112
CHAPTER V
CONCLUSION
A.
Conclusion
Based on the result of data analysis on previous chapter, the author
made some conclusions of the research that had been conducted as follows:
1.
From the observed fixed income funds on this research, 11 of them
are considered significantly outstanding and 1 is underperformed.
There are 9 funds that are neither outstanding nor underperformed,
in other words there is no meaning. This means more than 50% of
the samples have performance above the standard.
2.
Fixed income funds that are cannot be considered outstanding or
underperformed commonly have higher sample standard deviation
than significant funds. Sample standard deviation has negative
relationship with performance significance.
3.
Standard deviation has more weight than conditional value at risk.
This implies that standard deviation provides more risk when
compared with conditional value at risk on input variables.
4.
The weighting on net asset value and return is not comparable and
113
theoretical background that variables did not have to be related on
the same functional degree.
5.
Net asset value recorded many slacks which means there is a
possibility that the value can be adjusted to meet a better
efficiency.
6.
Decision making units that are used most frequent as a benchmark
are not DMU with very high efficiency if measured in super
efficiency mode, but DMU with normal efficiency.
7.
Only few DMUs recorded slacks on conditional value at risk,
standard deviation, and return variables. This means the proportion
of these variables are proper and not necessary for further
adjustments.
B.
Managerial Implication
There are some points to be considered on this research for investors
when they want to invest their money on fixed income funds. They should pay
attention on information such as:
1.
Net asset value on Indonesian Government Bond Indices does not
always reflect good performance when recorded high value and
investors should choose carefully which funds that provides
114
value occurred commonly because of significant increase on
certain funds that only last for certain period.
2.
Investors can choose fund that have stable return by paying
attention of the tendency of whether the return has slack value on it
or not. Return with slack value implies that there is more
possibility that the return will change.
3.
Fund managers can compare the risk variables and efficiency with
Indonesian Government Bond Indices for further decision
regarding the fund they manage.
4.
Investors can see that straight perfect efficiency on beginning does
not indicate that the fund is outstanding. Funds that have most of
its monthly efficiency above standard and shows consistency are
the funds that tend to be outstanding.
C.
Research Limitation and Suggestion
There are some limitations and suggestions that can be developed for
further research which are:
1.
Risk variables that are used on this research are only conditional
value at risk and standard deviation. Further research on this
subject might use different risk measurement such as Sharpe,
115
2.
The result of this research only applied to the observed fixed
income funds on certain period. Different funds and period can
116
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APPENDIX I
Monthly Conditional Value at Risk,
Standard Deviation, Net Asset Value, and
Return Data for Observed Fixed Income
CIMB-Principal Income Fund A
Date CVaR {I} σ {I} NAV {O} Return {O} 20050131 0.0006 0.0008 1,030.95 0.0008 20050228 0.0006 0.0009 1,039.33 0.0017 20050331 0.0001 0.0008 1,038.20 0.0001 20050429 0.0003 0.0012 1,042.69 0.0001 20050531 0.0020 0.0102 1,049.25 0.0002 20050630 0.0002 0.0001 1,054.60 0.0001 20050729 0.0003 0.0002 1,061.66 0.0002 20050831 0.0003 0.0002 1,068.44 0.0004 20050930 0.0003 0.0002 1,073.83 0.0002 20051031 0.0002 0.0002 1,078.79 0.0009
20051130 0.0033 0.0652 843.68 0.0005
20051229 0.0031 0.0054 899.70 0.0003
Danamas Pasti
Date CVaR {I} σ {I} NAV {O} Return {O}
First State Indonesian Bond Fund
Fortis Rupiah Plus
Date CVaR {I} σ {I} NAV {O} Return {O}
20050131 0.0005 0.0022 1,103.76 0.0004 20050228 0.0002 0.0003 1,106.70 0.0002 20050331 0.0000 0.0006 1,104.87 0.0001 20050429 0.0002 0.0014 1,104.76 ‐0.0005 20050531 0.0003 0.0004 1,110.86 0.0004 20050630 0.0002 0.0004 1,114.00 0.0007 20050729 0.0000 0.0009 1,114.16 ‐0.0009 20050831 ‐0.0010 0.0022 1,082.65 ‐0.0080 20050930 ‐0.0007 0.0046 1,060.25 0.0002 20051031 0.0006 0.0006 1,071.97 0.0010 20051130 0.0006 0.0004 1,080.78 0.0005
20051229 0.0006 0.0004 1,091.62 0.0002
Mandiri Investa Dana Obligasi Seri II
Date CVaR {I} σ {I} NAV {O} Return {O}
20050131 0.0000 0.0000 1,000.00 0.0000 20050228 0.0000 0.0000 1,000.00 0.0000 20050331 0.0000 0.0000 1,000.00 0.0000 20050429 ‐0.0013 0.0061 960.76 0.0019 20050531 0.0003 0.0005 965.96 ‐0.0004
20050630 0.0005 0.0005 975.75 0.0003
20050729 0.0003 0.0002 981.99 0.0001
20050831 ‐0.0053 0.0098 856.46 0.0039 20050930 ‐0.0031 0.0069 780.79 ‐0.0027
20051031 0.0009 0.0026 791.64 0.0029
20051130 0.0017 0.0054 798.22 0.0016
20051229 0.0009 0.0009 810.84 0.0000
20060130 0.0013 0.0019 826.04 0.0009
20060228 0.0013 0.0017 844.40 0.0004
20060329 0.0010 0.0019 858.25 ‐0.0004
20060428 0.0012 0.0019 873.65 0.0016
20060531 0.0003 0.0026 870.84 ‐0.0029
20060630 0.0011 0.0046 876.67 0.0103
20060731 0.0013 0.0020 899.22 0.0033
20060831 0.0009 0.0010 914.52 0.0013
20060929 0.0013 0.0022 937.73 0.0010
20061031 0.0018 0.0023 963.67 0.0004
20061130 0.0003 0.0014 968.27 ‐0.0003
20061228 0.0017 0.0010 998.03 0.0000
20070131 0.0005 0.0018 998.84 0.0003
20070228 ‐0.0001 0.0011 995.00 ‐0.0017 20070330 0.0002 0.0005 1,000.00 0.0000 20070430 0.0000 0.0000 1,000.00 0.0000 20070531 0.0001 0.0011 999.41 ‐0.0006
20070629 0.0004 0.0029 996.22 0.0003
20070731 0.0001 0.0008 996.49 0.0007
20070831 0.0006 0.0064 984.50 0.0002
20071130 ‐0.0011 0.0044 967.65 0.0106
20071228 0.0011 0.0030 982.34 0.0007
20080131 0.0007 0.0014 993.05 0.0000
20080229 ‐0.0002 0.0008 987.13 ‐0.0004 20080331 ‐0.0019 0.0034 951.07 ‐0.0053 20080430 ‐0.0016 0.0054 907.29 0.0007 20080530 0.0008 0.0025 912.93 ‐0.0005
20080630 0.0000 0.0034 908.72 0.0010
20080731 0.0019 0.0022 942.49 ‐0.0014
20080829 0.0000 0.0029 939.04 0.0009
20080929 ‐0.0001 0.0065 921.83 ‐0.0006 20081031 ‐0.0016 0.0221 835.14 ‐0.0002
20081128 0.0037 0.0119 872.18 0.0006
20081230 0.0037 0.0063 921.04 0.0010
20090130 0.0011 0.0033 933.93 0.0004
20090227 0.0001 0.0032 926.53 ‐0.0009
20090331 0.0035 0.0057 964.58 0.0006
20090430 0.0014 0.0029 991.79 0.0034
20090529 0.0005 0.0014 1,000.00 0.0000 20090630 ‐0.0008 0.0061 967.58 0.0009 20090731 0.0017 0.0037 1,000.00 0.0008 20090831 ‐0.0003 0.0041 982.95 0.0005 20090930 0.0013 0.0020 1,000.00 0.0000
20091030 0.0000 0.0036 992.94 0.0115
20091130 0.0007 0.0018 998.92 0.0001
Manulife Obligasi Unggulan
Date CVaR {I} σ {I} NAV {O} Return {O}
20050131 0.0009 0.0041 1,145.83 0.0010 20050228 0.0004 0.0004 1,152.99 0.0007 20050331 ‐0.0002 0.0009 1,145.13 ‐0.0011 20050429 0.0004 0.0028 1,143.15 0.0001 20050531 0.0002 0.0004 1,147.99 0.0000 20050630 0.0002 0.0004 1,151.74 ‐0.0004 20050729 ‐0.0001 0.0013 1,146.70 ‐0.0004 20050831 ‐0.0022 0.0058 1,074.06 0.0002 20050930 ‐0.0018 0.0183 952.88 0.0005 20051031 0.0004 0.0010 961.56 ‐0.0011
20051130 0.0008 0.0014 970.53 0.0010
Mega Rido Dua
Date CVaR {I} σ {I} NAV {O} Return {O}
Reksa Dana Dana Pasti
Reksa Dana Tiga Pilar Dana Tetap
Reksa Dana Bahana Dana Arjuna
Reksa Dana Brent Pendapatan Tetap
Reksa Dana Ekofix
Reksa Dana Ganesha Abadi
Date CVaR {I} σ {I} NAV {O} Return {O}
20050131 0.0012 0.0025 1,131.67 0.0005 20050228 0.0002 0.0007 1,133.32 0.0002 20050331 0.0003 0.0004 1,140.72 0.0002 20050429 0.0001 0.0006 1,141.97 ‐0.0017 20050531 0.0006 0.0007 1,150.91 0.0000 20050630 0.0003 0.0008 1,155.44 0.0013 20050729 0.0001 0.2294 1,160.05 0.0003 20050831 0.0007 0.0006 1,175.86 0.0000 20050930 0.0007 0.0314 1,070.56 0.0008 20051031 0.0005 0.0007 1,081.37 0.0018 20051130 0.0007 0.0015 1,086.55 0.0004
20051229 0.0010 0.0021 1,103.19 0.0009
Reksa Dana Investasi Reksa Premium
Date CVaR {I} σ {I} NAV {O} Return {O} 20050131 0.0004 0.0002 1,024.71 0.0005 20050228 0.0004 0.0003 1,032.63 0.0008 20050330 0.0005 0.0003 1,042.06 0.0003 20050429 0.0004 0.0002 1,050.25 0.0003 20050531 0.0004 0.0002 1,058.79 0.0002 20050630 0.0004 0.0002 1,066.79 0.0002 20050729 0.0004 0.0002 1,074.48 0.0002 20050831 0.0004 0.0002 1,082.89 0.0001
20050930 0.0033 0.0392 956.10 0.0012
20051031 0.0020 0.0014 996.07 0.0057
Reksa Dana ITB-Niaga
Date CVaR {I} σ {I} NAV {O} Return {O} 20050131 0.0004 0.0002 1,123.70 0.0005 20050228 0.0006 0.0004 1,134.03 0.0015 20050330 0.0005 0.0008 1,153.57 0.0000 20050429 0.0003 0.0003 1,160.97 0.0000 20050531 0.0005 0.0009 1,169.41 ‐0.0021 20050630 0.0003 0.0002 1,178.04 0.0003 20050729 0.0003 0.0003 1,185.95 0.0002 20050831 0.0004 0.0003 1,195.11 0.0000 20050930 0.0002 0.0004 1,199.90 0.0002 20051031 0.0002 0.0002 1,205.18 0.0006
20051130 0.0004 0.0567 937.73 0.0004
Reksa Dana ORI
Date CVaR {I} σ {I} NAV {O} Return {O}
Reksa Dana Pavillion Dana Anugrah
Reksa Dana Pendapatan Tetap Abadi II
Date CVaR {I} σ {I} NAV {O} Return {O}
20050131 0.0008 0.0008 1,089.83 0.0006 20050228 0.0004 0.0004 1,097.07 0.0009 20050331 0.0003 0.0004 1,104.36 0.0003 20050429 0.0003 0.0002 1,110.12 0.0004 20050531 0.0007 0.0015 1,125.48 0.0000 20050630 0.0003 0.0002 1,131.47 0.0002 20050729 0.0002 0.0004 1,135.64 0.0001 20050831 0.0006 0.0004 1,148.89 0.0000 20050930 ‐0.0029 0.0376 912.77 0.0008
20051031 0.0006 0.0010 922.59 0.0008
20051130 0.0000 0.0078 894.44 ‐0.0304
20051229 0.0004 0.0005 901.49 0.0007
20060130 0.0009 0.0033 908.31 0.0006
20060228 0.0003 0.0004 913.30 0.0008
20060329 0.0004 0.0017 915.84 ‐0.0033
20060428 0.0014 0.0031 933.14 0.0021
20060531 0.0006 0.0041 929.57 0.0011
20060630 0.0019 0.0065 947.62 0.0060
20060731 0.0011 0.0022 970.56 0.0011
20060831 0.0006 0.0009 980.99 0.0028
Reksa Dana Samuel Dana Pasti
Date CVaR {I} σ {I} NAV {O} Return {O}
Schroder Dana Mantap Plus
Date CVaR {I} σ {I} NAV {O} Return {O}
Trimegah Dana Stabil
APPENDIX II
Monthly Benchmarks and Slacks for
Observed Fixed Income Funds in 2005-2009
CIMB-Principal Income Fund A
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 6 (0.0) 10 (0.9) 45 (0.1) 0 0 68.455 0
2 10 (0.8) 53 (0.1) 58 (0.1) 0 0 106.104 0
3 6 (0.3) 10 (0.1) 45 (0.6) 0 0 172.062 0
4 6 (0.5) 10 (0.1) 45 (0.4) 0 0 125.976 0
5 6 (0.3) 10 (0.2) 45 (0.5) 0 0 132.667 0
6 27
7 6 (0.9) 10 (0.1) 44 (0.0) 45 (0.0) 0 0 0 0
8 6 (0.7) 10 (0.3) 44 (0.0) 45 (0.0) 0 0 0 0 9 6 (0.8) 10 (0.1) 44 (0.0) 45 (0.0) 0 0 0 0
10 30
11 10 (0.4) 45 (0.6) 58 (0.0) 0 0 390.754 0
12 6 (0.5) 10 (0.3) 45 (0.2) 0 0 218.677 0
13 10 (0.9) 34 (0.1) 53 (0.0) 0 0 106.789 0
14 10 (0.8) 53 (0.1) 58 (0.1) 0 0 103.299 0
15 6 (0.9) 10 (0.1) 45 (0.0) 0 0 2.034 0
16 6 (0.8) 10 (0.1) 34 (0.0) 44 (0.0) 0 0 0 0
17 6 (0.7) 45 (0.3) 0 0 57.379 0
18 10 (0.9) 53 (0.1) 58 (0.0) 0 0 27.095 0
19 10 (0.4) 34 (0.6) 0 0 85.115 0
20 6 (0.6) 10 (0.1) 34 (0.2) 44 (0.1) 0 0 0 0
21 6 (0.2) 10 (0.5) 34 (0.3) 0 0 0 0
22 6 (0.6) 10 (0.0) 34 (0.1) 44 (0.3) 0 0 0 0
23 6 (0.5) 10 (0.1) 34 (0.0) 44 (0.4) 0 0 0 0
24 6 (0.6) 34 (0.1) 44 (0.3) 0 0 0 0
25 6 (0.5) 10 (0.1) 44 (0.1) 45 (0.3) 0 0 0 0
26 6 (0.5) 44 (0.2) 45 (0.2) 0 0 0 0.001
27 6 (0.2) 10 (0.3) 44 (0.4) 45 (0.1) 0 0 0 0
28 10 (0.4) 34 (0.5) 53 (0.0) 58 (0.0) 0 0 0 0 29 10 (0.4) 34 (0.3) 44 (0.4) 58 (0.0) 0 0 0 0
30 6 (0.3) 44 (0.7) 0 0 0 0
31 6 (0.3) 44 (0.7) 0 0 0 0
32 10 (0.3) 44 (0.3) 45 (0.4) 58 (0.0) 0 0 0 0
33 6 (0.3) 44 (0.7) 0 0 0 0
35 10 (0.4) 44 (0.3) 45 (0.0) 58 (0.3) 0 0 0 0 36 10 (0.3) 34 (0.4) 53 (0.2) 58 (0.2) 0 0 0 0
37 6 (0.1) 34 (0.1) 44 (0.8) 0 0 0 0
38 6 (0.1) 44 (0.9) 45 (0.0) 0 0 0 0.001
39 1
40 10 (0.1) 45 (0.8) 58 (0.1) 0 0 15.73 0
41 6 (0.1) 44 (0.7) 45 (0.2) 0 0 0 0
42 10 (0.2) 44 (0.1) 45 (0.7) 58 (0.1) 0 0 0 0
43 6 (0.0) 44 (1.0) 0 0 0 0
44 27
45 25
46 6 (0.3) 45 (0.7) 0 0 5.811 0.004
47 10 (0.3) 44 (0.5) 45 (0.0) 58 (0.2) 0 0 0 0
48 34 (0.0) 44 (1.0) 59 (0.0) 0 0 0 0
49 44 (0.7) 45 (0.2) 59 (0.1) 0 0 0 0
50 45 (0.9) 58 (0.0) 59 (0.1) 0 0 0 0.001
51 44 (0.8) 59 (0.2) 0 0 0 0.002
52 34 (0.1) 44 (0.5) 58 (0.0) 59 (0.4) 0 0 0 0
53 6
54 39 (0.1) 45 (0.3) 58 (0.6) 0 0 0 0.002
55 34 (0.1) 58 (0.5) 59 (0.5) 0.001 0 0 0
56 0
57 34 (0.0) 58 (0.5) 59 (0.5) 0.001 0 0 0
58 17
59 7
Danamas Pasti
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 13 (0.6) 48 (0.4) 0 0 223.511 0
2 13 (0.6) 48 (0.4) 0 0 214.772 0
3 20 (0.3) 48 (0.7) 0 0 510.676 0
4 20 (0.3) 48 (0.7) 0 0 499.644 0
5 20 (0.3) 48 (0.7) 0 0 491.367 0
6 20 (0.3) 48 (0.7) 0 0 481.008 0
7 20 (0.3) 48 (0.7) 0 0 471.015 0
8 20 (0.3) 48 (0.7) 0 0 456.102 0
9 7
10 9 (0.0) 13 (0.4) 45 (0.5) 0 0 457.102 0
11 20 (1.0) 0 0 170.056 0
12 9 (0.0) 20 (0.6) 45 (0.4) 0 0 465.919 0
13 8
14 9 (0.0) 13 (1.0) 28 (0.0) 45 (0.0) 0 0 0 0
15 9 (0.0) 23 (0.5) 28 (0.5) 0 0 426.977 0
16 20 (0.1) 45 (0.2) 48 (0.7) 0 0 649.697 0
17 20 (0.5) 48 (0.5) 0 0 337.672 0
18 20 (0.9) 48 (0.1) 0 0 58.337 0
19 20 (0.9) 48 (0.1) 0 0 39.918 0
20 33
21 9 (0.0) 23 (0.0) 28 (1.0) 0 0 436.661 0
22 9 (0.0) 23 (0.4) 28 (0.6) 0 0 243.799 0
23 3
24 13 (0.2) 45 (0.0) 48 (0.7) 0 0 140.054 0
25 13 (0.3) 28 (0.4) 48 (0.4) 0 0 0 0
26 20 (0.1) 45 (0.1) 48 (0.8) 0 0 221.967 0
27 20 (0.0) 48 (1.0) 0 0 221.511 0
28 5
29 20 (0.2) 48 (0.8) 0 0 75.67 0
30 13 (0.1) 48 (0.9) 0 0 79.818 0
31 20 (0.2) 48 (0.8) 0 0 13.047 0
32 20 (0.2) 48 (0.5) 53 (0.2) 0 0 0 0
33 20 (0.2) 48 (0.5) 53 (0.3) 0 0 0 0
35 20 (0.2) 48 (0.5) 53 (0.3) 0 0 0 0
36 20 (0.1) 45 (0.6) 52 (0.3) 0 0 0 0
37 20 (0.1) 48 (0.9) 0 0 13.884 0
38 20 (0.1) 48 (0.4) 53 (0.5) 0 0 0 0
39 9 (0.0) 13 (0.0) 45 (1.0) 0 0 20.996 0
40 20 (0.1) 48 (0.2) 53 (0.7) 0 0 0 0
41 20 (0.1) 45 (0.1) 52 (0.8) 0 0 0 0
42 20 (0.0) 48 (1.0) 0 0 15.828 0
43 20 (0.0) 48 (0.7) 53 (0.3) 0 0 0 0
44 20 (0.0) 45 (0.0) 52 (0.9) 0 0 0 0
45 15
46 20 (0.0) 45 (0.1) 52 (0.3) 53 (0.6) 0 0 0 0
47 20 (0.0) 45 (0.1) 52 (0.9) 0 0 0 0
48 28
49 20 (0.0) 45 (0.1) 52 (0.9) 0 0 0 0
50 20 (0.0) 45 (0.0) 52 (0.7) 53 (0.3) 0 0 0 0
51 20 (0.0) 53 (0.1) 54 (0.9) 0 0 0 0
52 7
53 10
54 3
55 54 (0.3) 56 (0.1) 58 (0.6) 0 0 0 0
56 1
57 54 (0.1) 58 (0.9) 0 0 0 0
58 2
59 0
First State Indonesian Bond Fund
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 3 (0.9) 28 (0.1) 58 (0.0) 0 0 51.929 0
2 3 (1.0) 28 (0.0) 58 (0.0) 0 0 10.248 0
3 39
4 3 (0.7) 28 (0.2) 58 (0.1) 0 0 143.582 0
5 3 (1.0) 28 (0.0) 0 0 0 0
6 3 (0.8) 28 (0.0) 58 (0.1) 0 0 95.05 0
7 3 (1.0) 38 (0.0) 39 (0.0) 0 0 0 0
8 3 (1.0) 28 (0.0) 59 (0.0) 0 0 0 0.007
9 3 (0.9) 28 (0.1) 0 0 0 0
10 3 (0.7) 28 (0.2) 58 (0.1) 0 0 79.831 0
11 3 (0.9) 28 (0.1) 0 0 0 0
12 3 (0.6) 28 (0.4) 0 0 78.249 0
13 3 (0.6) 28 (0.2) 58 (0.2) 0 0 146.991 0
14 28 (0.6) 57 (0.3) 58 (0.1) 0 0 376.159 0
15 3 (0.7) 28 (0.2) 59 (0.1) 0 0 0 0.005
16 3 (0.4) 28 (0.5) 58 (0.1) 0 0 78.048 0
17 3 (0.7) 28 (0.1) 38 (0.2) 58 (0.0) 0 0 0 0
18 3 (0.5) 28 (0.2) 58 (0.3) 0 0 138.462 0
19 28 (0.8) 57 (0.1) 58 (0.1) 0 0 246.054 0
20 3 (0.3) 28 (0.5) 58 (0.1) 0 0 97.975 0
21 3 (0.4) 28 (0.5) 58 (0.1) 0 0 33.349 0
22 3 (0.5) 28 (0.4) 59 (0.2) 0 0 0 0
23 3 (0.6) 28 (0.1) 59 (0.3) 0 0 0 0
24 3 (0.2) 28 (0.8) 59 (0.0) 0 0 0 0.001
25 3 (0.4) 28 (0.3) 38 (0.1) 59 (0.2) 0 0 0 0
26 3 (0.5) 28 (0.0) 59 (0.4) 0 0 0 0.001
27 3 (0.2) 28 (0.6) 59 (0.2) 0 0 0 0
28 42
29 3 (0.2) 28 (0.5) 59 (0.3) 0 0 0 0.001
30 3 (0.3) 28 (0.1) 38 (0.1) 59 (0.5) 0 0 0 0 31 3 (0.1) 28 (0.2) 38 (0.6) 59 (0.1) 0 0 0 0
32 3 (0.3) 28 (0.1) 38 (0.2) 59 (0.4) 0 0 0 0
33 3 (0.2) 28 (0.5) 59 (0.3) 0 0 0 0.001
35 3
36 3 (0.2) 28 (0.4) 59 (0.4) 0 0 0 0
37 3 (0.2) 28 (0.3) 59 (0.4) 0 0 0 0
38 17
39 1
40 35 (0.0) 38 (1.0) 58 (0.0) 0 0 127.698 0
41 3 (0.3) 28 (0.2) 38 (0.4) 59 (0.1) 0 0 0 0
42 3 (0.4) 38 (0.5) 59 (0.0) 0 0 0 0.002
43 3 (0.1) 28 (0.7) 38 (0.2) 59 (0.0) 0 0 0 0 44 3 (0.3) 28 (0.1) 38 (0.4) 59 (0.2) 0 0 0 0
45 3 (0.5) 38 (0.2) 59 (0.3) 0 0 0 0.002
46 0
47 3 (0.5) 28 (0.2) 58 (0.3) 0 0 149.467 0
48 3 (0.1) 28 (0.5) 59 (0.4) 0 0 0 0.001
49 35 (0.1) 38 (0.7) 58 (0.2) 0 0 18.978 0
50 1
51 3 (0.2) 28 (0.4) 59 (0.4) 0 0 0 0.001
52 28 (0.7) 38 (0.0) 58 (0.3) 59 (0.0) 0 0 0 0
53 0
54 35 (0.1) 38 (0.2) 50 (0.1) 59 (0.7) 0 0 0 0
55 28 (0.2) 58 (0.6) 59 (0.3) 0.001 0 0 0
56 28 (0.1) 38 (0.2) 58 (0.2) 59 (0.6) 0 0 0 0
57 2
58 20
59 27
Fortis Rupiah Plus
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 2 (0.2) 3 (0.5) 28 (0.3) 0 0 50.053 0
2 17
3 11
4 2 (0.5) 3 (0.5) 0 0 0.973 0.001
5 2 (0.5) 28 (0.1) 48 (0.4) 0 0 104.1 0
6 2 (0.1) 3 (0.3) 28 (0.5) 0 0 85.227 0
7 2 (0.2) 3 (0.8) 31 (0.0) 0 0 0 0.001
8 0
9 0
10 28 (0.9) 48 (0.1) 0 0 208.79 0
11 28 (0.1) 48 (0.9) 0 0 233.698 0
12 2 (1.0) 0 0 15.08 0
13 18 (0.3) 28 (0.7) 0 0 139.251 0
14 28 (0.4) 48 (0.6) 0 0 177.594 0
15 2 (0.9) 31 (0.0) 48 (0.1) 0 0 0 0.001
16 2 (0.8) 48 (0.2) 0 0 0 0
17 2 (0.6) 3 (0.2) 31 (0.2) 0 0 0 0.001
18 2
19 28 (0.9) 48 (0.1) 0 0 100.105 0
20 28 (0.3) 48 (0.7) 0 0 113.542 0
21 3 (0.3) 18 (0.1) 28 (0.5) 0 0 0.178 0
22 2 (0.5) 48 (0.5) 0 0 0 0
23 2 (0.4) 48 (0.6) 0 0 0 0.001
24 2 (0.4) 48 (0.6) 0 0 0 0
25 2 (0.3) 31 (0.2) 48 (0.5) 0 0 0 0
26 2 (0.0) 3 (0.2) 31 (0.8) 0 0 0 0.001
27 2 (0.2) 31 (0.3) 48 (0.5) 0 0 0 0
28 12
29 2 (0.0) 3 (0.0) 31 (0.9) 48 (0.0) 0 0 0 0
30 2 (0.0) 31 (0.7) 48 (0.3) 0 0 0 0
31 10
32 3 (0.2) 39 (0.2) 42 (0.5) 48 (0.1) 0 0 0 0 33 3 (0.0) 39 (0.0) 42 (0.1) 48 (0.8) 0 0 0 0
35 3 (0.0) 39 (0.4) 42 (0.3) 48 (0.2) 0 0 0 0 36 28 (0.1) 42 (0.2) 48 (0.4) 56 (0.2) 0 0 0 0
37 39 (0.1) 48 (0.5) 54 (0.4) 0 0 0 0
38 39 (0.5) 48 (0.2) 54 (0.3) 0 0 0 0.001
39 8
40 1
41 48 (0.4) 52 (0.3) 54 (0.3) 0 0 0 0
42 7
43 52 (0.8) 60 (0.2) 0 0 0 0
44 42 (0.2) 54 (0.2) 56 (0.5) 58 (0.1) 0 0 0 0
45 40 (0.1) 42 (0.4) 46 (0.0) 58 (0.6) 0 0 0 0
46 1
47 31 (0.7) 39 (0.2) 48 (0.1) 0 0 0 0.002
48 27
49 31 (0.1) 39 (0.4) 48 (0.4) 0 0 0 0
50 42 (0.1) 48 (0.5) 53 (0.3) 54 (0.0) 0 0 0 0
51 39 (0.0) 48 (0.4) 54 (0.5) 0 0 0 0.001
52 3
53 3
54 7
55 52 (0.3) 53 (0.2) 54 (0.3) 60 (0.3) 0 0 0 0
56 3
57 0
58 2
59 0
Mandiri Investa Dana Obligasi Seri II
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 48
2 48
3 0
4 1 (0.4) 2 (0.4) 35 (0.1) 58 (0.0) 0 0 34.261 0
5 1 (0.5) 2 (0.5) 0 0 34.04 0
6 1 (0.5) 2 (0.5) 58 (0.0) 0 0 24.074 0
7 1 (0.5) 2 (0.5) 58 (0.0) 0 0 17.941 0
8 1
9 1 (0.5) 2 (0.5) 0 0 219.21 0.003
10 1 (0.4) 2 (0.4) 58 (0.3) 0 0 206.576 0
11 1 (0.4) 2 (0.4) 58 (0.1) 0 0 200.789 0
12 1 (0.5) 2 (0.5) 58 (0.0) 0 0 189.13 0
13 1 (0.5) 2 (0.5) 58 (0.1) 0 0 173.433 0
14 1 (0.5) 2 (0.5) 58 (0.0) 0 0 155.332 0
15 1 (0.5) 2 (0.5) 0 0 141.75 0
16 1 (0.4) 2 (0.4) 58 (0.1) 0 0 125.388 0
17 1 (0.5) 2 (0.5) 0 0 129.16 0.003
18 1 (0.1) 2 (0.1) 58 (0.9) 0.001 0 116.994 0
19 1 (0.4) 2 (0.4) 58 (0.3) 0.001 0 98.731 0
20 1 (0.4) 2 (0.4) 58 (0.1) 0 0 84.655 0
21 1 (0.5) 2 (0.5) 58 (0.1) 0 0 61.675 0
22 1 (0.5) 2 (0.5) 58 (0.0) 0 0 36.069 0
23 1 (0.5) 2 (0.5) 0 0 31.73 0
24 1 (0.5) 2 (0.5) 58 (0.0) 0 0 1.945 0
25 1 (0.5) 2 (0.5) 58 (0.0) 0 0 0.976 0
26 1 (0.5) 2 (0.5) 0 0 5 0.002
27 0
28 0
29 1 (0.5) 2 (0.5) 0 0 0.59 0.001
30 1 (0.5) 2 (0.5) 58 (0.0) 0 0 3.626 0
31 1 (0.5) 2 (0.5) 58 (0.1) 0 0 3.11 0
32 1 (0.5) 2 (0.5) 58 (0.0) 0 0 15.394 0
33 1 (0.5) 2 (0.5) 0 0 0.49 0
35 5
36 1 (0.5) 2 (0.5) 58 (0.1) 0 0 17.248 0
37 1 (0.5) 2 (0.5) 0 0 6.95 0
38 1 (0.5) 2 (0.5) 0 0 12.87 0
39 1 (0.5) 2 (0.5) 0 0 48.93 0.005
40 1 (0.5) 2 (0.5) 8 (0.0) 35 (0.1) 0 0 89.941 0
41 1 (0.5) 2 (0.5) 0 0 87.07 0.001
42 1 (0.5) 2 (0.5) 58 (0.1) 0 0 90.666 0
43 1 (0.5) 2 (0.5) 0 0 57.51 0.001
44 1 (0.5) 2 (0.5) 35 (0.0) 58 (0.1) 0 0 60.42 0
45 1 (0.5) 2 (0.5) 0 0 78.17 0.001
46 1 (0.5) 2 (0.5) 0 0 164.86 0
47 1 (0.5) 2 (0.5) 58 (0.0) 0 0 127.469 0
48 1 (0.5) 2 (0.5) 58 (0.1) 0 0 78.361 0
49 1 (0.5) 2 (0.5) 58 (0.0) 0 0 65.821 0
50 1 (0.5) 2 (0.5) 0 0 73.47 0.001
51 1 (0.5) 2 (0.5) 58 (0.0) 0 0 35.071 0
52 1 (0.4) 2 (0.4) 58 (0.3) 0.001 0 6.11 0
53 0
54 1 (0.5) 2 (0.5) 35 (0.0) 58 (0.0) 0 0 30.916 0
55 1 (0.0) 2 (0.0) 34 (0.9) 0 0 0 0
56 1 (0.5) 2 (0.5) 35 (0.0) 58 (0.0) 0 0 16.463 0
57 0
58 30
59 1 (0.5) 2 (0.5) 58 (0.0) 0 0 1.019 0
Manulife Obligasi Unggulan
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 2 (0.1) 6 (0.2) 31 (0.7) 0 0 106.333 0
2 17
3 13
4 3 (0.2) 6 (0.5) 31 (0.4) 0 0 56.031 0
5 2 (0.2) 6 (0.7) 31 (0.1) 0 0 21.367 0
6 22
7 3 (0.6) 6 (0.2) 31 (0.2) 0 0 33.08 0
8 0
9 3 (0.2) 31 (0.7) 39 (0.1) 0 0 307.196 0
10 3 (0.0) 6 (1.0) 0 0 189.874 0.001
11 2 (0.6) 28 (0.0) 31 (0.4) 0 0 235.42 0
12 2 (0.4) 6 (0.6) 0 0 171.872 0
13 2 (0.4) 28 (0.1) 31 (0.5) 0 0 215.824 0
14 2 (0.0) 28 (1.0) 0 0 205.265 0
15 3 (0.2) 6 (0.8) 0 0 100.289 0.004
16 2 (0.7) 6 (0.3) 0 0 83.973 0
17 3 (0.3) 6 (0.7) 0 0 83.196 0
18 0
19 2 (0.3) 28 (0.7) 0 0 127.253 0
20 2 (0.7) 28 (0.3) 0 0 76.192 0
21 2 (0.5) 28 (0.5) 0 0 72.491 0
22 2 (0.7) 6 (0.3) 59 (0.0) 0 0 0 0
23 2 (0.3) 6 (0.5) 31 (0.2) 0 0 4.684 0
24 2 (0.8) 59 (0.2) 0 0 0 0.001
25 2 (0.3) 28 (0.4) 31 (0.3) 0 0 4.589 0
26 3 (0.3) 6 (0.2) 38 (0.5) 0 0 0 0.002
27 2 (0.1) 28 (0.8) 59 (0.0) 0 0 0 0
28 10
29 6 (0.4) 38 (0.3) 59 (0.3) 0 0 0 0
30 3 (0.1) 31 (0.2) 38 (0.6) 39 (0.0) 0 0 0 0
31 19
32 3 (0.2) 31 (0.4) 38 (0.4) 39 (0.0) 0 0 0 0
33 6 (0.4) 38 (0.2) 59 (0.4) 0 0 0 0
35 5
36 6 (0.1) 38 (0.8) 59 (0.0) 0 0 0 0.001
37 6 (0.2) 38 (0.6) 59 (0.2) 0 0 0 0
38 18
39 8
40 31 (0.7) 35 (0.0) 39 (0.3) 0 0 41.262 0
41 3 (0.3) 6 (0.1) 38 (0.6) 0 0 0 0.001
42 3 (0.4) 31 (0.3) 38 (0.3) 39 (0.0) 0 0 0 0
43 6 (0.4) 38 (0.4) 59 (0.2) 0 0 0 0.008
44 31 (0.9) 35 (0.0) 39 (0.1) 0 0 23.049 0
45 3 (0.3) 38 (0.7) 39 (0.0) 0 0 0 0.001
46 0
47 2 (0.3) 6 (0.1) 31 (0.6) 38 (0.0) 0 0 0 0 48 2 (0.1) 28 (0.3) 38 (0.6) 59 (0.1) 0 0 0 0
49 6 (0.1) 38 (0.8) 59 (0.1) 0 0 0 0.001
50 3 (0.0) 38 (0.8) 39 (0.2) 0 0 0 0.001
51 6 (0.2) 38 (0.4) 59 (0.4) 0 0 0 0.001
52 6 (0.2) 38 (0.3) 59 (0.5) 0 0 0 0.001
53 1
54 31 (0.3) 35 (0.1) 58 (0.1) 60 (0.5) 0 0 0 0
55 31 (0.1) 38 (0.0) 58 (0.3) 59 (0.5) 0 0 0 0 56 31 (0.1) 35 (0.1) 58 (0.6) 60 (0.2) 0 0 0 0
57 31 (0.1) 58 (0.1) 59 (0.6) 60 (0.2) 0 0 0 0
58 4
59 15
Mega Rido Dua
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 10 (0.6) 28 (0.2) 37 (0.1) 57 (0.1) 0 0 0 0
2 0
3 10 (0.6) 30 (0.1) 57 (0.3) 0 0 0 0
4 10 (0.6) 37 (0.0) 44 (0.3) 57 (0.1) 0 0 0 0
5 10 (0.3) 28 (0.3) 30 (0.4) 0 0 0 0
6 10 (0.5) 30 (0.2) 57 (0.3) 0 0 0 0
7 10 (0.2) 28 (0.5) 30 (0.3) 0 0 0 0
8 6
9 10 (0.5) 44 (0.5) 0 0 204.873 0
10 37
11 10 (0.9) 37 (0.1) 0 0 19.229 0
12 0
13 10 (0.6) 44 (0.4) 0 0 117.668 0
14 10 (0.8) 28 (0.1) 37 (0.0) 57 (0.0) 0 0 0 0 15 10 (0.8) 18 (0.0) 37 (0.1) 44 (0.1) 0 0 0 0
16 10 (0.7) 28 (0.2) 30 (0.1) 0 0 0 0
17 10 (0.7) 30 (0.3) 57 (0.0) 0 0 0 0
18 1
19 10 (0.6) 28 (0.3) 37 (0.0) 0 0 0 0
20 10 (0.7) 28 (0.0) 30 (0.2) 57 (0.1) 0 0 0 0
21 10 (0.5) 28 (0.5) 37 (0.0) 0 0 0 0
22 0
23 10 (0.6) 37 (0.0) 44 (0.3) 57 (0.1) 0 0 0 0
24 8 (0.3) 10 (0.4) 44 (0.3) 0 0 0 0.005
25 10 (0.3) 28 (0.2) 30 (0.4) 57 (0.1) 0 0 0 0 26 10 (0.5) 37 (0.1) 44 (0.1) 57 (0.3) 0 0 0 0
27 10 (0.2) 28 (0.2) 30 (0.6) 57 (0.1) 0 0 0 0
28 11
29 10 (0.4) 28 (0.0) 37 (0.0) 57 (0.5) 0 0 0 0
30 9
31 8 (0.7) 44 (0.1) 57 (0.3) 0 0 0 0
32 10 (0.3) 37 (0.1) 44 (0.4) 57 (0.2) 0 0 0 0 33 10 (0.2) 37 (0.4) 44 (0.3) 57 (0.0) 0 0 0 0
35 8 (0.2) 10 (0.1) 44 (0.7) 57 (0.0) 0 0 0 0 36 10 (0.2) 37 (0.3) 44 (0.1) 57 (0.4) 0 0 0 0
37 25
38 10 (0.1) 37 (0.1) 44 (0.2) 57 (0.6) 0 0 0 0
39 10 (0.1) 37 (0.2) 44 (0.1) 57 (0.5) 0 0 0 0 40 10 (0.1) 37 (0.1) 44 (0.2) 57 (0.6) 0 0 0 0
41 0
42 10 (0.0) 37 (0.3) 44 (0.3) 57 (0.4) 0 0 0 0
43 10 (0.0) 37 (0.0) 44 (0.5) 57 (0.4) 0 0 0 0
44 27
45 10 (0.0) 37 (0.2) 44 (0.6) 57 (0.2) 0 0 0 0
46 0
47 0
48 0
49 8 (0.3) 44 (0.3) 57 (0.4) 0 0 0 0.001
50 10 (0.1) 37 (0.1) 44 (0.0) 57 (0.8) 0 0 0 0
51 10 (0.1) 37 (0.0) 44 (0.0) 57 (0.9) 0 0 0 0 52 10 (0.1) 37 (0.0) 44 (0.0) 57 (0.8) 0 0 0 0
53 8 (0.1) 44 (0.0) 57 (0.9) 0 0 0 0
54 37 (0.0) 44 (0.6) 57 (0.4) 59 (0.0) 0 0 0 0
55 10 (0.0) 37 (0.0) 44 (0.1) 57 (0.9) 0 0 0 0 56 37 (0.2) 44 (0.2) 57 (0.4) 59 (0.3) 0 0 0 0
57 32
58 0
59 2
Reksa Dana Dana Pasti
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 7 (0.3) 42 (0.7) 0 0 528.789 0
2 7 (0.1) 42 (0.9) 47 (0.0) 0 0 630.753 0
3 7 (0.9) 47 (0.1) 0 0 213.826 0
4 40 (0.1) 42 (0.3) 47 (0.6) 0 0 673.567 0
5 7 (1.0) 0 0 109.6 0
6 40 (1.0) 0 0 504.22 0.001
7 31
8 7 (0.9) 47 (0.1) 0 0 42.127 0
9 7 (0.7) 42 (0.2) 47 (0.1) 0 0 119.13 0
10 7 (0.3) 42 (0.7) 0 0 355.437 0
11 7 (0.3) 42 (0.3) 47 (0.3) 0 0 327.311 0
12 7 (0.7) 42 (0.2) 47 (0.1) 0 0 86.207 0
13 42 (0.1) 59 (0.9) 0 0 676.435 0
14 7 (0.5) 42 (0.4) 47 (0.1) 0 0 163.177 0
15 7 (0.8) 42 (0.2) 0 0 25.332 0
16 7 (0.6) 42 (0.3) 47 (0.1) 0 0 100.783 0
17 7 (0.6) 47 (0.4) 0 0 78.575 0
18 7 (0.8) 47 (0.0) 58 (0.2) 0 0 0 0
19 7 (0.2) 42 (0.8) 0 0 255.442 0
20 7 (0.5) 42 (0.4) 47 (0.2) 0 0 111.498 0
21 40 (0.4) 42 (0.3) 47 (0.4) 0 0 337.523 0
22 7 (0.3) 42 (0.3) 47 (0.4) 0 0 164.393 0
23 40 (0.1) 42 (0.6) 47 (0.3) 0 0 292.16 0
24 2
25 7 (0.1) 42 (0.4) 47 (0.5) 0 0 231.525 0
26 7 (0.5) 47 (0.5) 0 0 2.685 0
27 7 (0.6) 47 (0.1) 58 (0.4) 0 0 0 0
28 24 (0.0) 48 (0.1) 59 (0.9) 0 0 412.47 0
29 7 (0.5) 47 (0.3) 58 (0.2) 0 0 0 0
30 7 (0.3) 42 (0.5) 47 (0.2) 0 0 5.888 0
31 40 (0.1) 42 (0.7) 47 (0.2) 0 0 140.539 0
32 40 (0.7) 47 (0.3) 0 0 123.763 0
33 7 (0.2) 42 (0.8) 0 0 0 0
35 24 (0.1) 40 (0.7) 48 (0.2) 0 0 40.185 0
36 40 (0.0) 42 (0.8) 47 (0.2) 0 0 76.822 0
37 7 (0.4) 47 (0.1) 58 (0.6) 0 0 0 0
38 7 (0.3) 47 (0.2) 58 (0.5) 0 0 0 0
39 40 (0.5) 42 (0.2) 47 (0.3) 0 0 34.344 0
40 12
41 40 (0.9) 47 (0.1) 0 0 0 0
42 29
43 7 (0.1) 42 (0.7) 58 (0.2) 0 0 0 0.001
44 40 (0.4) 47 (0.6) 0 0 0 0
45 42 (0.8) 59 (0.2) 0 0 0 0
46 40 (0.1) 42 (0.0) 47 (0.9) 58 (0.0) 0 0 0.061 0
47 35
48 2
49 7 (0.2) 47 (0.1) 58 (0.7) 0 0 0 0
50 7 (0.0) 47 (0.6) 58 (0.3) 0 0 0 0
51 42 (0.5) 58 (0.3) 59 (0.2) 0 0 0 0.001
52 42 (0.4) 59 (0.6) 0 0 0 0.001
53 7 (0.1) 47 (0.2) 58 (0.7) 0 0 0 0
54 42 (0.3) 58 (0.1) 59 (0.6) 0 0 0 0.001
55 42 (0.2) 58 (0.3) 59 (0.5) 0 0 0 0
56 7 (0.0) 47 (0.1) 58 (0.9) 0 0 0 0
57 47 (0.1) 58 (0.9) 0 0 0 0
58 16
59 7
Reksa Dana Tiga Pilar Dana Tetap
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 3 (0.2) 28 (0.4) 32 (0.4) 0 0 146.74 0
2 3 (0.2) 28 (0.7) 32 (0.1) 0 0 116.156 0
3 27
4 3 (0.2) 28 (0.3) 32 (0.5) 0 0 167.525 0
5 3 (0.2) 28 (0.4) 32 (0.5) 0 0 170.39 0
6 3 (0.3) 32 (0.7) 0 0 182.25 0.006
7 3 (0.2) 28 (0.0) 32 (0.7) 0 0 194.415 0
8 3 (0.3) 32 (0.7) 0 0 193.147 0.003
9 3 (0.4) 28 (0.3) 32 (0.3) 0 0 174.709 0
10 3 (0.1) 28 (0.9) 58 (0.0) 0 0 208.052 0
11 3 (0.2) 28 (0.7) 58 (0.1) 0 0 200.515 0
12 28 (0.1) 32 (0.3) 33 (0.5) 0 0 253.46 0
13 0
14 28 (0.5) 33 (0.5) 0 0 208.542 0
15 32 (0.4) 33 (0.6) 0 0 224.282 0
16 3 (0.1) 28 (0.5) 32 (0.4) 0 0 149.598 0
17 3 (0.0) 28 (0.4) 32 (0.6) 0 0 170.773 0
18 3 (0.1) 28 (0.9) 58 (0.1) 0 0 154.67 0
19 3 (0.0) 28 (0.5) 32 (0.5) 0 0 140.042 0
20 32 (0.7) 33 (0.3) 0 0 167.751 0.001
21 28 (0.4) 33 (0.6) 0 0 132.671 0
22 3 (0.0) 32 (1.0) 0 0 133.06 0.002
23 33 (1.0) 0 0 130.552 0
24 28 (0.2) 33 (0.8) 0 0 97.272 0
25 3 (0.1) 28 (0.1) 32 (0.9) 0 0 73.948 0
26 32 (0.6) 33 (0.4) 0 0 85.313 0
27 33 (1.0) 0 0 76.916 0
28 22
29 32 (1.0) 33 (0.0) 0 0 50.876 0
30 3 (0.1) 28 (0.3) 32 (0.5) 58 (0.1) 0 0 0 0
31 32 (0.8) 33 (0.2) 0 0 7.66 0
32 31
33 20
35 32 (0.4) 33 (0.6) 59 (0.1) 0 0 0 0 36 32 (0.6) 33 (0.4) 58 (0.0) 59 (0.1) 0 0 0 0
37 33 (0.9) 57 (0.0) 58 (0.0) 59 (0.0) 0 0 0 0 38 3 (0.0) 32 (0.9) 58 (0.0) 59 (0.1) 0 0 0 0
39 3 (0.5) 32 (0.2) 59 (0.3) 0 0 0 0.001
40 3 (0.2) 32 (0.7) 58 (0.1) 59 (0.0) 0 0 0 0
41 28 (0.1) 32 (0.4) 33 (0.5) 58 (0.0) 0 0 0 0 42 3 (0.1) 32 (0.8) 58 (0.0) 59 (0.0) 0 0 0 0
43 28 (0.0) 33 (0.9) 57 (0.0) 0 0 0 0
44 3 (0.1) 32 (0.8) 59 (0.1) 0 0 0 0
45 3 (0.2) 32 (0.7) 58 (0.0) 59 (0.1) 0 0 0 0
46 1
47 3 (0.2) 28 (0.5) 32 (0.3) 58 (0.0) 0 0 0 0
48 33 (0.6) 59 (0.4) 0 0 0 0
49 3 (0.3) 32 (0.1) 58 (0.3) 59 (0.3) 0 0 0 0
50 2
51 33 (0.7) 59 (0.3) 0 0 0 0.007
52 33 (0.5) 57 (0.3) 58 (0.1) 59 (0.2) 0 0 0 0
53 46 (0.1) 58 (0.9) 0.003 0 77.937 0
54 3 (0.2) 50 (0.1) 58 (0.0) 59 (0.7) 0 0 0 0
55 57 (0.8) 58 (0.2) 0 0 37.804 0
56 3 (0.1) 50 (0.0) 58 (0.3) 59 (0.6) 0 0 0 0
57 5
58 19
59 15
Reksa Dana Bahana Dana Arjuna
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 4 (0.2) 13 (0.7) 35 (0.0) 39 (0.1) 0 0 0 0
2 5
3 2 (1.0) 10 (0.0) 35 (0.0) 53 (0.0) 0 0 0 0
4 40
5 4 (1.0) 57 (0.0) 0 0 0 0
6 4 (1.0) 39 (0.0) 60 (0.0) 0 0 0 0
7 4 (0.9) 39 (0.0) 60 (0.0) 0 0 0 0
8 4 (0.4) 12 (0.6) 0 0 21.589 0.067
9 1
10 2
11 4 (0.7) 13 (0.1) 35 (0.2) 0 0 124.718 0
12 6
13 2
14 2 (0.4) 4 (0.5) 35 (0.0) 0 0 58.757 0
15 4 (0.8) 12 (0.2) 0 0 27.461 0.004
16 2 (0.8) 10 (0.2) 0 0 2.071 0
17 4 (0.9) 9 (0.0) 12 (0.1) 0 0 8.344 0
18 4 (0.9) 12 (0.1) 39 (0.0) 0 0 0 0
19 4 (0.9) 12 (0.1) 39 (0.1) 0 0 0 0
20 4 (0.9) 39 (0.0) 60 (0.0) 0 0 0 0
21 4 (0.8) 39 (0.0) 60 (0.2) 0 0 0 0.001
22 4 (0.8) 57 (0.2) 60 (0.1) 0 0 0 0.001
23 4 (0.7) 39 (0.1) 60 (0.2) 0 0 0 0.001
24 4 (0.6) 35 (0.1) 57 (0.3) 60 (0.0) 0 0 0 0
25 4 (0.6) 35 (0.0) 57 (0.1) 60 (0.3) 0 0 0 0
26 4 (0.5) 39 (0.0) 60 (0.4) 0 0 0 0
27 4 (0.4) 35 (0.1) 57 (0.0) 60 (0.4) 0 0 0 0 28 2 (0.3) 35 (0.4) 53 (0.1) 57 (0.2) 0 0 0 0
29 4 (0.4) 39 (0.0) 60 (0.6) 0 0 0 0.001
30 4 (0.3) 39 (0.4) 60 (0.3) 0 0 0 0.001
31 4 (0.3) 35 (0.1) 39 (0.1) 60 (0.5) 0 0 0 0
32 4 (0.3) 39 (0.2) 60 (0.5) 0 0 0 0.001
33 4 (0.3) 57 (0.3) 60 (0.4) 0 0 0 0.001
35 17
36 4 (0.3) 39 (0.0) 60 (0.7) 0 0 0 0
37 4 (0.2) 57 (0.2) 60 (0.5) 0 0 0 0.001
38 4 (0.2) 35 (0.1) 39 (0.1) 60 (0.6) 0 0 0 0
39 23
40 2
41 4 (0.3) 39 (0.1) 60 (0.6) 0 0 0 0.001
42 12 (0.2) 39 (0.7) 40 (0.1) 0 0 0 0
43 4 (0.3) 57 (0.5) 60 (0.2) 0 0 0 0.001
44 4 (0.2) 35 (0.4) 57 (0.0) 60 (0.4) 0 0 0 0
45 4 (0.2) 39 (0.5) 60 (0.3) 0 0 0 0.001
46 0
47 4 (0.4) 35 (0.2) 39 (0.1) 60 (0.4) 0 0 0 0 48 2 (0.1) 35 (0.3) 53 (0.4) 57 (0.2) 0 0 0 0
49 4 (0.2) 39 (0.1) 60 (0.7) 0 0 0 0
50 4 (0.2) 39 (0.5) 60 (0.3) 0 0 0 0.006
51 4 (0.2) 39 (0.1) 60 (0.7) 0 0 0 0.001
52 4 (0.1) 35 (0.1) 57 (0.7) 60 (0.0) 0 0 0 0
53 3
54 4 (0.1) 35 (0.2) 57 (0.1) 60 (0.6) 0 0 0 0
55 4 (0.1) 35 (0.0) 57 (0.3) 60 (0.6) 0 0 0 0
56 0
57 16
58 39 (0.2) 40 (0.0) 60 (0.8) 0 0 0 0
59 4 (0.0) 35 (0.0) 57 (0.1) 60 (0.9) 0 0 0 0
Reksa Dana Brent Pendapatan Tetap
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 45 (0.0) 56 (0.5) 59 (0.5) 0 0 453.494 0
2 45 (0.0) 56 (0.5) 59 (0.5) 0 0 441.289 0
3 42 (1.0) 49 (0.0) 0 0 330.275 0
4 42 (1.0) 49 (0.0) 0 0 321.435 0
5 10 (0.1) 53 (0.9) 0 0 343.713 0
6 10 (0.1) 53 (0.9) 0 0 322.32 0
7 10 (0.0) 42 (0.2) 53 (0.7) 0 0 322.076 0
8 10 (0.1) 53 (0.9) 0 0 299.135 0
9 42 (0.5) 53 (0.5) 0 0 301.01 0
10 17
11 42 (1.0) 45 (0.0) 49 (0.0) 0 0 254.42 0
12 10 (0.0) 42 (0.4) 53 (0.5) 0 0 262.725 0
13 0
14 42 (0.9) 45 (0.1) 49 (0.0) 0 0 310.195 0
15 42 (1.0) 45 (0.0) 49 (0.0) 0 0 300.498 0
16 42 (1.0) 45 (0.0) 49 (0.0) 0 0 288.814 0
17 10 (0.0) 42 (0.9) 53 (0.1) 0 0 276.117 0
18 42 (1.0) 45 (0.0) 49 (0.0) 0 0 262.883 0
19 45 (0.0) 56 (0.4) 59 (0.6) 0 0 356.689 0
20 42 (1.0) 45 (0.0) 49 (0.0) 0 0 239.075 0
21 10 (0.0) 42 (0.3) 53 (0.7) 0 0 262.675 0
22 42 (1.0) 45 (0.0) 49 (0.0) 0 0 216.006 0
23 10 (0.1) 42 (0.1) 53 (0.8) 0 0 204.453 0
24 10 (0.1) 42 (0.3) 53 (0.6) 0 0 198.19 0
25 10 (0.1) 42 (0.1) 53 (0.8) 0 0 186.948 0
26 10 (0.1) 42 (0.1) 53 (0.8) 0 0 176.809 0
27 10 (0.1) 42 (0.4) 53 (0.5) 0 0 168.294 0
28 45 (0.0) 56 (0.5) 59 (0.5) 0 0 236.565 0
29 42 (1.0) 49 (0.0) 0 0 119.276 0
30 10 (0.0) 42 (0.6) 53 (0.4) 0 0 123.041 0
31 10 (0.1) 42 (0.0) 53 (0.9) 0 0 127.128 0
32 42 (0.5) 53 (0.5) 0 0 108.957 0
33 10 (0.2) 53 (0.8) 0 0 52.374 0
35 42 (0.8) 53 (0.2) 0 0 59.267 0
36 42 (1.0) 45 (0.0) 49 (0.0) 0 0 39.636 0
37 10 (0.1) 42 (0.5) 53 (0.4) 0 0 26.928 0
38 10 (0.1) 53 (0.9) 0 0 31.029 0
39 42 (1.0) 49 (0.0) 0 0 7.219 0
40 42 (0.7) 45 (0.3) 49 (0.0) 0 0 15.694 0
41 42 (1.0) 49 (0.0) 0 0 5.108 0
42 36
43 42 (0.7) 45 (0.0) 53 (0.0) 56 (0.2) 0 0 0 0 44 42 (0.3) 45 (0.0) 53 (0.7) 56 (0.0) 0 0 0 0
45 23
46 42 (0.9) 45 (0.1) 49 (0.0) 0 0 5.306 0
47 42 (0.7) 45 (0.0) 49 (0.0) 53 (0.2) 0 0 0 0
48 45 (0.3) 56 (0.1) 59 (0.6) 0 0 78.839 0
49 20
50 42 (0.2) 45 (0.2) 49 (0.0) 53 (0.6) 0 0 0 0
51 42 (0.2) 45 (0.0) 53 (0.8) 56 (0.0) 0 0 0 0 52 45 (0.2) 49 (0.0) 53 (0.8) 58 (0.0) 0 0 0 0
53 29
54 53 (0.8) 56 (0.1) 58 (0.2) 0 0 0 0
55 45 (0.0) 53 (0.6) 56 (0.0) 58 (0.4) 0 0 0 0
56 10
57 45 (0.0) 49 (0.0) 53 (0.2) 58 (0.8) 0 0 0 0
58 4
59 5
Reksa Dana Ekofix
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 28 (0.4) 30 (0.6) 59 (0.0) 0 0 345.621 0
2 6 (0.6) 7 (0.0) 59 (0.4) 0 0 295.47 0
3 7 (0.3) 8 (0.0) 42 (0.7) 0 0 351.054 0
4 6 (0.6) 7 (0.4) 0 0 14.55 0
5 6 (0.2) 30 (0.6) 59 (0.2) 0 0 345.018 0
6 23
7 22
8 1
9 6 (0.1) 7 (0.5) 59 (0.4) 0 0 268.116 0
10 7 (0.2) 42 (0.4) 59 (0.5) 0 0 507.146 0
11 21 (0.2) 28 (0.2) 59 (0.6) 0 0 486.963 0
12 6 (0.4) 30 (0.2) 59 (0.4) 0 0 333.877 0
13 2
14 28 (0.9) 30 (0.1) 0 0 259.11 0
15 6 (0.7) 7 (0.2) 59 (0.1) 0 0 0 0.001
16 21 (0.4) 28 (0.3) 59 (0.3) 0 0 248.153 0
17 6 (0.4) 7 (0.2) 59 (0.4) 0 0 187.319 0
18 13 (0.3) 42 (0.2) 59 (0.6) 0 0 357.347 0
19 6 (0.6) 7 (0.2) 59 (0.2) 0 0 0 0.002
20 6 (0.5) 7 (0.3) 59 (0.2) 0 0 0 0
21 2
22 28 (0.0) 30 (0.5) 59 (0.5) 0 0 320.042 0
23 28 (0.0) 30 (0.7) 59 (0.2) 0 0 208.239 0
24 28 (0.3) 30 (0.7) 0 0 88.433 0
25 6 (0.3) 30 (0.7) 59 (0.1) 0 0 0 0.001
26 6 (0.1) 30 (0.5) 59 (0.3) 0 0 126.437 0
27 6 (0.1) 30 (0.6) 59 (0.3) 0 0 117.826 0
28 10
29 6 (0.3) 30 (0.4) 59 (0.3) 0 0 0 0
30 20
31 6 (0.5) 30 (0.0) 59 (0.5) 0 0 0 0.001
32 6 (0.4) 7 (0.1) 59 (0.5) 0 0 0 0
33 6 (0.2) 30 (0.5) 59 (0.3) 0 0 0 0.001
34 28 (0.4) 30 (0.5) 59 (0.2) 0 0 0 0
35 6 (0.4) 7 (0.0) 59 (0.6) 0 0 0 0.001
36 6 (0.4) 7 (0.0) 59 (0.6) 0 0 0 0.001
37 28 (0.1) 30 (0.6) 59 (0.3) 0 0 0 0
38 6 (0.3) 30 (0.1) 59 (0.6) 0 0 0 0
39 6 (0.1) 7 (0.3) 59 (0.7) 0 0 0 0.001
40 7 (0.3) 55 (0.0) 59 (0.7) 0 0 0 0.001
41 6 (0.3) 7 (0.0) 59 (0.7) 0 0 0 0.001
42 4
44 6 (0.1) 7 (0.1) 59 (0.8) 0 0 0 0.001
45 28 (0.4) 30 (0.0) 59 (0.6) 0 0 4.482 0
46 0
47 7 (0.2) 55 (0.1) 59 (0.8) 0 0 0 0.002
48 7 (0.1) 55 (0.3) 59 (0.5) 0 0 0 0
49 13 (0.0) 42 (0.1) 59 (0.9) 0 0 78.23 0
50 30 (0.2) 59 (0.5) 60 (0.3) 0 0 0 0.001
51 7 (0.1) 55 (0.1) 59 (0.8) 0 0 0 0
52 7 (0.1) 55 (0.3) 59 (0.7) 0 0 0 0.004
53 7 (0.0) 55 (0.2) 59 (0.8) 0 0 0 0.002
54 7 (0.0) 55 (0.1) 59 (0.8) 0 0 0 0.001
55 9
56 30 (0.0) 59 (0.8) 60 (0.2) 0 0 0 0.001
57 55 (0.3) 59 (0.7) 0 0 0 0
58 55 (0.3) 59 (0.7) 0 0 0 0.001
59 44
Reksa Dana Ganesha Abadi
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 3 (0.8) 4 (0.0) 58 (0.2) 0 0 124.467 0
2 3 (0.4) 4 (0.3) 58 (0.3) 0 0 198.177 0
3 31
4 15
5 3 (1.0) 58 (0.0) 59 (0.0) 0 0 0 0
6 3 (0.3) 10 (0.3) 58 (0.3) 0 0 158.99 0
7 4 (0.3) 45 (0.2) 58 (0.4) 0 0 329.911 0
8 3 (0.9) 59 (0.1) 0 0 0 0
9 4 (0.2) 45 (0.2) 58 (0.6) 0 0 492.748 0
10 10
11 3 (0.7) 4 (0.1) 58 (0.2) 0 0 187.373 0
12 3 (0.6) 10 (0.1) 58 (0.3) 0 0 193.214 0
13 4 (0.8) 45 (0.2) 0 0 120.007 0.001
14 3 (0.8) 4 (0.2) 58 (0.0) 0 0 25.535 0
15 3 (1.0) 58 (0.0) 59 (0.0) 0 0 0 0.001
16 3 (0.9) 59 (0.1) 0 0 0 0
17 4 (0.8) 45 (0.1) 58 (0.0) 0 0 0 0.002
18 0
19 10 (0.6) 39 (0.1) 53 (0.3) 0 0 51.796 0
20 10 (0.6) 53 (0.1) 59 (0.3) 0 0 0 0
21 3 (0.6) 58 (0.2) 59 (0.2) 0 0 0 0
22 3 (0.6) 58 (0.1) 59 (0.4) 0 0 0 0.001
23 3 (0.5) 58 (0.5) 59 (0.0) 0 0 0 0.001
24 3 (0.4) 59 (0.6) 0 0 0 0.001
25 4 (0.4) 45 (0.1) 58 (0.5) 0 0 0 0.001
26 4 (0.4) 45 (0.1) 58 (0.5) 0 0 0 0.002
27 10 (0.3) 39 (0.2) 58 (0.1) 59 (0.5) 0 0 0 0
28 3 (0.3) 58 (0.2) 59 (0.5) 0 0 0 0
29 3 (0.3) 58 (0.3) 59 (0.4) 0 0 0 0
30 3 (0.3) 58 (0.3) 59 (0.4) 0 0 0 0
31 3 (0.2) 58 (0.1) 59 (0.6) 0 0 0 0
32 3 (0.2) 58 (0.5) 59 (0.3) 0 0 0 0.001
33 3 (0.2) 58 (0.2) 59 (0.7) 0 0 0 0.001
35 10 (0.1) 39 (0.2) 58 (0.5) 59 (0.2) 0 0 0 0
36 3 (0.1) 58 (0.6) 59 (0.3) 0 0 0 0.001
37 3 (0.1) 58 (0.8) 59 (0.1) 0 0 0 0.001
38 3 (0.0) 58 (0.4) 59 (0.5) 0 0 0 0.002
39 7
40 4 (0.0) 45 (0.3) 58 (0.7) 0 0 0 0.001
41 3 (0.1) 58 (0.3) 59 (0.6) 0 0 0 0.002
42 4 (0.0) 45 (0.7) 58 (0.3) 0 0 44.619 0
43 3 (0.3) 58 (0.6) 59 (0.2) 0 0 0 0
44 3 (0.3) 58 (0.6) 59 (0.1) 0 0 0 0
45 12
46 39 (0.2) 45 (0.3) 58 (0.5) 0 0 177.59 0
47 10 (0.3) 39 (0.1) 58 (0.6) 59 (0.0) 0 0 0 0 48 10 (0.3) 39 (0.0) 58 (0.1) 59 (0.6) 0 0 0 0
49 3 (0.3) 58 (0.3) 59 (0.4) 0 0 0 0.001
50 4 (0.2) 45 (0.2) 58 (0.6) 0 0 0 0.006
51 3 (0.3) 58 (0.4) 59 (0.3) 0 0 0 0.002
52 3 (0.2) 10 (0.0) 58 (0.0) 59 (0.7) 0 0 0 0
53 3
54 4 (0.1) 45 (0.1) 58 (0.8) 0 0 0 0.001
55 10 (0.0) 39 (0.0) 53 (0.2) 59 (0.8) 0 0 0 0
56 4 (0.0) 45 (0.1) 58 (0.9) 0 0 0 0.002
57 3 (0.0) 58 (0.1) 59 (0.9) 0 0 0 0.001
58 43
59 31
Reksa Dana Investasi Reksa Premium
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 28
2 7
3 1 (0.1) 6 (0.9) 47 (0.0) 0 0 22.108 0
4 1 (0.1) 6 (0.9) 47 (0.0) 0 0 13.325 0
5 7 (1.0) 0 0 15.692 0
6 23
7 3
8 6 (1.0) 35 (0.0) 47 (0.0) 0 0 0 0
9 1 (0.9) 47 (0.1) 60 (0.0) 0 0 99.334 0
10 2 (1.0) 60 (0.0) 0.001 0 46.494 0
11 1 (0.8) 6 (0.2) 47 (0.0) 0 0 22.048 0
12 1 (0.5) 6 (0.5) 47 (0.0) 0 0 15.704 0
13 1 (0.8) 35 (0.1) 47 (0.0) 60 (0.0) 0 0 0.003 0
14 1 (0.7) 2 (0.1) 35 (0.2) 60 (0.0) 0 0 0 0
15 2 (0.7) 33 (0.3) 60 (0.0) 0 0 0 0
16 2 (0.6) 33 (0.4) 60 (0.0) 0.002 0 0 0
17 6 (0.5) 35 (0.5) 47 (0.0) 0 0 0 0
18 1 (0.1) 6 (0.4) 35 (0.5) 47 (0.0) 0 0 0 0
19 1 (0.4) 35 (0.5) 47 (0.0) 60 (0.0) 0 0 0 0
20 6 (0.4) 35 (0.6) 47 (0.0) 0 0 0 0
21 1 (0.3) 7 (0.1) 33 (0.6) 0 0 0 0
22 6 (0.4) 35 (0.6) 47 (0.0) 0 0 0.003 0
23 1 (0.3) 35 (0.7) 47 (0.0) 60 (0.0) 0 0 0 0 24 1 (0.3) 35 (0.7) 47 (0.0) 60 (0.0) 0 0 0 0
25 1 (0.2) 35 (0.7) 47 (0.1) 60 (0.0) 0 0 0 0 26 1 (0.1) 6 (0.1) 35 (0.8) 47 (0.0) 0 0 0 0 27 1 (0.1) 6 (0.1) 35 (0.8) 47 (0.0) 0 0 0.005 0
28 1 (0.1) 35 (0.8) 47 (0.0) 60 (0.0) 0 0 0 0
29 6 (0.1) 35 (0.9) 47 (0.0) 0 0 0.001 0
30 1 (0.0) 7 (0.0) 33 (0.6) 35 (0.3) 0 0 0 0
31 6 (0.1) 35 (0.9) 47 (0.0) 0 0 0 0
32 6 (0.1) 35 (0.9) 47 (0.0) 0 0 0.005 0
33 7
35 37
36 35 (0.4) 37 (0.6) 49 (0.0) 60 (0.0) 0 0 0 0
37 1
38 35 (0.9) 47 (0.1) 49 (0.0) 60 (0.0) 0 0 0 0
39 6 (0.1) 35 (0.6) 47 (0.2) 0 0 0 0.006
40 6 (0.2) 35 (0.7) 47 (0.1) 0 0 0 0
41 1 (0.2) 35 (0.7) 47 (0.1) 60 (0.0) 0 0 0 0 42 1 (0.2) 35 (0.5) 47 (0.3) 60 (0.0) 0 0 0 0
43 2 (0.2) 33 (0.8) 60 (0.0) 0 0 0 0
44 1 (0.1) 6 (0.1) 35 (0.7) 47 (0.1) 0 0 0 0
45 6 (0.3) 35 (0.6) 47 (0.1) 0 0 0.006 0
46 0
47 38
48 2 (0.0) 33 (0.6) 35 (0.0) 60 (0.4) 0.003 0 0.001 0
49 2
50 1 (0.3) 6 (0.4) 35 (0.2) 47 (0.1) 0 0 0.003 0
51 6 (0.8) 35 (0.1) 47 (0.1) 0 0 0 0.004
52 1 (0.2) 6 (0.6) 35 (0.2) 47 (0.0) 0 0 0 0
53 1 (0.7) 35 (0.2) 47 (0.0) 60 (0.0) 0 0 0.003 0 54 1 (0.2) 6 (0.5) 35 (0.1) 47 (0.3) 0 0 0.001 0
55 2 (0.8) 33 (0.2) 60 (0.0) 0 0 0 0
56 1 (0.7) 35 (0.2) 47 (0.1) 60 (0.0) 0 0 0 0
57 1 (0.7) 35 (0.2) 47 (0.1) 60 (0.0) 0 0 0 0 58 1 (0.7) 35 (0.3) 47 (0.0) 60 (0.0) 0 0 0 0
59 1 (0.7) 35 (0.2) 47 (0.1) 60 (0.0) 0 0 0.002 0
Reksa Dana ITB-Niaga
DMU Benchmarks {S} CVaR {I} {S} s {I} {S} NAV {O} {S} Return {O}
1 6 (0.0) 10 (0.8) 24 (0.1) 0 0 96.109 0
2 24 (0.0) 28 (0.9) 53 (0.1) 0 0 247.789 0
3 10 (0.8) 39 (0.2) 0 0 111.663 0
4 6 (0.2) 10 (0.8) 0 0 39.281 0
5 10 (0.7) 39 (0.3) 0 0 110.885 0.002
6 10
7 6 (0.4) 10 (0.6) 0 0 8.775 0
8 6 (0.3) 10 (0.7) 0 0 3.032 0
9 10 (0.6) 39 (0.4) 0 0 98.413 0
10 30
11 10 (0.4) 39 (0.0) 42 (0.6) 0 0 421.393 0
12 10 (0.7) 39 (0.2) 42 (0.1) 0 0 261.694 0
13 10 (0.6) 28 (0.3) 58 (0.2) 0 0 167.52 0
14 10 (0.0) 28 (0.8) 58 (0.1) 0 0 208.161 0
15 6 (0.6) 10 (0.4) 41 (0.0) 0 0 0 0
16 6 (0.8) 10 (0.1) 41 (0.1) 0 0 0 0
17 10 (0.9) 39 (0.1) 0 0 22.071 0.001
18 6 (0.2) 10 (0.6) 41 (0.1) 0 0 0 0
19 10 (0.8) 42 (0.1) 58 (0.1) 0 0 30.192 0
20 6 (0.2) 10 (0.6) 41 (0.2) 0 0 0 0
21 10 (0.6) 24 (0.1) 28 (0.3) 41 (0.0) 0 0 0 0
22 10 (0.7) 39 (0.0) 41 (0.3) 0 0 0 0
23 6 (0.5) 24 (0.1) 41 (0.4) 0 0 0 0
24 6
25 10 (0.5) 39 (0.1) 41 (0.3) 0 0 0 0
26 10 (0.4) 24 (0.1) 28
