Lampiran 1: Daftar Produk Reksadana Saham Periode

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45

Lampiran 1: Daftar Produk Reksadana Saham Periode 2006-2009

No. Nama Produk

1 Bahana Dana Prima 2 BNI Dana Berkembang

3 CIMB Principal Equity Aggressive 4 Dana Ekuitas Andalan

5 Dana Ekuitas Prima 6 Dana Pratama Ekuitas 7 Danareksa Mawar

8 First State Indoequity Dividend Yield Fund * 9 First State Indoequity Sectoral Fund *

10 Fortis Ekuitas 11 Fortis Pesona

12 Mahanusa Dana Ekuitas 13 Makinta Mantap

14 Mandiri Investa Atraktif * 15 Manulife Dana Saham * 16 Nikko Saham Nusantara 17 Panin Dana Maksima 18 Paramitra Premium 19 Phinisi Dana Saham * 20 Pratama Saham

21 Rd Batavia Dana Saham

22 Rd Batavia Dana Saham Optimal 23 Rd AXA Citradinamis

24 Reliance Equity Fund 25 Rencana Cerdas 26 Saham BUMN

27 Schroder Dana Istimewa * 28 Schroder Dana Prestasi Plus * 29 TRIM Kapital

30 TRIM Syariah Saham

* = Produk Reksadana Saham yang Memenuhi Kriteria Penelitian

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46

Lampiran 2: Daftar Produk Reksadana Campuran Periode 2006-2009

1 AAA Amanah Syariah Fund 2 AAA Balanced Fund

3 ANAM Pendapatan Kombinasi 4 Bahana Dana Infrastruktur 5 Bahana Dana Selaras

6 Bahana Kombinasi Arjuna * 7 Bangun Indonesia

8 BNI Dana Plus Syariah 9 Brent Dana Fleksi 10 Capital Fleksi

11 Capital Syariah Flexi

12 CIMB-Principal Islamic Balanced Growth 13 Citra Gold

14 Dana Investasi Bersama 15 Dana Selaras Dinamis 16 Danamas Fleksi 17 Danareksa Anggrek *

18 Danareksa Anggrek Fleksibel * 19 Danareksa Syariah Berimbang * 20 Dhanawibawa Progresif

21 EURO Peregrine Berimbang Plus

22 EURO Peregrine Syariah Balanced Fund 23 First State Indoequity Balanced Fund 24 First State Indoequity Liquid Plus Fund 25 First State Indoequity Multi Strategy Fund * 26 Fortis Ekuitra

27 Fortis Spektra 28 Garuda Satu

29 GoldMany Dana Fleksi 30 Harvestindo Maxima 31 IPB Kresna

32 IPB Syariah 33 Jisawi Fleksi 34 Jisawi Mix

35 Lautandhana Balanced Fund 36 Mahanusa Dana Kapital

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47

Lampiran 2: Daftar Produk Reksadana Campuran Periode 2006-2009 (sambungan)

37 Makara Prima 38 Makinta Fleksi

39 Mandiri Investa Aktif *

40 Mandiri Investa Syariah Berimbang 41 Mega Dana Campuran

42 Mega Dana Kombinasi 43 NISP Dana Handal 44 Optima Fleksi

45 Panin Dana Unggulan 46 Portfolio Optimal 47 Pratama Berimbang 48 Premier Citra Optima 49 Premier Optima 50 Prospera Balance

51 Rd Batavia Dana Dinamis 52 CIMB-Principal UGM Balanced 53 Reksadana GMT Dana Fleksi 54 Reksadana Guru

55 Reksadana Maestro Berimbang 56 Reksadana Paramitra Optimum 57 Reksadana PNM Syariah 58 Reksadana Prima

59 Reksadana T-Fi Xtra Dinamis 60 Reksadana Dana Fleksibel Dua 61 Reksadana Gani Flexi Fund 62 Reksadana Keraton

63 Reksadana Mega Dana Syariah 64 SAM Dana Berkembang 65 Save 2 Prosper

66 Schroder Dana Kombinasi 67 Schroder Dana Prestasi * 68 Schroder Dana Terpadu 69 Schroder Dana Terpadu II * 70 Semesta Dana Maksima 71 Simas Satu

72 Star Balanced

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48

Lampiran 2: Daftar Produk Reksadana Campuran Periode 2006-2009 (sambungan)

* = Produk Reksadana Campuran yang Memenuhi Kriteria Penelitian

73 TRIM Kombinasi 2

74 TRIM Syariah Berimbang

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49

Lampiran 3: Hasil Perhitungan Perubahan Nilai Aktiva Bersih Per Unit, Total Distribusi Capital Gain Per Unit, Total Pembayaran Dividen Per Unit, Dan Total Return

No.

Nama Produk

Reksadana Tahun NAB1 NAB0 ∆ NAB

Keuntungan (Kerugian) Investasi Yang

Telah Direalisasi

Total Pendapatan

Investasi

Jumlah Unit Penyertaan

Yang Beredar

Total Distribusi

Capital Gain

Total Pembayaran

Dividen

Total Return 1

First State Dividend

Yield Fund 2006 1,693.66 1,087.04 606.62 7542556652 736572732 24115215 312.77 30.54 87%

2007 2,563.87 1,693.66 870.21 12957434004 1469510430 21341022 607.16 68.86 91%

2008 1,266.02 2,563.87 -1297.85 -5202993307 1161700073 24396482 -213.27 47.62 -57%

2009 2,369.44 1,266.02 1103.42 3250541703 1319810647 22550939 144.14 58.53 103%

2

First State Indoequity

Sectoral Fund 2006 2,010.61 1,261.05 749.56 51048929154 5854114816 225689395 226.19 25.94 79%

2007 3,263.26 2,010.61 1252.65 178572582736 23281418764 412766210 432.62 56.40 87%

2008 1,603.07 3,263.26 -1660.19 -285274711838 42714217976 689411829 -413.79 61.96 -62%

2009 3,139.78 1,603.07 1536.71 -35542132823 53224407672 600292227 -59.21 88.66 98%

3

Mandiri Investa

Atraktif 2006 1,927.17 1,150.61 776.56 1252283304 587894138 45783999 27.35 12.84 71%

2007 3,207.38 1,927.17 1280.21 56236720799 9095970667 322983312 174.12 28.16 77%

2008 1,344.15 3,207.38 -1863.23 51045959414 31269044027 322983312 158.05 96.81 -50%

2009 2,739.54 1,344.15 1395.39 -202379418036 32949653200 416699101 -485.67 79.07 74%

4

Manulife Dana

Saham 2006 4,279.09 2,666.22 1612.87 67503856163 16214146689 221790614 304.36 73.11 75%

2007 6,845.53 4,279.09 2566.44 317237503030 56954335497 438455205 723.53 129.90 80%

2008 3,444.77 6,845.53 -3400.76 136601471324 69489361868 370050547 369.14 187.78 -42%

2009 6,950.34 3,444.77 3505.57 168851359893 63486306623 311228756 542.53 203.99 123%

5 Phinisi Dana Saham 2006 7,504.25 4,690.96 2813.29 35587830713 2115787590 9673284 3678.98 218.72 143%

2007 11,989.75 7,504.25 4485.50 15175435881 2915817018 9336884 1625.32 312.29 86%

2008 6,202.81 11,989.75 -5786.94 6100719827 3006052557 9179625 664.59 327.47 -40%

2009 12,462.23 6,202.81 6259.42 5283671066 3015251674 8838414 597.81 341.15 116%

6

Schroder Dana

Istimewa 2006 1,896.45 1,216.34 680.11 75932052760 11944029215 349350711 217.35 34.19 77%

2007 2,956.45 1,896.45 1060.00 281433675311 28392350268 316323484 889.70 89.76 108%

2008 1,694.89 2,956.45 -1261.56 54066727656 21686112871 268257714 201.55 80.84 -33%

2009 3,365.97 1,694.89 1671.08 87202544972 22315222474 284900218 306.08 78.33 121%

7

Schroder Dana

Prestasi Plus 2006 8,574.86 5,443.71 3131.15 540924995995 73587567559 406657465 1330.17 180.96 85%

2007 13,379.55 8,574.86 4804.69 1211320683494 190690401637 708176742 1710.48 269.27 79%

2008 7,779.63 13,379.55 -5599.92 -592210624959 264555002707 750268050 -789.33 352.61 -45%

2009 15,564.43 7,779.63 7784.80 1279517044826 321110549120 741016583 1726.71 433.34 128%

8

Bahana Kombinasi

Arjuna 2006 1,579.18 1,017.31 561.87 3155998809 650885123 20282410 155.60 32.09 74%

2007 2,199.01 1,579.18 619.83 9376863452 6651425998 79833316 117.46 83.32 52%

2008 1,360.24 2,199.01 -838.77 4392759460 7472090516 59711654 73.57 125.14 -29%

2009 2,093.71 1,360.24 733.47 -4409189622 7266112328 56874892 -77.52 127.76 58%

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50

Lampiran 3: Hasil Perhitungan Perubahan Nilai Aktiva Bersih Per Unit, Total Distribusi Capital Gain Per Unit, Total Pembayaran Dividen Per Unit, Dan Total Return Reksadana (sambungan)

9 Danareksa Anggrek 2006 2,776.59 1,942.72 833.87 7587711813 1912971462 21143545 358.87 90.48 66%

2007 3,754.72 2,776.59 978.13 11936895549 5024043062 47030907 253.81 106.82 48%

2008 2,440.60 3,754.72 -1314.12 -2723346665 8632876564 56291558 -48.38 153.36 -32%

2009 3,863.51 2,440.60 1422.91 7264980148 7075179266 46529978 156.14 152.06 71%

10

Danareksa Anggrek

Fleksibel 2006 1,320.19 1,098.50 221.69 333043570 822016141 9885877 33.69 83.15 31%

2007 2,035.12 1,320.19 714.93 3533004233 1172699036 35213334 100.33 33.30 64%

2008 1,324.99 2,035.12 -710.13 -1759864458 3191445249 37800176 -46.56 84.43 -33%

2009 2,405.46 1,324.99 1080.47 -2019151515 2029845866 45012017 -44.86 45.10 82%

11

Danareksa Syariah

Berimbang 2006 2,490.10 1,839.42 650.68 2865364803 1030989727 12408143 230.93 83.09 52%

2007 3,537.44 2,490.10 1047.34 9970727778 2134687868 18689874 533.48 114.22 68%

2008 1,960.21 3,537.44 -1577.23 -17055180657 3574073077 16597192 -1027.59 215.34 -68%

2009 3,742.71 1,960.21 1782.50 11251329228 2965530667 11568080 972.62 256.35 153%

12

First State Multi

Strategi Fund 2006 1,601.57 1,115.45 486.12 3993855144 533666625 18201570 219.42 29.32 66%

2007 2,415.44 1,601.57 813.87 12313199395 2054543107 49995063 246.29 41.09 69%

2008 1,302.49 2,415.44 -1112.95 -36042339368 5246062226 100011274 -360.38 52.45 -59%

2009 2,231.65 1,302.49 929.16 2063243414 8556627744 87204207 23.66 98.12 81%

13 Mandiri Investa Aktif 2006 1,618.14 1,155.16 462.98 2739303995 1488822779 34345291 79.76 43.35 51%

2007 2,318.53 1,618.14 700.39 13741453180 4391404739 75954379 180.92 57.82 58%

2008 1,330.22 2,318.53 -988.31 9678798187 9038901044 98239790 98.52 92.01 -34%

2009 2,227.75 1,330.22 897.53 -3811020125 8694506361 73256050 -52.02 118.69 72%

14

Schroder Dana

Prestasi 2006 9,038.20 6,151.87 2886.33 39074715536 7023620936 36850349 1060.36 190.60 67%

2007 13,896.06 9,038.20 4857.86 89714289768 14793753965 52147905 1720.38 283.69 76%

2008 7,802.00 13,896.06 -6094.06 -30650225085 19142924536 47003994 -652.08 407.26 -46%

2009 15,481.93 7,802.00 7679.93 72813755637 17320896707 38721657 1880.44 447.32 128%

15

Schroder Dana

Terpadu II 2006 1,177.38 965.93 211.45 10397198225 86199201870 2051349680 5.07 42.02 27%

2007 1,571.34 1,177.38 393.96 348232097192 168442439362 2437606035 142.86 69.10 51%

2008 1,269.49 1,571.34 -301.85 201674255696 124749707519 2182735949 92.40 57.15 -10%

2009 1,983.75 1,269.49 714.26 338059627367 214359435981 2187050938 154.57 98.01 76%

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51

Lampiran 4: Hasil Uji Statistik Deskriptif Perubahan Nilai Aktiva Bersih, Total Distribusi Capital Gain, Total Pembayaran Dividen, dan Total Return Reksadana

∆ NAB 2006 2007 2008 2009

Mean 1112.34 1763.07 -2253.86 2566.44

Minimum 211.45 393.96 -6094.06 714.26

Maximum 3131.15 4857.86 -301.85 7784.80

CGD 2006 2007 2008 2009

Mean 549.39 630.56 -126.24 385.69

Minimum 5.07 100.33 -1027.59 -485.67

Maximum 3678.98 1720.38 664.59 1880.44

DIV 2006 2007 2008 2009

Mean 78.03 116.27 156.15 175.10

Minimum 12.84 28.16 47.62 45.10

Maximum 218.72 312.29 407.26 447.32

Total return 2006 2007 2008 2009

Mean 0.70 0.73 -0.43 0.99

Minimum 0.27 0.48 -0.68 0.58

Maximum 1.43 1.08 -0.10 1.53

Lampiran 5: Hasil Uji Normalitas (One-Sample Kolmogorov-Smirnov Test)

Unstandarized Residual

N 60

Normal Parameters(a,b) Mean 0.000

Std. Deviation 0.357

Most Extreme Differences Absolute 0.122

Positive 0.071

Negative -0.122

Kolmogorov-Smirnov Z 0.945

Asymp. Sig. (2-tailed) 0.334

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52 Lampiran 6: Hasil Analisa Korelasi Pearson

∆ NAB CGD DIV Total return

∆ NAB

Pearson

Correlation 1 0.645 0.225 0.767

Sig. (2-tailed) - 0.000 0.084 0.000

N 60 60 60 60

CGD

Pearson

Correlation 0.645 1 0.427 0.588

Sig. (2-tailed)

0.000 - 0.001 0.000

N 60 60 60 60

DIV

Pearson

Correlation 0.225 0.427 1 0.067

Sig. (2-tailed) 0.084 0.001 - 0.613

N 60.000 60.000 60.000 60

Total return

Pearson

Correlation 0.767 0.588 0.067 1

Sig. (2-tailed)

0.000

0.000 0.613 -

N 60 60 60 60

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53 Lampiran 7: r-table distribution