00 -1 . 011112222333 27.00 -0 . 555666666677777778888899999 23.00 -0 . 00000001112222233333344 17.00 0 . 00000011111222334 12.00 0 . 555555667789 4.00 1 . 0024 11.00 1 . 55567778999 4.00 2 . 0234 1.00 Extremes (>=.026) Stem width: .01000 Each leaf: 1 case(s)

239


Penelitian 3

Explore

Extreme Values

Case Number Value


2 47 .00900

3 58 .00823

4 62 .00753

5 51 .00668

Lowest 1 83 -.01411

2 46 -.00842

3 40 -.00819

4 23 -.00625

5 79 -.00612


Cases

Valid Missing Total



Descriptives




5% Trimmed Mean .0000080 Median .0007766 Variance .000 Std. Deviation .00447343 Minimum -.01411 Maximum .01229 Range .02640 Interquartile Range .00591 Skewness -.164 .285 Kurtosis .864 .563

240

Unstandardized Residual Unstandardized Residual Stem-and-Leaf Plot Frequency Stem & Leaf 1.00 Extremes (=<-.0141) 2.00 -8 . 14 .00 -7 . 2.00 -6 . 12 3.00 -5 . 188 6.00 -4 . 125779 7.00 -3 . 0224788 1.00 -2 . 5 5.00 -1 . 25789 3.00 -0 . 015 9.00 0 . 115577888 10.00 1 . 0033444599 8.00 2 . 02244679 3.00 3 . 135 3.00 4 . 279 3.00 5 . 008 1.00 6 . 6 1.00 7 . 5 2.00 8 . 29 1.00 Extremes (>=.0123) Stem width: .00100 Each leaf: 1 case(s)

Tests of Normality





241

242


Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.001 .004 -.330 .742

ER3 .007 .012 .082 .619 .538

PT3 .000 .000 .156 1.162 .250

CF3 .000 .000 -.166 -1.301 .198

Sz3 .001 .001 .126 .991 .325

TR3 .002 .002 .107 .867 .389

a. Dependent Variable: absres_KRDT3

243


Penelitian 3

Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) .006 .013 .449 .655

ER .059 .027 .245 2.160 .034

PT -.001 .000 -.208 -1.792 .077

CF .002 .001 .242 2.284 .025

Sz .001 .001 .072 .660 .511

TR -.014 .005 -.275 -2.689 .009

a. Dependent Variable: KRD_T

244


Regression

ANOVAc,d Model Sum of Squares df Mean Square F Sig. 1 Regression .000 1 .000 21.131 .000a

Residual .002 70 .000 Total .002b 71

a. Predictors: lagres_treynor b. This total sum of squares is not corrected for the constant because the constant is zero for regression through the origin. c. Dependent Variable: Unstandardized Residual d. Linear Regression through the Origin

Coefficientsa,b Model

Unstandardized Coefficients Standardized Coefficients

t Sig. B Std. Error Beta 1 lagres_treynor .484 .105 .482 4.597 .000 a. Dependent Variable: Unstandardized Residual b. Linear Regression through the Origin COMPUTE ER3=ER - (0.484 * LAG(ER)). EXECUTE. COMPUTE PT3=PT - (0.484 * LAG(PT)). EXECUTE. COMPUTE CF3=CF - (0.484 * LAG(CF)). EXECUTE. COMPUTE Sz3=Sz - (0.484 * LAG(Sz)). EXECUTE. COMPUTE TR3=TR - (0.484 * LAG(TR)). EXECUTE. COMPUTE KRD_T3=KRD_T - (0.484 * LAG(KRD_T)). EXECUTE.

245


Penelitian 3

Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.008 .006 -1.273 .208

ER3 .046 .020 .267 2.340 .022

PT3 -.001 .000 -.207 -1.798 .077

CF3 .002 .001 .324 2.966 .004

Sz3 .002 .001 .220 2.013 .048

TR3 -.007 .004 -.173 -1.629 .108

a. Dependent Variable: KRD_T3

246


Regression

Coefficientsa

Model Unstandardized

Coefficients

Standardized

Coefficients

t Sig.



(Constant) -.008 .006 -1.273 .208

ER3 .046 .020 .267 2.340 .022 .816 1.226

PT3 -.001 .000 -.207 -1.798 .077 .802 1.247

CF3 .002 .001 .324 2.966 .004 .888 1.127

Sz3 .002 .001 .220 2.013 .048 .889 1.125

TR3 -.007 .004 -.173 -1.629 .108 .945 1.058


247


Regression

248

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression .001 5 .000 5.844 .000a

Residual .001 65 .000

Total .002 70

a. Predictors: (Constant), TR3, ER3, Sz3, CF3, PT3

b. Dependent Variable: KRD_T3

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.008 .006 -1.273 .208

ER3 .046 .020 .267 2.340 .022

PT3 -.001 .000 -.207 -1.798 .077

CF3 .002 .001 .324 2.966 .004

Sz3 .002 .001 .220 2.013 .048

TR3 -.007 .004 -.173 -1.629 .108


Lampiran 25A. Hasil SPSS Uji Normalitas Sebelum Pengobatan

Heteroskedastisitas Model Penelitian 4

Explore


Cases

Valid Missing Total



249

Descriptives




5% Trimmed Mean .0002238 Median .0001260 Variance .000 Std. Deviation .00473484 Minimum -.02404 Maximum .00975 Range .03379 Interquartile Range .00590 Skewness -1.261 .227 Kurtosis 5.263 .451

Extreme Values

Case Number Value


2 47 .00895

3 90 .00882

4 31 .00737

5 30 .00692

Lowest 1 24 -.02404

2 79 -.01349

3 57 -.01130

4 46 -.00814

5 40 -.00735

Tests of Normality




a. Lilliefors Significance Correction *. This is a lower bound of the true significance.

250

Unstandardized Residual Unstandardized Residual Stem-and-Leaf Plot Frequency Stem & Leaf 3.00 Extremes (=<-.0113) 1.00 -8 . 1 1.00 -7 . 3 3.00 -6 . 027 2.00 -5 . 25 7.00 -4 . 0223889 7.00 -3 . 1224678 8.00 -2 . 02357799 12.00 -1 . 133444667889 11.00 -0 . 01122667789 11.00 0 . 01111345789 12.00 1 . 011124556799 5.00 2 . 03459 8.00 3 . 12344789 7.00 4 . 3446889 6.00 5 . 334558 5.00 6 . 02339 1.00 7 . 3 2.00 8 . 89 1.00 9 . 7 Stem width: .00100 Each leaf: 1 case(s)

251

252

Lampiran 25B. Hasil SPSS Uji Normalitas Setelah Pengobatan

Heteroskedastisitas Model Penelitian 4

Explore


Cases

Valid Missing Total



Descriptives




5% Trimmed Mean .0000137 Median -.0001160 Variance .000 Std. Deviation .00276740 Minimum -.00578 Maximum .00509 Range .01088 Interquartile Range .00414 Skewness -.004 .247 Kurtosis -.680 .490

Extreme Values

Case Number Value


2 54 .00503

3 91 .00502

4 43 .00492

5 74 .00491

Lowest 1 78 -.00578

2 99 -.00571

3 87 -.00506

4 21 -.00493

5 9 -.00459

253

Tests of Normality





*. This is a lower bound of the true significance. Unstandardized Residual Unstandardized Residual Stem-and-Leaf Plot Frequency Stem & Leaf 3.00 -5 . 077 6.00 -4 . 112259 4.00 -3 . 1789 12.00 -2 . 001114555789 10.00 -1 . 0023355566 15.00 -0 . 011111244555889 10.00 0 . 0011245777 10.00 1 . 0114577788 10.00 2 . 0012233446 5.00 3 . 23358 7.00 4 . 0335699 3.00 5 . 000 Stem width: .00100 Each leaf: 1 case(s)

254

255

Lampiran 25C. Hasil SPSS Uji Heteroskedastisitas Sebelum Pengobatan

Model Penelitian 4

Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) .014 .005 2.701 .008

ER .018 .010 .190 1.888 .062

PT .000 .000 -.229 -2.303 .023

CF .000 .000 -.066 -.668 .505

Sz -.001 .000 -.331 -3.421 .001

TR .006 .002 .250 2.755 .007

a. Dependent Variable: absres_KRDJ

256

Lampiran 25D. Hasil SPSS Uji Heteroskedastisitas Setelah Pengobatan

Pertama Model Penelitian 4

COMPUTE ER_Sz=ER / Sz. EXECUTE. COMPUTE PT_Sz=PT / Sz. EXECUTE. COMPUTE CF_Sz=CF / Sz. EXECUTE. COMPUTE inv_Sz=1 / Sz. EXECUTE. COMPUTE TR_Sz=TR / Sz. EXECUTE. COMPUTE KRDJ_Sz=KRD_J / Sz. EXECUTE.

Regression

257

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.001 .000 -3.191 .002

ER_Sz .018 .010 .176 1.730 .087

PT_Sz .000 .000 -.217 -2.164 .033

CF_Sz .000 .000 -.066 -.673 .502

inv_Sz .014 .005 .253 2.511 .014

TR_Sz .006 .002 .261 2.776 .007

a. Dependent Variable: absres_KRDJSz

Lampiran 25E. Hasil SPSS Uji Heteroskedastisitas Setelah Pengobatan

Kedua Model Penelitian 4

Regression

258

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.001 .003 -.291 .772

ER -.004 .007 -.066 -.552 .582

PT 5.378E-5 .000 .050 .430 .669

CF .000 .000 .116 1.015 .313

Sz 5.346E-5 .000 .024 .211 .833

TR .002 .001 .199 1.834 .070

a. Dependent Variable: absres_KRDJ

Lampiran 25F. Hasil SPSS Uji Autokorelasi Model Penelitian 4

Regression

259

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.029 .006 -5.154 .000

ER .005 .013 .035 .376 .708

PT -2.733E-5 .000 -.011 -.122 .903

CF .002 .000 .410 4.615 .000

Sz .001 .000 .293 3.277 .001

TR .008 .002 .296 3.508 .001

a. Dependent Variable: KRD_J

Lampiran 25G. Hasil SPP Uji Multikolinearitas Model Penelitian 4

Regression

260

Coefficientsa



t Sig.



(Constant) -.029 .006 -5.154 .000 ER .005 .013 .035 .376 .708 .746 1.340

PT -2.733E-5 .000 -.011 -.122 .903 .763 1.311

CF .002 .000 .410 4.615 .000 .807 1.239

Sz .001 .000 .293 3.277 .001 .798 1.253

TR .008 .002 .296 3.508 .001 .895 1.117


Coefficient Correlationsa

Model TR PT CF Sz ER

Correlations TR 1.000 -.132 -.261 -.155 .180

PT -.132 1.000 .139 .362 -.282

CF -.261 .139 1.000 -.029 -.393

Sz -.155 .362 -.029 1.000 .111

ER .180 -.282 -.393 .111 1.000

Covariances TR 5.679E-6 -7.037E-8 -2.214E-7 -1.670E-7 5.477E-6

PT -7.037E-8 5.015E-8 1.114E-8 3.677E-8 -8.067E-7

CF -2.214E-7 1.114E-8 1.272E-7 -4.754E-9 -1.791E-6

Sz -1.670E-7 3.677E-8 -4.754E-9 2.054E-7 6.440E-7

ER 5.477E-6 -8.067E-7 -1.791E-6 6.440E-7 .000


Collinearity Diagnosticsa

Model Dimension

Eigenvalue Condition

Index

Variance Proportions

(Constant) ER PT CF Sz TR

1

dimension1

1 4.353 1.000 .00 .01 .01 .01 .00 .00

2 .937 2.155 .00 .00 .02 .75 .00 .00

3 .485 2.996 .00 .01 .64 .01 .00 .00

4 .214 4.508 .00 .89 .18 .16 .00 .00

5 .009 22.134 .04 .05 .03 .07 .07 .98

6 .001 54.440 .96 .04 .12 .01 .93 .01


261


Regression

Coefficientsa

Model


Standardized

Coefficients


1 (Constant) -.029 .006 -5.154 .000

ER .005 .013 .035 .376 .708

PT -2.733E-5 .000 -.011 -.122 .903

CF .002 .000 .410 4.615 .000

Sz .001 .000 .293 3.277 .001

TR .008 .002 .296 3.508 .001


262

Lampiran 26. Penentuan Kinerja Reksa Dana Terbaik Berdasarkan Return Nilai Aktiva Bersih (NAB) per Unit Penyertaan

2010 2011 2012 2013 2009 2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013BNP Paribas Ekuitas 39.45% -0.04% 10.37% -5.32% 6,718,845.92 7,108,690.95 6,667,502.37 5,835,716.37 5,327,589.36 2.20% 2.83% 2.85% 2.82% 0.7 0.47 0.51 0.46 1.017 1.184 1.077 1.076BNP Paribas Infrastruktur Plus 35.61% -7.63% 16.37% -2.67% 3,762,367.35 2,066,637.36 1,305,657.18 1,428,280.90 2,374,761.14 2.32% 2.72% 2.87% 2.95% 0.3 0.41 0.91 0.83 1.056 1.176 1.08 1.072BNP Paribas Pesona 2.17% 11.27% -5.63% 1,687,272.51 2,236,553.69 1,763,120.81 1,494,393.42 2.73% 2.78% 2.80% 0.38 0.37 0.59 1.082 1.028 1.102BNP Paribas Pesona Syariah 36.60% 3.51% 18.05% 145,889.83 184,926.14 270,161.20 1,132,978.98 2.88% 2.80% 2.83% 0.86 0.51 0.07 0.905 1.067 1.057BNP Paribas Solaris 46.36% -4.91% 22.60% -8.37% 360,618.29 938,480.40 1,104,867.20 4,187,396.91 3,441,741.38 2.44% 2.85% 3.06% 3.04% 1.31 0.59 0.45 0.86 1.015 1.238 1.001 1.072Bahana Dana Prima -0.25% 11.00% -10.39% 376,444.39 194,030.87 175,714.73 238,607.12 4.65% 3.70% 5.68% 1.94 0.68 1.08 1.111 1.04 1.251Batavia Dana Saham 33.09% -2.37% 7.67% 4.65% 134,238.96 134,803.04 356,233.10 292,618.95 818,157.97 2.22% 4.89% 4.46% 4.16% 1.92 3.14 2.54 1.78 1 1.095 1.099 1.023Batavia Dana Saham Agro 35.26% -31.10% -8.66% -10.65% 110,831.68 53,994.92 24,556.82 19,807.17 9,432.84 3.24% 3.74% 4.28% 5.38% 2 1.72 1.59 2.94 1.013 0.98 1.408 0.474Batavia Dana Saham Optimal 37.67% -1.27% 14.98% 6.38% 85,222.99 96,197.10 112,194.85 224,752.33 415,578.49 1.96% 3.51% 4.54% 4.52% 2.17 1.67 2.49 1.92 0.983 1.137 1.168 1.136Batavia Dana Saham Syariah 25.77% -5.32% 15.39% 0.05% 52,778.44 41,443.67 33,416.13 168,341.46 197,435.37 2.85% 5.27% 5.56% 4.88% 1.97 2.6 2.79 2.64 0.931 0.954 1.29 1.023CIMB-Principal Equity Aggressive -1.33% 4.17% -9.20% 35,169.41 28,399.79 43,126.25 43,479.90 3.51% 4.67% 4.96% 0.42 2.47 3.33 1.03 1.029 1.281CIMB-Principal Islamic Equity Growth Syariah -5.08% 6.62% -4.35% 114,686.39 30,563.15 27,060.26 96,539.82 4.39% 5.15% 4.18% 0.71 2.07 1.22 0.961 1.031 0.994Dana Ekuitas Prima -1.62% 16.39% -7.08% 296,770.78 537,425.85 578,822.57 854,137.00 2.75% 2.18% 2.94% 1.52 1.2 1.09 1.212 1.059 1.249First State Dividend Yield F 2.67% 11.34% -5.02% 54,138.86 52,783.01 102,761.48 376,138.28 2.98% 2.53% 2.98% 0.13 0.15 0.16 1.083 0.59 1.005First State IndoEquity Value Select Fund 25.49% 5.54% 9.06% -5.98% 194,862.54 60,935.34 91,505.30 79,181.49 97,766.88 2.05% 2.74% 2.77% 3.32% 0.25 0.5 0.66 1.05 0.948 1.073 1.168 1.023First State Indoequity Sectoral Fund 32.19% 4.15% 9.08% -4.80% 1,887,136.59 1,524,808.88 1,675,705.60 2,308,450.83 1,758,493.17 2.14% 2.66% 3.11% 3.26% 0.18 0.23 0.22 0.19 0.935 1.077 1.061 0.978MNC Dana Ekuitas 4.32% 30.50% -3.43% 62,800.82 271,865.05 948,729.26 776,337.41 26.36% 24.63% 2.83% 0.57 1.21 1.29 0.856 1.096 0.889Mandiri Investa Atraktif 34.91% -2.49% 8.92% -11.95% 1,242,213.40 719,799.30 846,440.87 499,224.60 387,218.21 2.37% 4.00% 3.69% 4.55% 0.36 3.03 1.91 2.99 0.893 1.074 1.087 1.225Mandiri Investa Atraktif Syariah 27.69% -3.91% 7.41% -13.28% 540,385.37 708,937.09 214,424.92 256,772.12 170,620.66 2.26% 3.71% 3.59% 4.47% 0.77 0.43 1.88 3.09 0.831 0.949 0.983 1.138Manulife Dana Saham 33.83% -2.12% 12.02% -4.56% 2,162,880.28 2,540,254.00 3,082,620.70 3,184,840.97 2,463,867.93 3.04% 3.47% 3.74% 3.84% 0.65 0.71 1.01 0.93 0.91 1.037 0.956 0.948Manulife Saham Andalan -2.54% 10.41% -5.42% 1,934,583.44 1,574,634.89 1,454,166.33 1,805,378.18 3.87% 4.06% 4.23% 0.75 1.42 1.48 1.126 1.093 1.173Manulife Syariah Sektoral Amanah 33.45% -1.00% 14.95% -2.34% 370,167.86 443,685.37 383,457.80 1,036,628.26 1,005,690.67 3.05% 3.17% 3.52% 3.35% 0.69 0.27 0.43 0.5 0.902 0.971 1.149 0.884Maybank GMT Dana Ekuitas 2.10% 11.33% -1.63% 44,725.61 78,145.82 74,104.69 73,583.48 2.28% 3.66% 3.39% 0.8 0.83 0.99 1.122 1.122 1.08PNM Ekuitas Syariah -12.97% 5.55% -6.06% 106,370.57 83,011.13 80,611.38 49,310.30 5.32% 4.60% 9.78% 2.32 5.62 12.02 1.259 1.081 0.872Panin Dana Prima 7.19% 11.14% 2.86% 742,243.95 1,131,888.76 910,636.47 2,039,974.34 2.91% 4.33% 3.01% 0.36 0.82 0.38 1.072 0.815 1.415Schroder 90 Plus Equity Fund 3.65% 7.31% -1.60% 3,048,265.61 6,592,628.09 3,100,986.63 2,868,243.46 2.73% 2.51% 2.67% 0.7 0.56 1.06 1.198 1.062 1.083Schroder Dana Istimewa 5.63% 8.35% -0.63% 16,677,125.21 3,574,705.82 3,182,713.86 2,007,667.71 4.47% 4.74% 4.76% 0.59 0.9 1.01 1.185 1.021 1.091Schroder Dana Prestasi 7.16% 9.71% 2.09% 1,147,667.46 1,792,957.71 1,077,910.10 2,969,128.55 1.88% 1.78% 2.18% 0.9 0.9 0.81 1.144 1.01 1.012Schroder Dana Prestasi Plus 33.75% 2.06% 3.54% -2.62% 11,533,305.96 14,440,930.68 11,086,624.05 8,817,207.40 8,456,700.20 1.76% 2.08% 2.02% 2.10% 0.72 0.52 0.33 0.47 0.92 1.094 1.055 1.029Simas Danamas Saham 26.60% -11.39% -9.05% 109,834.92 127,117.72 191,741.86 159,927.97 3.07% 5.33% 3.49% 0.69 1.01 0.65 0.954 1.258 1.209Trim Kapital 8.88% 15.45% -10.17% 480,057.05 466,008.13 520,584.01 413,955.61 6.18% 6.34% 5.99% 1.72 4.01 1.79 1.237 1.171 1.055Trim Kapital Plus 6.74% 18.08% -13.73% 365,066.73 606,569.22 643,080.21 421,288.23 6.53% 7.40% 6.03% 3.72 4.11 2.09 1.385 1.105 1.188Trim Syariah Saham 6.93% 18.13% -6.64% 151,156.29 119,636.53 224,976.95 231,908.70 3.31% 4.00% 3.64% 0.92 2.13 1.4 1.113 1.348 1.072

Nama Reksa Dana Return NAB (%) Aset bersih (jutaan rupiah) Expense ratio (%) Portofolio turnover (x) Beta

263

Lampiran 27. Penentuan Kinerja Reksa Dana Terbaik Berdasarkan Indeks Sharpe

2010 2011 2012 2013 2009 2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013BNP Paribas Ekuitas 0.44632 -0.0557 0.10077 -0.16197 6,718,845.92 7,108,690.95 6,667,502.37 5,835,716.37 5,327,589.36 2.20% 2.83% 2.85% 2.82% 0.7 0.47 0.51 0.46 1.017 1.184 1.077 1.076BNP Paribas Infrastruktur Plus 0.38658 -0.1565 0.20578 -0.11944 3,762,367.35 2,066,637.36 1,305,657.18 1,428,280.90 2,374,761.14 2.32% 2.72% 2.87% 2.95% 0.3 0.41 0.91 0.83 1.056 1.176 1.08 1.072BNP Paribas Pesona -0.03527 0.12158 -0.16173 1,687,272.51 2,236,553.69 1,763,120.81 1,494,393.42 2.73% 2.78% 2.80% 0.38 0.37 0.59 1.082 1.028 1.102BNP Paribas Pesona Syariah 0.44416 -0.0162 0.24345 145,889.83 184,926.14 270,161.20 1,132,978.98 2.88% 2.80% 2.83% 0.86 0.51 0.07 0.905 1.067 1.057BNP Paribas Solaris 0.50416 -0.11087 0.32201 -0.19165 360,618.29 938,480.40 1,104,867.20 4,187,396.91 3,441,741.38 2.44% 2.85% 3.06% 3.04% 1.31 0.59 0.45 0.86 1.015 1.238 1.001 1.072Bahana Dana Prima -0.06593 0.11421 -0.19339 376,444.39 194,030.87 175,714.73 238,607.12 4.65% 3.70% 5.68% 1.94 0.68 1.08 1.111 1.04 1.251Batavia Dana Saham 0.37735 -0.09674 0.05036 -0.00555 134,238.96 134,803.04 356,233.10 292,618.95 818,157.97 2.22% 4.89% 4.46% 4.16% 1.92 3.14 2.54 1.78 1 1.095 1.099 1.023Batavia Dana Saham Agro 0.39825 -0.46812 -0.16076 -0.42054 110,831.68 53,994.92 24,556.82 19,807.17 9,432.84 3.24% 3.74% 4.28% 5.38% 2 1.72 1.59 2.94 1.013 0.98 1.408 0.474Batavia Dana Saham Optimal 0.43724 -0.0761 0.16778 0.02275 85,222.99 96,197.10 112,194.85 224,752.33 415,578.49 1.96% 3.51% 4.54% 4.52% 2.17 1.67 2.49 1.92 0.983 1.137 1.168 1.136Batavia Dana Saham Syariah 0.30604 -0.16296 0.15951 -0.06846 52,778.44 41,443.67 33,416.13 168,341.46 197,435.37 2.85% 5.27% 5.56% 4.88% 1.97 2.6 2.79 2.64 0.931 0.954 1.29 1.023CIMB-Principal Equity Aggressive -0.09124 -0.01734 -0.17001 35,169.41 28,399.79 43,126.25 43,479.90 3.51% 4.67% 4.96% 0.42 2.47 3.33 1.03 1.029 1.281CIMB-Principal Islamic Equity Growth Syariah -0.15314 0.03202 -0.15463 114,686.39 30,563.15 27,060.26 96,539.82 4.39% 5.15% 4.18% 0.71 2.07 1.22 0.961 1.031 0.994Dana Ekuitas Prima -0.0726 0.19675 -0.15017 296,770.78 537,425.85 578,822.57 854,137.00 2.75% 2.18% 2.94% 1.52 1.2 1.09 1.212 1.059 1.249First State Dividend Yield F -0.02829 0.11133 -0.16936 54,138.86 52,783.01 102,761.48 376,138.28 2.98% 2.53% 2.98% 0.13 0.15 0.16 1.083 0.59 1.005First State IndoEquity Value Select Fund 0.299 0.0105 0.07284 -0.18099 194,862.54 60,935.34 91,505.30 79,181.49 97,766.88 2.05% 2.74% 2.77% 3.32% 0.25 0.5 0.66 1.05 0.948 1.073 1.168 1.023First State Indoequity Sectoral Fund 0.38972 -0.00832 0.07719 -0.17123 1,887,136.59 1,524,808.88 1,675,705.60 2,308,450.83 1,758,493.17 2.14% 2.66% 3.11% 3.26% 0.18 0.23 0.22 0.19 0.935 1.077 1.061 0.978MNC Dana Ekuitas -0.01611 0.39781 -0.16111 62,800.82 271,865.05 948,729.26 776,337.41 26.36% 24.63% 2.83% 0.57 1.21 1.29 0.856 1.096 0.889Mandiri Investa Atraktif 0.44045 -0.10172 0.07351 -0.21765 1,242,213.40 719,799.30 846,440.87 499,224.60 387,218.21 2.37% 4.00% 3.69% 4.55% 0.36 3.03 1.91 2.99 0.893 1.074 1.087 1.225Mandiri Investa Atraktif Syariah 0.36132 -0.14197 0.04753 -0.26381 540,385.37 708,937.09 214,424.92 256,772.12 170,620.66 2.26% 3.71% 3.59% 4.47% 0.77 0.43 1.88 3.09 0.831 0.949 0.983 1.138Manulife Dana Saham 0.42031 -0.10189 0.14026 -0.1722 2,162,880.28 2,540,254.00 3,082,620.70 3,184,840.97 2,463,867.93 3.04% 3.47% 3.74% 3.84% 0.65 0.71 1.01 0.93 0.91 1.037 0.956 0.948Manulife Saham Andalan -0.09553 0.09787 -0.14176 1,934,583.44 1,574,634.89 1,454,166.33 1,805,378.18 3.87% 4.06% 4.23% 0.75 1.42 1.48 1.126 1.093 1.173Manulife Syariah Sektoral Amanah 0.41822 -0.08795 0.16968 -0.13712 370,167.86 443,685.37 383,457.80 1,036,628.26 1,005,690.67 3.05% 3.17% 3.52% 3.35% 0.69 0.27 0.43 0.5 0.902 0.971 1.149 0.884Maybank GMT Dana Ekuitas -0.03166 0.11279 -0.09436 44,725.61 78,145.82 74,104.69 73,583.48 2.28% 3.66% 3.39% 0.8 0.83 0.99 1.122 1.122 1.08PNM Ekuitas Syariah -0.20945 0.01825 -0.1735 106,370.57 83,011.13 80,611.38 49,310.30 5.32% 4.60% 9.78% 2.32 5.62 12.02 1.259 1.081 0.872Panin Dana Prima 0.0329 0.12559 -0.00713 742,243.95 1,131,888.76 910,636.47 2,039,974.34 2.91% 4.33% 3.01% 0.36 0.82 0.38 1.072 0.815 1.415Schroder 90 Plus Equity Fund -0.00802 0.04437 -0.09966 3,048,265.61 6,592,628.09 3,100,986.63 2,868,243.46 2.73% 2.51% 2.67% 0.7 0.56 1.06 1.198 1.062 1.083Schroder Dana Istimewa 0.01609 0.06431 -0.07881 16,677,125.21 3,574,705.82 3,182,713.86 2,007,667.71 4.47% 4.74% 4.76% 0.59 0.9 1.01 1.185 1.021 1.091Schroder Dana Prestasi 0.03357 0.09118 -0.0462 1,147,667.46 1,792,957.71 1,077,910.10 2,969,128.55 1.88% 1.78% 2.18% 0.9 0.9 0.81 1.144 1.01 1.012Schroder Dana Prestasi Plus 0.41815 -0.03597 -0.02805 -0.12459 11,533,305.96 14,440,930.68 11,086,624.05 8,817,207.40 8,456,700.20 1.76% 2.08% 2.02% 2.10% 0.72 0.52 0.33 0.47 0.92 1.094 1.055 1.029Simas Danamas Saham 0.29924 -0.1779 -0.23097 109,834.92 127,117.72 191,741.86 159,927.97 3.07% 5.33% 3.49% 0.69 1.01 0.65 0.954 1.258 1.209Trim Kapital 0.0557 0.16908 -0.24207 480,057.05 466,008.13 520,584.01 413,955.61 6.18% 6.34% 5.99% 1.72 4.01 1.79 1.237 1.171 1.055Trim Kapital Plus 0.03568 0.20813 -0.25971 365,066.73 606,569.22 643,080.21 421,288.23 6.53% 7.40% 6.03% 3.72 4.11 2.09 1.385 1.105 1.188Trim Syariah Saham 0.03118 0.1906 -0.17145 151,156.29 119,636.53 224,976.95 231,908.70 3.31% 4.00% 3.64% 0.92 2.13 1.4 1.113 1.348 1.072

Nama Reksa Dana Sharpe Aset bersih (jutaan rupiah) Expense ratio (%) Portofolio turnover (x) Beta

264

Lampiran 28. Penentuan Kinerja Reksa Dana Terbaik Berdasarkan Indeks Treynor

2010 2011 2012 2013 2009 2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013BNP Paribas Ekuitas 0.02444 -0.00303 0.00392 -0.008 6,718,845.92 7,108,690.95 6,667,502.37 5,835,716.37 5,327,589.36 2.20% 2.83% 2.85% 2.82% 0.7 0.47 0.51 0.46 1.017 1.184 1.077 1.076BNP Paribas Infrastruktur Plus 0.02142 -0.00861 0.00803 -0.00591 3,762,367.35 2,066,637.36 1,305,657.18 1,428,280.90 2,374,761.14 2.32% 2.72% 2.87% 2.95% 0.3 0.41 0.91 0.83 1.056 1.176 1.08 1.072BNP Paribas Pesona -0.00192 0.00469 -0.008 1,687,272.51 2,236,553.69 1,763,120.81 1,494,393.42 2.73% 2.78% 2.80% 0.38 0.37 0.59 1.082 1.028 1.102BNP Paribas Pesona Syariah 0.0253 -0.0009 0.0093 145,889.83 184,926.14 270,161.20 1,132,978.98 2.88% 2.80% 2.83% 0.86 0.51 0.07 0.905 1.067 1.057BNP Paribas Solaris 0.0287 -0.00607 0.01304 -0.01033 360,618.29 938,480.40 1,104,867.20 4,187,396.91 3,441,741.38 2.44% 2.85% 3.06% 3.04% 1.31 0.59 0.45 0.86 1.015 1.238 1.001 1.072Bahana Dana Prima -0.00359 0.00446 -0.01001 376,444.39 194,030.87 175,714.73 238,607.12 4.65% 3.70% 5.68% 1.94 0.68 1.08 1.111 1.04 1.251Batavia Dana Saham 0.02084 -0.0053 0.00199 -0.00029 134,238.96 134,803.04 356,233.10 292,618.95 818,157.97 2.22% 4.89% 4.46% 4.16% 1.92 3.14 2.54 1.78 1 1.095 1.099 1.023Batavia Dana Saham Agro 0.02197 -0.03432 -0.00732 -0.02993 110,831.68 53,994.92 24,556.82 19,807.17 9,432.84 3.24% 3.74% 4.28% 5.38% 2 1.72 1.59 2.94 1.013 0.98 1.408 0.474Batavia Dana Saham Optimal 0.02409 -0.00417 0.00673 0.00114 85,222.99 96,197.10 112,194.85 224,752.33 415,578.49 1.96% 3.51% 4.54% 4.52% 2.17 1.67 2.49 1.92 0.983 1.137 1.168 1.136Batavia Dana Saham Syariah 0.01706 -0.00911 0.00652 -0.00378 52,778.44 41,443.67 33,416.13 168,341.46 197,435.37 2.85% 5.27% 5.56% 4.88% 1.97 2.6 2.79 2.64 0.931 0.954 1.29 1.023CIMB-Principal Equity Aggressive -0.00498 -0.00068 -0.00882 35,169.41 28,399.79 43,126.25 43,479.90 3.51% 4.67% 4.96% 0.42 2.47 3.33 1.03 1.029 1.281CIMB-Principal Islamic Equity Growth Syariah -0.00875 0.00123 -0.00792 114,686.39 30,563.15 27,060.26 96,539.82 4.39% 5.15% 4.18% 0.71 2.07 1.22 0.961 1.031 0.994Dana Ekuitas Prima -0.00397 0.00829 -0.00766 296,770.78 537,425.85 578,822.57 854,137.00 2.75% 2.18% 2.94% 1.52 1.2 1.09 1.212 1.059 1.249First State Dividend Yield F -0.00154 0.00859 -0.00845 54,138.86 52,783.01 102,761.48 376,138.28 2.98% 2.53% 2.98% 0.13 0.15 0.16 1.083 0.59 1.005First State IndoEquity Value Select Fund 0.01657 0.00057 0.00288 -0.00908 194,862.54 60,935.34 91,505.30 79,181.49 97,766.88 2.05% 2.74% 2.77% 3.32% 0.25 0.5 0.66 1.05 0.948 1.073 1.168 1.023First State Indoequity Sectoral Fund 0.02148 -0.00045 0.00303 -0.00855 1,887,136.59 1,524,808.88 1,675,705.60 2,308,450.83 1,758,493.17 2.14% 2.66% 3.11% 3.26% 0.18 0.23 0.22 0.19 0.935 1.077 1.061 0.978MNC Dana Ekuitas -0.00094 0.01691 -0.00824 62,800.82 271,865.05 948,729.26 776,337.41 26.36% 24.63% 2.83% 0.57 1.21 1.29 0.856 1.096 0.889Mandiri Investa Atraktif 0.02433 -0.00557 0.00287 -0.01142 1,242,213.40 719,799.30 846,440.87 499,224.60 387,218.21 2.37% 4.00% 3.69% 4.55% 0.36 3.03 1.91 2.99 0.893 1.074 1.087 1.225Mandiri Investa Atraktif Syariah 0.0204 -0.0079 0.00187 -0.01366 540,385.37 708,937.09 214,424.92 256,772.12 170,620.66 2.26% 3.71% 3.59% 4.47% 0.77 0.43 1.88 3.09 0.831 0.949 0.983 1.138Manulife Dana Saham 0.02314 -0.00557 0.00555 -0.00866 2,162,880.28 2,540,254.00 3,082,620.70 3,184,840.97 2,463,867.93 3.04% 3.47% 3.74% 3.84% 0.65 0.71 1.01 0.93 0.91 1.037 0.956 0.948Manulife Saham Andalan -0.00521 0.00397 -0.00715 1,934,583.44 1,574,634.89 1,454,166.33 1,805,378.18 3.87% 4.06% 4.23% 0.75 1.42 1.48 1.126 1.093 1.173Manulife Syariah Sektoral Amanah 0.02308 -0.00502 0.00678 -0.0072 370,167.86 443,685.37 383,457.80 1,036,628.26 1,005,690.67 3.05% 3.17% 3.52% 3.35% 0.69 0.27 0.43 0.5 0.902 0.971 1.149 0.884Maybank GMT Dana Ekuitas -0.00175 0.00454 -0.0049 44,725.61 78,145.82 74,104.69 73,583.48 2.28% 3.66% 3.39% 0.8 0.83 0.99 1.122 1.122 1.08PNM Ekuitas Syariah -0.01166 0.00088 -0.01061 106,370.57 83,011.13 80,611.38 49,310.30 5.32% 4.60% 9.78% 2.32 5.62 12.02 1.259 1.081 0.872Panin Dana Prima 0.00185 0.00565 -0.00037 742,243.95 1,131,888.76 910,636.47 2,039,974.34 2.91% 4.33% 3.01% 0.36 0.82 0.38 1.072 0.815 1.415Schroder 90 Plus Equity Fund -0.00044 0.00178 -0.00496 3,048,265.61 6,592,628.09 3,100,986.63 2,868,243.46 2.73% 2.51% 2.67% 0.7 0.56 1.06 1.198 1.062 1.083Schroder Dana Istimewa 0.00088 0.00258 -0.00406 16,677,125.21 3,574,705.82 3,182,713.86 2,007,667.71 4.47% 4.74% 4.76% 0.59 0.9 1.01 1.185 1.021 1.091Schroder Dana Prestasi 0.00184 0.00361 -0.00238 1,147,667.46 1,792,957.71 1,077,910.10 2,969,128.55 1.88% 1.78% 2.18% 0.9 0.9 0.81 1.144 1.01 1.012Schroder Dana Prestasi Plus 0.02285 -0.00196 -0.0011 -0.00619 11,533,305.96 14,440,930.68 11,086,624.05 8,817,207.40 8,456,700.20 1.76% 2.08% 2.02% 2.10% 0.72 0.52 0.33 0.47 0.92 1.094 1.055 1.029Simas Danamas Saham 0.01741 -0.01034 -0.00944 109,834.92 127,117.72 191,741.86 159,927.97 3.07% 5.33% 3.49% 0.69 1.01 0.65 0.954 1.258 1.209Trim Kapital 0.00317 0.00709 -0.01225 480,057.05 466,008.13 520,584.01 413,955.61 6.18% 6.34% 5.99% 1.72 4.01 1.79 1.237 1.171 1.055Trim Kapital Plus 0.00199 0.00923 -0.01334 365,066.73 606,569.22 643,080.21 421,288.23 6.53% 7.40% 6.03% 3.72 4.11 2.09 1.385 1.105 1.188Trim Syariah Saham 0.00174 0.00778 -0.00898 151,156.29 119,636.53 224,976.95 231,908.70 3.31% 4.00% 3.64% 0.92 2.13 1.4 1.113 1.348 1.072

Nama Reksa Dana Treynor Aset bersih (jutaan rupiah) Expense ratio (%) Portofolio turnover (x) Beta

265

Lampiran 29. Penentuan Kinerja Reksa Dana Terbaik Berdasarkan Indeks Jensen

2010 2011 2012 2013 2009 2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013 2010 2011 2012 2013BNP Paribas Ekuitas -0.00441 -0.00181 -0.00226 -0.00315 6,718,845.92 7,108,690.95 6,667,502.37 5,835,716.37 5,327,589.36 2.20% 2.83% 2.85% 2.82% 0.7 0.47 0.51 0.46 1.017 1.184 1.077 1.076BNP Paribas Infrastruktur Plus -0.00776 -0.00837 0.00217 -0.00089 3,762,367.35 2,066,637.36 1,305,657.18 1,428,280.90 2,374,761.14 2.32% 2.72% 2.87% 2.95% 0.3 0.41 0.91 0.83 1.056 1.176 1.08 1.072BNP Paribas Pesona -0.00046 -0.00137 -0.00322 1,687,272.51 2,236,553.69 1,763,120.81 1,494,393.42 2.73% 2.78% 2.80% 0.38 0.37 0.59 1.082 1.028 1.102BNP Paribas Pesona Syariah -0.00314 0.00064 0.00347 145,889.83 184,926.14 270,161.20 1,132,978.98 2.88% 2.80% 2.83% 0.86 0.51 0.07 0.905 1.067 1.057BNP Paribas Solaris -7.9E-05 -0.00566 0.00703 -0.00563 360,618.29 938,480.40 1,104,867.20 4,187,396.91 3,441,741.38 2.44% 2.85% 3.06% 3.04% 1.31 0.59 0.45 0.86 1.015 1.238 1.001 1.072Bahana Dana Prima -0.00233 -0.00163 -0.00616 376,444.39 194,030.87 175,714.73 238,607.12 4.65% 3.70% 5.68% 1.94 0.68 1.08 1.111 1.04 1.251Batavia Dana Saham -0.00793 -0.00416 -0.00443 0.0049 134,238.96 134,803.04 356,233.10 292,618.95 818,157.97 2.22% 4.89% 4.46% 4.16% 1.92 3.14 2.54 1.78 1 1.095 1.099 1.023Batavia Dana Saham Agro -0.00689 -0.03216 -0.01879 -0.01178 110,831.68 53,994.92 24,556.82 19,807.17 9,432.84 3.24% 3.74% 4.28% 5.38% 2 1.72 1.59 2.94 1.013 0.98 1.408 0.474Batavia Dana Saham Optimal -0.00461 -0.00304 0.00083 0.00707 85,222.99 96,197.10 112,194.85 224,752.33 415,578.49 1.96% 3.51% 4.54% 4.52% 2.17 1.67 2.49 1.92 0.983 1.137 1.168 1.136Batavia Dana Saham Syariah -0.0109 -0.00726 0.00065 0.00133 52,778.44 41,443.67 33,416.13 168,341.46 197,435.37 2.85% 5.27% 5.56% 4.88% 1.97 2.6 2.79 2.64 0.931 0.954 1.29 1.023CIMB-Principal Equity Aggressive -0.00359 -0.00689 -0.00479 35,169.41 28,399.79 43,126.25 43,479.90 3.51% 4.67% 4.96% 0.42 2.47 3.33 1.03 1.029 1.281CIMB-Principal Islamic Equity Growth Syariah -0.00697 -0.00494 -0.00283 114,686.39 30,563.15 27,060.26 96,539.82 4.39% 5.15% 4.18% 0.71 2.07 1.22 0.961 1.031 0.994Dana Ekuitas Prima -0.00299 0.0024 -0.00323 296,770.78 537,425.85 578,822.57 854,137.00 2.75% 2.18% 2.94% 1.52 1.2 1.09 1.212 1.059 1.249First State Dividend Yield F -4.7E-05 0.00151 -0.00339 54,138.86 52,783.01 102,761.48 376,138.28 2.98% 2.53% 2.98% 0.13 0.15 0.16 1.083 0.59 1.005First State IndoEquity Value Select Fund -0.01157 0.00222 -0.00367 -0.00409 194,862.54 60,935.34 91,505.30 79,181.49 97,766.88 2.05% 2.74% 2.77% 3.32% 0.25 0.5 0.66 1.05 0.948 1.073 1.168 1.023First State Indoequity Sectoral Fund -0.00682 0.00113 -0.00318 -0.0034 1,887,136.59 1,524,808.88 1,675,705.60 2,308,450.83 1,758,493.17 2.14% 2.66% 3.11% 3.26% 0.18 0.23 0.22 0.19 0.935 1.077 1.061 0.978MNC Dana Ekuitas 0.00048 0.01193 -0.00282 62,800.82 271,865.05 948,729.26 776,337.41 26.36% 24.63% 2.83% 0.57 1.21 1.29 0.856 1.096 0.889Mandiri Investa Atraktif -0.00397 -0.00437 -0.00342 -0.00776 1,242,213.40 719,799.30 846,440.87 499,224.60 387,218.21 2.37% 4.00% 3.69% 4.55% 0.36 3.03 1.91 2.99 0.893 1.074 1.087 1.225Mandiri Investa Atraktif Syariah -0.00696 -0.00607 -0.00408 -0.00976 540,385.37 708,937.09 214,424.92 256,772.12 170,620.66 2.26% 3.71% 3.59% 4.47% 0.77 0.43 1.88 3.09 0.831 0.949 0.983 1.138Manulife Dana Saham -0.00512 -0.00422 -0.00045 -0.00339 2,162,880.28 2,540,254.00 3,082,620.70 3,184,840.97 2,463,867.93 3.04% 3.47% 3.74% 3.84% 0.65 0.71 1.01 0.93 0.91 1.037 0.956 0.948Manulife Saham Andalan -0.00418 -0.00224 -0.00243 1,934,583.44 1,574,634.89 1,454,166.33 1,805,378.18 3.87% 4.06% 4.23% 0.75 1.42 1.48 1.126 1.093 1.173Manulife Syariah Sektoral Amanah -0.00514 -0.00342 0.00087 -0.00187 370,167.86 443,685.37 383,457.80 1,036,628.26 1,005,690.67 3.05% 3.17% 3.52% 3.35% 0.69 0.27 0.43 0.5 0.902 0.971 1.149 0.884Maybank GMT Dana Ekuitas -0.00028 -0.00166 0.0002 44,725.61 78,145.82 74,104.69 73,583.48 2.28% 3.66% 3.39% 0.8 0.83 0.99 1.122 1.122 1.08PNM Ekuitas Syariah -0.01279 -0.00556 -0.00483 106,370.57 83,011.13 80,611.38 49,310.30 5.32% 4.60% 9.78% 2.32 5.62 12.02 1.259 1.081 0.872Panin Dana Prima 0.00359 -0.00031 0.00667 742,243.95 1,131,888.76 910,636.47 2,039,974.34 2.91% 4.33% 3.01% 0.36 0.82 0.38 1.072 0.815 1.415Schroder 90 Plus Equity Fund 0.00127 -0.00451 0.00013 3,048,265.61 6,592,628.09 3,100,986.63 2,868,243.46 2.73% 2.51% 2.67% 0.7 0.56 1.06 1.198 1.062 1.083Schroder Dana Istimewa 0.00282 -0.00351 0.00111 16,677,125.21 3,574,705.82 3,182,713.86 2,007,667.71 4.47% 4.74% 4.76% 0.59 0.9 1.01 1.185 1.021 1.091Schroder Dana Prestasi 0.00381 -0.00243 0.00273 1,147,667.46 1,792,957.71 1,077,910.10 2,969,128.55 1.88% 1.78% 2.18% 0.9 0.9 0.81 1.144 1.01 1.012Schroder Dana Prestasi Plus -0.00545 -0.0005 -0.00751 -0.00115 11,533,305.96 14,440,930.68 11,086,624.05 8,817,207.40 8,456,700.20 1.76% 2.08% 2.02% 2.10% 0.72 0.52 0.33 0.47 0.92 1.094 1.055 1.029Simas Danamas Saham -0.01084 -0.01112 -0.01869 109,834.92 127,117.72 191,741.86 159,927.97 3.07% 5.33% 3.49% 0.69 1.01 0.65 0.954 1.258 1.209Trim Kapital 0.00577 0.00125 -0.00757 480,057.05 466,008.13 520,584.01 413,955.61 6.18% 6.34% 5.99% 1.72 4.01 1.79 1.237 1.171 1.055Trim Kapital Plus 0.00483 0.00355 -0.00982 365,066.73 606,569.22 643,080.21 421,288.23 6.53% 7.40% 6.03% 3.72 4.11 2.09 1.385 1.105 1.188Trim Syariah Saham 0.00361 0.00237 -0.00418 151,156.29 119,636.53 224,976.95 231,908.70 3.31% 4.00% 3.64% 0.92 2.13 1.4 1.113 1.348 1.072

Nama Reksa Dana Jensen Aset bersih (jutaan rupiah) Expense ratio (%) Portofolio turnover (x) Beta

266

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Lampiran Lampiran 1. Data Perbandingan Laju Inflasi dan ...repository.unika.ac.id/471/8/11.60.0010 Sinthia Wijaya LAMPIRAN.pdf · 159 Lampiran . Lampiran 1. Data Perbandingan Laju