LAMPIRAN I
Daftar Reksa Dana Saham yang Menjadi Populasi Penelitian:
No
Manajer Investasi
Nama Reksa Dana
Kode
Reksa
Dana
Kriteria
Penentuan
Sampel
Sampel
1
2
3
1
AAA Asset
Management
AAA Blue Chip
Value Fund 2
61170
2
2
PT AMCI Manajemen
Investasi Indonesia
Amobligasi Jibor 1
Year Plus
AMC
01
3
PT AXA Asset
Management Indonesia
Reksa Dana AXA
Citradinamis
BIIDI
NA
√
√
√
Sampel
4
PT Aberdeen Asset
Management
Reksa Dana NISP
Indeks Saham
Progresif
CPF2
5
PT Archipelago Asset
Management
Archipelago Equity
Growth
00846
99
6
PT Ashmore Asset
Management
Ashmore Dana
Ekuitas Nusantara
D0AS
01
7
PT Avrist Asset
Management
Avrist Equity–Cross
Sectoral
00877
83
8
PT BNI Asset
Management
BNI Reksa Dana
Berkembang
000DI
B
√
√
√
Sampel
9
PT BNP Paribas
Investment Partners
BNP Paribas Maxi
Saham
00822
14
10
PT Bahana TCW
Investment
Management
Reksa Dana Ekuitas
Prima
RDEP
√
√
√
Sampel
11
PT Batasa Capital
Big Dana Syariah
Terproteksi
BIGD
ST
12
PT Batavia
Prosperindo Aset
Manajemen
Batavia Dana Saham
Optimal
00867
69
√
√
√
Sampel
13
PT Bowsprit Asset
Management
Reksa Dana
Penyertaan Terbatas
Bowsprit
00D87
A
14
PT CIMB Principal
Asset Management
CIMB-Principal
Equity Aggressive
00995
56
√
√
√
Sampel
15
PT Ciptadana Asset
Management
Rencana Cerdas
00910
17
√
√
√
Sampel
16
PT Corfina Capital
Grow-2-Prosper
00865
04
√
√
√
Sampel
18
PT Danareksa
Investment
Management
Danareksa Mawar
RDM
W
19
PT Danatama Makmur
Danareksa Seruni
RDSN
20
PT Dhanawibawa
Manajemen Investasi
RDPT Dhanawibawa
Eksklusif 1
RDPT
21
PT Eastspring
Investment Indonesia
Reksa Dana
Eastspring Investment
Value
ESIFI
F
22
PT Emco Asset
Management
Reksa Dana Makinta
Growth Fund
00D68
B
√
√
√
Sampel
23
PT Equator Investment
Equator Alpha
00873
95
24
PT Equity Securities
Indonesia
Reksa Dana Prima
00928
41
25
PT Eurocapital
Peregrine Securities
Reksa Dana V plus
RVPI
26
PT First State
Investment Indonesia
Reksa Dana First
State Indoequity Peka
Fund
FIPF
√
√
√
Sampel
27
PT GAP Capital
GAP Equity Fund
00851
26
28
PT Henan Putihrai
Asset Management
Reksa Dana HPAM
Saham Dinamis
HPA
MD
29
PT Indo Premier
Investment
Management
Premier Ekuitas
Makro Plus
00882
45
30
PT Indoasia Aset
Manajemen
I Am Equity Fund
IND0
2IA
31
PT Indosurya Asset
Management
Reksa Dana Indosurya
Balance Fund
R099
32
PT Insight Asset
Management
Reksa Dana Guru
00866
52
33
PT Intru Nusantara
Garuda Satu
GARS
AT
34
PT Jisawi Finas
Jisawi Profresif
61200
3
35
PT Kharisma Asset
Management
Kharisma Flexi
Terbatas
71080
1
36
PT Kiwoom
Investment
Management Indonesia
Kiwoom Indonesia
Optimum Fund
61210
1
37
PT Kresna Asset
Mrs Cash Kresna
MRS
Management
Progressive
39
PT Lippo Securities
Tbk
Reksa Dana Lippo
Dana Prima
RDLD
P
40
PT MNC Asset
Management
Reksa Dana MNC
Dana Ekuitas
BIG-EQ
√
√
√
Sampel
41
PT Mandiri
Manajemen Investasi
Mandiri Investa UGM
00833
03
√
√
√
Sampel
42
PT Manulife Aset
Manajemen Indonesia
Manulife Dana Saham
00928
82
√
√
√
Sampel
43
PT Maybank GMT
Asset Management
Maybank GMT Dana
Ekuitas
00852
09
√
√
√
Sampel
44
PT Mega Asset
Management
Mega Asset Maxima
0D10
AQ
45
PT Mega Capital
Investama
RDPT Mega Saham
Maxima
0D10
AI
46
PT Millenium
Danatama Indonesia
Reksa Dana
Millenium Equity
00D61
B
√
√
√
Sampel
47
PT Minna Padi Aset
Manajemen
Minna Padi Keraton II
61190
1
48
PT Narada Kapital
Indonesia
Narada Saham
Indonesia
00877
68
49
PT Net Assets
Management
Net Dana Flexi
NETF
LEXI
M
50
PT Nikko Securities
Indonesia
Nikko Indonesia
Equity Fund
RB00
11ND
EQSH
51
PT OSO Manajemen
Investasi
OSO Sustainability
Fund
OSUS
52
PT Optima Investama
Optima Pasar Uang
00D32
B
53
PT PG Asset
Management
Reksa Dana PG
Sejahtera
00D31
B
54
PT PNM Investment
Management
PNM Saham Agresif
00849
62
55
PT Pacific Capital
Investment
Reksa Dana Pacific
Equity Fund
00849
62
56
PT NISP Asset
Management
Reksa Dana NISP
Indeks Saham
Progresif
NISP
√
√
√
Sampel
57
PT Panin Asset
Management
Panin Dana Prima
GR00
2PR
√
√
√
Sampel
58
PT Panin Asset
Management
Panin Dana Maxima
00910
33
√
√
√
Sampel
59
PT Paramitra Alfa
Reksa Dana Paramitra
00D18
60
PT Pavillion Capital
Reksa Dana Pavillion
Dana Anugrah
00D40
A
61
PT Phillip Asset
Reksa Dana Phillip
Rupiah
00D66
A
62
PT Pratama Capital
Pratama Saham
00994
24
√
√
√
Sampel
63
PT Prospera Asset
Prospera Bijak
00843
43
64
PT Quant Kapital
Reksa Dana Quant
Investa
RDQI
S
65
PT RHB OSK Asset
RHB OSK Alpha
Sector
RHB
ASR
66
PT Recapital Asset
Reksa Dana
Terproteksi
RECA
PIT
67
PT Reliance Asset
Reksa Dana Reliance
RELI
AN
68
PT Samuel Aset
SAM Indonesian
Equity
00846
65
69
PT Schroder
Investment
Reksa Dana Schroder
Indo
SIEF
√
√
√
Sampel
70
PT Semesta Aset
Semesta Dana Saham
00885
34
71
PT Signature Capital
Synergy Capital
00851
67
72
PT Sinarmas Asset
Reksa Dana Simas
000D8
0
73
PT Sucorinvest Asset
Management
Sucorinvest Equity
Fund
008D5
7
74
PT Surya Timur Alam
Reksa Dana Star
Balanced
008D6
0
75
PT Syailendra Capital
Syailendra Equity
00824
12
√
√
√
Sampel
76
PT Treasure Fund
TF Super Maxxi
62210
1
77
PT Trimegah Asset
TRIM Kapital
000D2
B
√
√
√
Sampel
78
PT Valbury Capital
Reksa Dana Valbury
VALB
UR
LAMPIRAN II
Sampel Reksa Dana Saham:
No
Kode Reksa Dana
Manajer Investasi
Nama Reksa Dana
1
BIIDINA
PT AXA Asset
Management Indonesia
Reksa Dana AXA Citradinamis
2
000D1B
PT BNI Asset
Management
BNI Reksa dana Berkembang
3
RDEP
PT Bahana TCW
Investment Management
Reksa Dana Dana Ekuitas Prima
4
0086769
PT Batavia Prosperindo
Aset Mnj
Batavia Dana Saham
5
0099556
PT CIMB Principal
Asset Management
CIMB-Principal Equity
Aggressive
6
0091017
PT Ciptadana Asset
Management
Rencana Cerdas
7
0086504
PT Corfina Capital
Grow-2-Prosper
8
00D68B
PT Emco Asset
Management
Reksa Dana Makinta Growth
Fund
9
FIPF
PT First State
Investments Indonesia
Reksa Dana First State
Indoequity Peka Fund
10
00D54N
PT Lautandhana
Investment Management
Reksa Dana Lautandhana Equity
Progresive
11
BIG-EQ
PT MNC Asset
Management
Reksa Dana MNC Dana Ekuitas
12
0083303
PT Mandiri Manajemen
Innvestasi
Mandiri Investa UGM
13
0092882
PT Manulife Aset
Manajemen Indonesia
Manulife Dana Saham
14
0085209
PT Maybank GMT
Asset Management
Maybank GMT Dana Ekuitas
15
00D61B
PT Millenium Danatama
Indonesia
Reksa Dana Millenium Equity
16
NISP
PT NISP Asset
Management
Reksa Dana NISP Indeks Saham
Progresif
17
GR002PRIMASH
PT Panin Asset
Management
Panin Dana Prima
18
0091033
PT Panin Asset
Management
Panin Dana Maksima
19
0099424
PT Pratama Capital
Assets Management
Pratama Saham
21
0082412
PT Syailendra Capital
Syailendra Equity Opportunity
Fund
22
000D2B
PT Trimegah Asset
Management
TRIM Kapital
LAMPIRAN III
Data Nilai Aktiva Bersih (NAB) yang digunakan sebagai variabel
return
portofolio
dalam penelitian:
BULAN KODE REKSA DANA SAHAM
BIIDINA 000D1B RDEP 0086769 0099556
JAN 56,679,108,391 38,546,577,205 405,875,360,886 119,362,641,298 28,756,410,075
FEB 59,797,259,639 39,975,927,784 369,875,654,599 119,942,012,829 31,248,616,570
MAR 55,681,423,479 37,284,695,046 274,360,575,736 117,333,565,849 27,035,577,046
APR 48,942,550,367 40,178,566,196 274,685,644,122 105,602,611,024 36,770,155,263
MEI 48,452,436,037 35,684,601,485 353,161,728,656 103,623,139,306 38,081,691,263
JUN 51,555,346,833 37,299,789,785 362,984,074,898 108,103,534,950 43,447,988,756
JUL 52,518,410,172 38,393,404,616 369,435,773,460 52,741,270,070 41,999,562,460
AGT 53,206,685,340 36,770,387,871 292,548,873,227 49,887,241,697 37,494,677,132
SEP 73,169,582,202 38,785,444,515 309,393,819,097 63,041,086,138 38,188,249,640
OKT 90,808,695,023 39,396,364,612 235,135,495,128 125,234,204,288 39,178,925,422
NOV 89,545,319,878 37,950,007,464 412,572,668,152 192,545,605,500 43,380,333,236
DES 89,178,688,513 38,740,498,211 580,038,342,455 224,793,718,823 43,135,487,417
Lanjutan Data NAB 2012
BULAN
KODE REKSA DANA SAHAM
0091017 0086504 00D68B FIPF 00D54N
JAN
104,619,298,377 38,764,503,795 7,890,261,027 143,092,722,492 66,856,520,381
FEB 106,728,679,745 40,385,566,206 18,378,013,060 149,920,588,040 72,598,045,839
MAR 108,265,585,578 40,582,609,237 22,086,850,790 154,453,881,445 81,344,493,358
APR 109,075,069,637 38,920,713,357 38,753,747,934 260,425,296,195 82,745,671,204
MEI 98,495,695,627 34,344,690,495 25,809,752,567 377,335,516,967 76,854,952,369
JUN 101,133,481,234 35,426,198,381 27,199,519,812 517,412,132,232 78,907,325,180
JUL 106,613,144,039 37,267,460,529 28,554,949,533 517,849,798,180 82,862,009,932
AGT 98,290,495,485 30,895,749,476 27,692,375,089 502,067,749,475 80,290,978,903
SEP 104,158,225,478 31,703,541,288 29,002,306,235 552,799,330,751 84,097,726,406
OKT 103,526,181,938 26,364,591,982 31,643,819,766 637,185,351,871 85,613,050,343
NOV 100,499,341,546 26,781,827,035 30,597,577,448 865,259,456,935 86,129,072,974
Lanjutan Data NAB 2012:
BULAN
KODE REKSA DANA SAHAM
BIG-EQ 0083303 0092882 0085209 00D61B
JAN 209,708,058,078 108,369,304,991 3,071,828,863,458 76,492,534,322 28,637,403,807
FEB 193,862,892,685 106,400,204,201 3,085,455,658,259 77,383,514,380 28,634,314,521
MAR 350,458,151,963 106,259,277,586 3,134,184,197,133 75,750,002,435 28,132,439,749
APR 462,760,983,494 102,440,640,921 3,122,536,566,715 77,312,084,888 27,988,182,412
MEI 442,691,395,052 89,357,307,324 2,882,344,340,798 73,183,895,058 25,908,311,987
JUN 467,278,850,225 93,654,360,624 2,972,351,702,236 84,853,882,852 26,451,206,963
JUL 549,887,323,410 96,824,204,548 3,090,290,547,424 81,185,373,777 27,867,767,171
AGT 543,981,081,625 92,722,556,859 2,986,885,547,570 76,560,349,759 25,561,463,857
SEP 701,816,831,652 80,794,975,522 3,102,216,897,702 83,521,183,908 26,573,074,929
OKT 983,165,035,685 79,120,772,458 3,174,337,259,517 82,338,814,830 27,043,989,780
NOV 926,559,120,862 77,683,458,832 3,188,466,285,545 80,475,169,455 73,643,530,628
Lanjutan Data NAB 2012:
BULAN
KODE REKSA DANA SAHAM
NISP GR002PRIMASH 0091033 0099424 SIEF
JAN 97,244,937,918 881,631,999,197 4,785,944,170,792 551,025,322,940 619,844,017,574
FEB 82,453,987,603 908,573,059,525 4,837,463,751,321 583,670,935,781 575,745,363,389
MAR 72,688,182,080 911,625,307,775 4,726,177,059,510 537,337,541,508 491,672,995,532
APR 64,298,559,528 953,189,204,575 4,640,803,366,278 536,772,158,008 489,150,911,259
MEI 59,295,160,282 1,263,022,981,537 4,596,189,123,984 530,812,129,741 443,255,807,060
JUN 61,544,685,932 1,315,817,447,415 4,965,662,536,491 523,120,647,873 460,407,487,486
JUL 61,578,384,410 1,342,262,280,368 5,215,370,790,255 499,947,853,603 483,389,035,759
AGT 58,855,999,479 1,345,648,711,332 5,077,930,918,289 470,856,982,368 462,126,384,487
SEP 58,772,931,508 1,395,165,341,419 5,115,979,829,501 489,239,364,496 476,864,215,372
OKT 53,746,427,972 1,164,808,691,627 4,620,569,176,386 477,849,668,754 485,209,269,118
NOV 53,171,494,766 1,128,096,304,029 4,636,103,548,407 456,745,572,564 485,685,540,483
DES 56,414,426,421 915,324,777,240 4,634,511,565,119 448,132,248,232 491,531,448,221
BULAN KODE REKSA DANA SAHAM 0082412 000D2B
JAN 124,682,984,642 455,565,730,397
FEB 137,110,395,559 409,603,645,911
MAR 132,830,539,123 419,810,266,662
APR 146,210,696,229 455,358,973,346
MEI 237,704,261,649 418,454,198,094
JUN 272,474,236,840 426,463,173,687
JUL 308,878,241,230 439,357,923,089
AGT 289,180,725,175 399,525,615,965
SEP 365,677,799,901 404,112,954,267
OKT 371,119,631,793 446,229,179,393
NAB 2013
BULAN
KODE REKSA DANA SAHAM
0091017 0086504 00D68B FIPF 00D54N
JAN 104,911,016,499 24,379,105,488 34,899,248,972 837,736,524,585 86,233,596,794
FEB 111,604,657,988 25,925,086,031 35,969,319,847 568,353,240,045 93,603,915,075
MAR 89,841,180,858 263,350,459,655 38,501,933,244 490,496,553,221 102,550,312,573
APR 85,038,961,974 229,565,354,763 38,172,605,337 506,671,283,991 102,665,797,949
MEI 86,646,717,564 162,255,466,812 38,553,772,970 558,806,837,086 109,510,474,840
JUN 83,805,668,687 142,899,050,962 34,683,533,680 668,244,776,010 101,058,497,486
JUL 75,892,873,302 138,943,040,636 33,101,659,552 666,313,539,036 95,749,978,447
AGT 68,995,091,620 136,317,988,449 29,450,451,515 623,477,119,706 85,973,086,972
SEP 72,862,493,381 141,044,658,479 30,383,241,666 655,907,975,949 87,331,307,146
OKT 76,346,255,793 151,761,299,321 32,046,363,957 717,159,629,977 91,747,390,978
NOV 72,692,887,776 133,066,127,073 29,127,741,032 681,101,876,849 86,002,363,926
DES 69,254,421,240 141,432,149,970 28,210,129,350 672,952,498,865 85,740,894,752 BUL
AN
KODE REKSA DANA SAHAM
BIIDINA 000D1B RDEP 0086769 0099556
JAN 92,312,249,124 39,880,992,717 560,083,347,910 226,784,837,211 43,371,463,963
FEB 100,609,146,910 39,458,011,083 381,798,435,832 247,604,038,792 48,300,917,403
MAR 138,968,999,104 40,143,396,111 580,277,974,565 275,230,349,020 49,262,473,831
APR 144,985,220,970 81,249,553,696 682,510,837,198 363,910,449,091 54,130,075,336
MEI 148,479,977,778 85,897,575,823 786,367,047,328 350,215,854,699 59,476,073,310
JUN 147,719,454,936 76,454,172,311 906,386,014,576 394,205,096,032 56,261,622,165
JUL 142,569,461,223 44,313,880,554 870,493,999,079 390,222,442,768 47,946,046,491
AGT 129,742,756,859 38,838,627,340 778,744,823,830 352,799,595,868 41,899,409,470
SEP 132,972,908,144 39,731,984,834 824,935,615,551 362,244,099,054 43,097,663,000
OKT 169,275,637,511 41,267,253,544 936,696,702,012 384,125,561,307 45,018,752,930
NOV 158,613,531,967 38,074,133,006 862,159,896,339 365,666,440,917 41,190,217,664
Lanjutan Data NAB 2013:
BULAN
KODE REKSA DANA SAHAM
BIG-EQ 0083303 0092882 0085209 00D61B
JAN 968,640,014,349 63,078,276,024 3,125,059,474,590 72,567,518,488 167,267,362,478
FEB 919,845,086,923 61,445,609,698 3,181,439,317,098 72,481,607,424 189,495,356,869
MAR 933,210,212,558 49,828,978,618 3,234,638,632,259 73,485,280,268 222,265,776,046
APR 935,255,125,211 103,889,614,005 3,206,979,377,955 73,481,126,945 209,965,977,683
MEI 945,714,943,526 112,046,087,855 3,122,249,166,714 74,468,331,203 220,336,006,672
JUN 926,783,842,659 102,061,067,845 2,977,678,235,632 76,772,327,633 220,138,022,609
JUL 880,371,971,926 95,282,704,889 2,806,584,840,267 79,309,840,626 202,985,769,615
AGT 824,632,096,036 82,469,593,505 2,593,400,085,042 75,000,020,173 197,504,729,774
SEP 802,817,712,456 81,580,958,288 2,566,711,692,288 75,587,185,136 9,023,897,821
OKT 836,036,270,450 85,456,311,975 2,690,664,990,914 79,769,615,070 209,716,193,258
NOV 780,104,612,782 79,768,328,127 2,525,279,286,063 75,858,838,896 222,930,320,676
Lanjutan Data NAB 2013:
BULAN KODE REKSA DANA SAHAM
NISP GR002PRIMASH 0091033 0099424 SIEF
JAN 55,342,972,392 943,930,058,973 4,468,061,967,831 460,453,802,688 505,990,375,154
FEB 46,677,595,231 1,090,046,037,203 4,698,034,030,671 339,365,894,138 549,587,790,297
MAR 43,683,248,168 1,229,573,980,893 4,954,313,454,366 362,228,605,024 573,078,685,885
APR 41,106,861,371 1,230,942,658,596 5,446,541,684,779 393,633,023,944 591,629,717,638
MEI 37,869,367,441 1,448,481,429,432 6,275,016,499,327 415,506,444,666 614,343,597,989
JUN 35,592,475,488 1,922,350,007,930 6,562,246,251,997 423,892,503,715 567,637,919,988
JUL 32,308,362,479 1,746,429,401,736 6,278,982,828,808 404,557,172,210 547,673,505,270
AGT 29,402,777,941 1,603,283,420,516 5,553,855,350,792 360,296,622,267 495,566,914,736
SEP 29,511,347,495 1,768,621,501,655 6,138,337,465,334 392,923,534,934 501,639,448,490
OKT 30,394,264,993 1,988,863,996,598 6,601,820,869,886 411,796,574,204 524,999,941,209
NOV 28,752,597,606 2,039,972,709,734 6,121,334,745,641 380,655,261,605 499,128,946,188
DES 28,517,461,956 2,044,973,101,401 6,116,656,590,110 371,534,082,427 498,316,830,577
BULAN KODE REKSA DANA SAHAM 0082412 000D2B
JAN 487,733,964,284 514,203,447,247 FEB 432,266,793,213 530,022,863,226 MAR 543,233,766,877 547,434,593,965
APR 631,357,926,351 457,318,229,955 MEI 641,029,532,849 447,438,537,210 JUN 654,761,150,986 419,746,733,007 JUL 687,010,852,676 403,037,685,104
AGT 664,232,989,922 365,308,793,779 SEP 694,197,640,797 366,165,852,746 OKT 707,763,995,819 384,178,894,623 NOV 666,171,907,874 359,754,188,681
BULAN
KODE REKSA DANA
BIIDINA 000D1B RDEP 0086769 0099556
JAN 166,401,087,718 .26
FEB 172,683,488,492 .02
MAR 174,290,287,418 .52
APR 165,765,802,416 .87
MEI 167,241,472,886 .01
JUN 166,310,017,317 .27
JUL 174,235,723,856 .87
AGT 173,685,190,295 .98
SEP 147,020,044,683 .18
OKT 147,928,354,153 .63
NOV 149,095,651,099 .24
DES 152,219,369,254 .18
BULAN KODE REKSA DANA SAHAM
91017 0086504 00D68B FIPF 00D54N
JAN 71,267,124,05 8.62
FEB 76,751,598,29 6.50
MAR 78,677,249,46 4.70
APR 78,711,351,12 9.97
MEI 80,650,062,13 0.98
JUN 80,630,888,14 9.58
JUL 84,401,592,35 1.76
AGT 81,676,957,95 6.26
SEP 80,492,504,70 8.74
Lanjutan Data NAB 2014:
BULAN
KODE REKSA DANA SAHAM
BIG-EQ 0083303 0092882 0085209 00D61B
JAN 803,998,407,670.51 81,378,873,352.55 2,508,045,552,036.64 76,199,825,858.16 239,113,338,468. 11
FEB 840,366,636,109.87 85,915,804,154.16 2,571,296,138,817.14 82,117,054,545.38 245,117,434,123. 17
MAR 829,311,544,373.94 87,310,756,026.85 2,626,772,428,042.03 87,075,952,872.30 250,908,946,061. 11
APR 778,928,015,529.92 90,358,325,244.24 2,668,328,627,824.08 86,596,087,259.83 250,835,907,888. 37
MEI 712,012,170,132.78 90,439,955,997.08 2,636,990,625,124.83 87,067,076,872.54 262,278,838,823.68
JUN 610,223,279,967.40 89,203,636,517.89 2,636,737,324,059.20 86,991,869,130.46 56,465,641,211.0 6
JUL 603,128,656,684.53 90,663,624,549.98 2,622,907,676,856.79 84,121,692,370.59 227,693,508,837. 56
AGT 603,999,110,108.37 91,218,086,578.43 2,543,882,133,508.92 82,424,290,822.21 223,919,916,027.19
SEP 587,410,027,596.08 90,543,498,728.28 2,501,734,845,274.05 79,763,872,996.64 232,669,568,431. 72
OKT 532,357,946,752.76 90,628,774,171.82 2,489,564,235,581.48 77,754,307,033.70 245,072,203,508. 83
NOV 492,648,287,995.97 93,793,605,285.97 2,479,313,061,667.97 73,127,194,651.21 241,725,158,063. 73
DES 421,189,270,600.79 421,575,805,482.11 2,460,487,746,382.48 68,919,357,049.22 234,764,539,936. 12
BULAN
KODE REKSA DANA
NISP GR002PRIMASH 0091033 0099424 SIEF
JAN 27,801,329,161.4 2
FEB 28,448,885,406.1 9
MAR 31,344,353,877.15 2,067,693,868,334.18 7,087,336,944,656.26 576,917,024,027.86 576,644,054,121.30
APR 32,027,722,045.9 9
MEI 34,158,283,876.0 8
JUN 31,765,210,435.4 1
JUL 27,879,255,768.0 0
AGT 26,729,218,973.9 1
SEP 27,001,989,172.04 1,488,821,435,431.66 6,497,710,372,642.47 578,057,493,798.00 63,321,908,136.30
OKT 28,892,542,782.1 3
4 63,460,558,065.26
NOV 29,867,728,912.3 3
Lanjutan Data NAB 2014:
BULAN KODE REKSA DANA SAHAM 0082412 000D2B
JAN 701,124,214,215.57 417,094,180,607.41
FEB 661,464,827,125.55 438,997,225,388.57
MAR 634,047,200,041.74 449,687,180,830.07
APR 625,295,416,006.28 457,321,004,955.67
MEI 599,252,228,220.21 476,408,769,409.74
JUN 586,299,286,888.20 473,046,656,624.77
JUL 555,679,721,845.73 388,506,662,625.57
AGT 552,650,838,388.38 406,942,693,937.77
SEP 535,189,984,934.95 525,021,299,513.67
OKT 518,767,394,456.03 539,510,027,170.95
NOV 527,543,591,326.82 659,545,020,205.77
LAMPIRAN IV
Data Indeks Harga Saham Gabungan (IHSG) yang digunakan sebagai variabel
return
pasar dalam penelitian adalah:
Data IHSG dari Tahun 2012-2014
TAHUN
2012
2013
2014
JAN
3,941.6930
4,453.7030
4,418.75684
FEB
3,985.2100
4,795.7890
4,620.21582
MAR
4,121.5510
4,940.9860
4,768.27686
APR
4,180.7320
5,034.0710
4,840.146
MEI
3,832.8240
5,068.6280
4,893.9082
JUN
3,955.5770
4,818.8950
4,878.58203
JUL
4,142.3370
4,610.3770
5,088.80176
AGT
4,060.3310
4,195.0890
5136.86279
SEP
4,262.5610
4,316.1760
5,137.5791
OKT
4,350.2910
4,510.6310
5,089.54688
NOV
4,276.1410
4,256.4360
5,149.88818
LAMPIRAN V
Data Suku Bunga SBI yang digunakan sebagai variabel
return free
dalam penelitian
adalah:
Tingkat Suku Bunga SBI Tahun 2012-2014
TAHUN
2012
2013
2014
JAN
4.88325%
4.84021%
7.23217%
FEB
3.82290%
4.86119%
7.17434%
MAR
3.82637%
4.86950%
7.12591%
APR
3.92570%
4.89075%
7.13529%
MEI
4.23785%
5.02275%
7.14912%
JUN
4.32005%
5.27558%
7.13715%
JUL
4.45727%
5.52051%
7.09418%
AGT
4.54005%
5.85743%
6.97263%
SEP
4.67165%
6.95555%
6.88248%
OKT
4.74612%
6.96715%
6.84809%
NOV
4.77039%
7.22435%
6.86651%
LAMPIRAN VI
T-TEST PAIRS=SharpeReksadanaSaham WITH SharpeIHSG (PAIRED) /CRITERIA=CI(.9500)
/MISSING=ANALYSIS.
T-Test
Notes
Output Created 25-MAY-2015 11:17:06
Comments
Input Data E:\paired t-tes sharpe.sav
Active Dataset DataSet1
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
File 3
Missing Value Handling Definition of Missing User defined missing values are treated
as missing.
Cases Used Statistics for each analysis are based
on the cases with no missing or
out-of-range data for any variable in the
analysis.
Syntax T-TEST
PAIRS=SharpeReksaDanaSaham
WITH SharpeIHSG (PAIRED)
/CRITERIA=CI(.9500)
/MISSING=ANALYSIS.
Resources Processor Time 00:00:00.05
Elapsed Time 00:00:00.05
Paired Samples Statistics
Mean N Std. Deviation
Std. Error
Mean
Pair 1 SharpeReksaDanaSaham .0686667 3 .02281082 .01316983
Paired Samples Correlations
N Correlation Sig.
Pair 1 SharpeReksaDanaSaham &
SharpeIHSG 3 .454 .700
Paired Samples Test
Paired Differences
t df
Sig.
(2-taile
d) Mean
Std.
Deviatio
n
Std. Error
Mean
95% Confidence
Interval of the
Difference
Lower Upper
P
ai
r
1
SharpeRek
saDanaSa
ham -
SharpeIHS
G
1.7603333
3
1.17468
691 .67820580 -1.15775072
4.67841
738 2.59
T-TEST PAIRS=TreynorReksadanaSamham WITH TreynorIHSG (PAIRED) /CRITERIA=CI(.9500)
/MISSING=ANALYSIS.
T-Test
Notes
Output Created 07-MAY-2015 21:49:01
Comments
Input Data C:\Users\Win7\Documents\treynorpaire
dtest.sav
Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
File 3
Missing Value Handling Definition of Missing User defined missing values are treated
as missing.
Cases Used Statistics for each analysis are based
on the cases with no missing or
out-of-range data for any variable in the
analysis.
Syntax T-TEST
PAIRS=TreynorReksaDanaSaham
WITH TreynorIHSG (PAIRED)
/CRITERIA=CI(.9500)
/MISSING=ANALYSIS.
Resources Processor Time 00:00:00.03
Paired Samples Statistics
Mean N Std. Deviation Std. Error Mean
Pair 1 TreynorReksaDanaSaham -.0073333 3 .07358215 .04248268
TreynorIHSG -.0486667 3 .01184624 .00683943
Paired Samples Correlations
N Correlation Sig.
Pair 1 TreynorReksaDanaSaham &
TreynorIHSG 3 -.770 .440
Paired Samples Test
Paired Differences
t df
Sig.
(2-tailed) Mean
Std.
Deviation Std.
Error
Mean
95% Confidence Interval of
the Difference
Lower Upper
a Treyn
orRek
saDa
naSa
ham -
Treyn
orIHS
G
.041333
33 .08305019
.04794
905 -.16497476
.24764143
T-TEST PAIRS=SortinoReksaDanaSaham WITH SortinoIHSG (PAIRED) /CRITERIA=CI(.9500)
/MISSING=ANALYSIS.
T-Test
Notes
Output Created 25-MAY-2015 12:36:00
Comments
Input Data C:\Users\Win7\Documents\sortinopaire
dtest.sav
Active Dataset DataSet1
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data
File 3
Missing Value Handling Definition of Missing User defined missing values are treated
as missing.
Cases Used Statistics for each analysis are based
on the cases with no missing or
out-of-range data for any variable in the
analysis.
Syntax T-TEST
PAIRS=SortinoReksaDanaSaham
WITH SortinoIHSG (PAIRED)
/CRITERIA=CI(.9500)
/MISSING=ANALYSIS.
Paired Samples Statistics
Mean N Std. Deviation Std. Error Mean
Pair 1 SortinoReksaDanaSaham .0573667 3 .27089475 .15640115
SortinoIHSG -.8083333 3 .13640503 .07875348
Paired Samples Correlations
N Correlation Sig.
Pair 1 SortinoReksaDanaSaham &
SortinoIHSG 3 .937 .227
Paired Samples Test
Paired Differences
t df
Sig.
(2-tailed) Mean
Std.
Deviation
Std. Error
Mean
95% Confidence Interval
of the Difference
Lower Upper
P
ai
r
1
SortinoRe
ksaDana
Saham -
SortinoIH
SG
.86570
000 .15080627 .08706804 .49107647
1.2403235