DAFTAR PUSTAKA. Arugaslan, Onur; Edwards, Ed; Samant, Ajay. (2008) : Risk-adjusted. Performance of International Mutual Funds, Managerial Finance,

Transkripsi

1 44 DAFTAR PUSTAKA Arugaslan, Onur; Edwards, Ed; Samant, Ajay. (2008) : Risk-adjusted Performance of International Mutual Funds, Managerial Finance, Patrington 34.1, 2008 : 5-22 Bodie, Z., Kane, A. and Marcus, A.( 2011 ): Investments 9th ed., McGraw-Hill Irwin, New York, NY Devaney, Michael; Morillon, Thibaut; Weber, William. (2016) : Mutual Fund Efficiency and Tradeoffs in The Production of Risk and Return, Managerial Finance, Patrington 42.3, 2016 : Fitriyani, Riza. (2015). Analisis Kinerja Reksa Dana Campuran Periode : Menggunakan Model Sharpe, Treynor, dan Jensen, UPI, Bandung Hartono, Jogiyanto. (2009): Teori portofolio dan analisis investasi Edisi Keenam, BPFE, Yogyakarta Hasby, Hariandy. (2010) : Kinerja Reksa Dana Tahun 2009 di Indonesia dalam Jurnal Keuangan dan Perbankan Vol. 14. Universitas Widyatama. Bandung Hidayat, Taufik. (2011) : Buku Pintar Investasi, Mediakita, Jakarta Ira, Mahari. (2008). Analisis Kinerja Reksa Dana syariah di Indonesia dengan Metode Risk Adjusted Return dalam Yeni Rahmawati, Analisis Penilaian Kinerja Reksa Dana Campuran menggunakan Risk Adjusted Return Method : Studi Komparasi Indonesia dan Malaysia Periode November 2004 Mei Skripsi Fakultas Ekonomi UI, Depok 44

2 45 Samsul, Mohamad. (2006) : Pasar Modal dan Manajemen Portofolio, Erlangga, Jakarta Satyanarayana, Sidhu dan Naven. (2015) : Analysis of Investment Decisions, International Journal of Reasearch and Reviews; Meerut 5.6, Jun : Tendelilin, Eduardus. (2010) : Portofolio dan Investasi : Teori dan Aplikasi, Kanisius, Yogyakarta Utomo, Ponco. (2010, April) : Peluang dan Tantangan Pertumbuhan Reksa Dana di Indonesia. Utami, Maria Lidwina; Dharmastuti, Christina Fara.( 2014 ): Faktor Eksternal dan Internal Yang Mempengaruhi Return Investasi Produk Reksa Dana Campuran. Media Ekonomi dan Manajemen Vol 29 No 2 Juli 2014, Unika Atma Jaya, Jakarta Wardhani, Ratna. Analisis Faktor-Faktor Determinasi KInerja Reksa Dana Saham di Indonesia periode Tesis Fakultas Ekonomi UI, Depok

3 46 Lampiran 1. Daftar Reksa Dana No. Reksa Dana Manajer Investasi Bank Kustodian Tanggal Efektif Jenis 1 PNM PT. PNM Investment Deutsche Bank AG 15/05/2000 Campuran 2 Danareksa PT. Danareksa Investment Citibank NA 24/11/2000 Campuran 3 BNI Dana PT. BNI Asset PT. Bank CIMB Niaga, 21/04/2004 Pendapatan Tetap 4 PNM Amanah PT. PNM Investment Deutsche Bank AG 26/08/2004 Pendapatan Tetap 5 Mandiri Investa PT. Mandiri Manajemen Investasi Deutsche Bank AG 14/10/2004 Campuran 6 MNC Dana PT. MNC Asset BNI 29/10/2004 Pendapatan Tetap 7 I - Hajj Fund PT. Insight Investments PT. Bank CIMB Niaga, 13/01/2005 Pendapatan Tetap 8 AAA Amanah Fund PT. AAA Asset PT. Bank CIMB Niaga, 17/06/2005 Campuran 9 Danareksa Indeks PT. Danareksa Investment Citibank NA 17/03/2006 Indeks 10 TRIM PT. Trimegah Asset Deutsche Bank AG 26/12/2006 Campuran 11 TRIM Saham PT. Trimegah Asset Deutsche Bank AG 26/12/2006 Saham 12 BNP Paribas Pesona Amanah PT. BNP Paribas Investment Partners HSBC 09/04/2007 Campuran 13 Mega Dana Obligasi PT. Mega Capital Investama Standard Chartered Bank 21/05/2007 Pendapatan Tetap 14 Batavia Dana Saham PT. Batavia Prosperindo Aset Manajemen Deutsche Bank AG 16/07/2007 Saham 15 PNM Ekuitas PT. PNM Investment HSBC 26/07/2007 Saham 16 CIMB-Principal Islamic Equity PT. CIMB-Principal Asset Deutsche Bank AG 06/08/2007 Saham Growth 17 Mandiri Investa Atraktif PT. Mandiri Manajemen Investasi Deutsche Bank AG 19/12/2007 Saham 18 Cipta Balance PT. Ciptadana Asset Deutsche Bank AG 16/04/2008 Campuran

4 47 No. Reksa Dana Manajer Investasi Bank Kustodian Tanggal Efektif Jenis 19 Cipta Equity PT. Ciptadana Asset Deutsche Bank AG 16/04/2008 Saham 20 Mandiri Investa Dana PT. Mandiri Manajemen Investasi Deutsche Bank AG 22/12/2008 Pendapatan Tetap 21 Manulife Sektoral Amanah PT. Manulife Aset Manajemen Indonesia HSBC 16/01/2009 Saham 22 Schroder Balanced Fund PT. Schroder Investment Deutsche Bank AG 22/04/2009 Campuran Indonesia 23 Lautandhana Proteksi I PT. Lautandhana Investment PT. Bank Permata, 03/08/2009 Terproteksi 24 SAM Sukuk Sejahtera PT. Samuel Aset Manajemen PT. Bank CIMB Niaga, 20/01/2010 Pendapatan Tetap 25 SAM PT. Samuel Aset Manajemen PT. Bank CIMB Niaga, 20/01/2010 Campuran 26 Mandiri Protected Dynamic PT. Mandiri Manajemen Investasi Standard Chartered Bank 08/03/2012 Terproteksi Seri 1 27 BNIAM Proteksi Grenada PT. BNI Asset Standard Chartered Bank 18/06/2012 Terproteksi Seri I 28 Panin Dana Saham PT. Panin Asset Deutsche Bank AG 20/06/2012 Saham 29 Panin Dana PT. Panin Asset Deutsche Bank AG 16/08/2012 Campuran 30 BNIAM Proteksi Grenada PT. BNI Asset Standard Chartered Bank 10/12/2012 Terproteksi Seri II 31 BNIAM Proteksi Grenada PT. BNI Asset Standard Chartered Bank 10/12/2012 Terproteksi Seri IV 32 BNIAM Proteksi Grenada PT. BNI Asset Standard Chartered Bank 10/12/2012 Terproteksi Seri III 33 Bahana Protected Fund 2 PT. Bahana TCW Investment Deutsche Bank AG 11/12/2012 Terproteksi 34 Bahana Protected Fund 1 PT. Bahana TCW Investment Deutsche Bank AG 11/12/2012 Terproteksi 35 MNC Dana Kombinasi PT. MNC Asset PT. BRI (Persero), 13/12/2012 Campuran 36 MNC Dana Ekuitas PT. MNC Asset PT. BRI (Persero), 13/12/2012 Saham

5 48 No. Reksa Dana Manajer Investasi Bank Kustodian Tanggal Efektif Jenis 37 Danareksa Proteksi I PT. Danareksa Investment Standard Chartered Bank 17/12/2012 Terproteksi 38 Danareksa Proteksi II PT. Danareksa Investment Deutsche Bank AG 17/12/2012 Terproteksi 39 Mandiri Protected Dynamic PT. Mandiri Manajemen Investasi Standard Chartered Bank 21/12/2012 Terproteksi Seri 2 40 Mandiri Protected Dynamic PT. Mandiri Manajemen Investasi Standard Chartered Bank 21/12/2012 Terproteksi Seri 4 41 Mandiri Protected Dynamic PT. Mandiri Manajemen Investasi Standard Chartered Bank 21/12/2012 Terproteksi Seri 3 42 SAM Sharia Equity Fund PT. Samuel Aset Manajemen PT. Bank CIMB Niaga, 27/12/2012 Saham 43 Lautandhana Saham PT. Lautandhana Investment PT. Bank CIMB Niaga, 27/12/2012 Saham 44 Emco Terproteksi PT. EMCO Asset PT. Bank DBS Indonesia 16/04/2013 Terproteksi 45 Premier ETF JII PT. Indo Premier Investment Deutsche Bank AG 16/04/2013 ETF - Saham 46 Insight (I- Share) PT. Insight Investments PT. Bank Permata, 04/06/2013 Campuran 47 BNI-AM Dana Lancar PT. BNI Asset PT. Bank DBS Indonesia 04/06/2013 Pasar Uang 48 Mandiri Investa Ekuitas PT. Mandiri Manajemen Investasi Deutsche Bank AG 05/06/2013 Saham 49 OSO Equity Fund PT. OSO Manajemen Investasi PT. BII, 29/08/2013 Saham 50 Avrist Equity 'Amar PT. Avrist Asset Deutsche Bank AG 30/09/2013 Saham 51 Avrist Balanced 'Amar PT. Avrist Asset Deutsche Bank AG 30/09/2013 Campuran 52 Sucorinvest Sharia Equity Fund PT. Sucorinvest Asset Deutsche Bank AG 22/10/2013 Saham 53 Pacific Balance PT. Pacific Capital Investment PT. BRI (Persero), 27/11/2013 Campuran 54 Mega Asset Madania PT. Mega Asset PT. Bank Danamon 06/12/2013 Campuran Indonesia, 55 CIMB-Principal Balanced Growth PT. CIMB-Principal Asset Deutsche Bank AG 14/04/2014 Campuran

6 49 No. Reksa Dana Manajer Investasi Bank Kustodian Tanggal Efektif Jenis 56 Insight Terproteksi I PT. Insight Investments PT. Bank Danamon 17/04/2014 Terproteksi Indonesia, 57 INSIGHT TERPROTEKSI PT. Insight Investments PT. Bank Negara Indonesia 06/05/2014 Terproteksi SYARIAH II (Persero), 58 CIMB-Principal Islamic Sukuk III PT. CIMB-Principal Asset Citibank NA 09/05/2014 Pendapatan Tetap 59 Danareksa Saham PT. Danareksa Investment Citibank NA 23/06/2014 Saham 60 HPAM Ekuitas PT. Henan Putihrai Asset PT. Bank Rakyat Indonesia 25/06/2014 Saham (Persero). Tbk 61 Terproteksi Mandiri Seri 12 PT. Mandiri Manajemen Investasi Citibank NA 30/06/2014 Terproteksi 62 Simas Berkembang PT. Sinarmas Asset PT. Bank Danamon 22/07/2014 Saham Indonesia, 63 Simas Unggulan PT. Sinarmas Asset PT. Bank Danamon 22/07/2014 Saham Indonesia, 64 BNI-AM Dana Pasar Uang PT. BNI Asset PT. Bank DBS Indonesia 18/09/2014 Pasar Uang Amerta 65 Pratama PT. Pratama Capital Assets Deutsche Bank AG 24/10/2014 Saham 66 Pratama Imbang PT. Pratama Capital Assets Deutsche Bank AG 24/10/2014 Campuran 67 Bahana Likuid PT. Bahana TCW Investment Citibank NA 10/11/2014 Pasar Uang 68 Bahana Icon PT. Bahana TCW Investment Citibank NA 10/11/2014 Saham 69 Mandiri Kapital PT. Mandiri Manajemen Investasi Citibank NA 01/12/2014 Pasar Uang 70 Mega Dana Kas PT. Mega Capital Investama PT. Bank Mandiri 03/12/2014 Pasar Uang (Persero), 71 Pacific Saham PT. Pacific Capital Investment PT. Bank Mega, 03/12/2014 Saham 72 Maybank GMT Money Market Fund PT. Maybank GMT Asset PT. Bank DBS Indonesia 31/12/2014 Pasar Uang

7 50 No. Reksa Dana Manajer Investasi Bank Kustodian Tanggal Efektif Jenis 73 Premier Fixed Income PT. Indo Premier Investment Standard Chartered Bank 23/01/2015 Pendapatan Tetap 74 SAM Sukuk Berkembang PT. Samuel Aset Manajemen Citibank NA 02/02/2015 Pendapatan Tetap 75 Terproteksi Mandiri Seri 23 PT. Mandiri Manajemen Investasi Citibank NA 19/03/2015 Terproteksi 76 Bahana Sukuk PT. Bahana TCW Investment Standard Chartered Bank 30/03/2015 Pendapatan Tetap 77 PNM Pasar Uang PT. PNM Investment PT. Bank Bukopin 15/04/2015 Pasar Uang 78 EMCO Barokah PT. EMCO Asset PT. Bank Mandiri 28/04/2015 Pasar Uang (Persero), 79 Sucorinvest Saham Dinamis PT. Sucorinvest Asset PT. Bank Rakyat Indonesia 12/05/2015 Saham (Persero), 80 Trimegah Pundi Kas PT. Trimegah Asset PT. Bank Mandiri 01/06/2015 Pasar Uang (Persero), 81 Insight Money PT. Insight Investments PT. Bank Mandiri 30/06/2015 Pasar Uang (Persero), 82 Maybank Equity Fund PT. Maybank GMT Asset HSBC 11/08/2015 Saham 83 Danareksa Melati Pendapatan Utama PT. Danareksa Investment Citibank NA 20/08/2015 Pendapatan Tetap 84 BNI-AM Dana Saham PT. BNI Asset PT. Bank DBS Indonesia 20/08/2015 Saham Musahamah 85 Terproteksi CIMB-Principal CPF CS PT. CIMB-Principal Asset PT. Bank DBS Indonesia 20/11/2015 Terproteksi IV 86 Manulife Saham Asia Pasifik PT. Manulife Aset Manajemen Indonesia Citibank NA 04/12/2015 Efek Luar Negeri Dollar AS 87 BNP Paribas Cakra USD PT. BNP Paribas Investment Partners Citibank NA 04/12/2015 Efek Luar Negeri 88 Schroder Global Sharia Equity Fund PT. Schroder Investment Citibank NA 11/12/2015 Efek Luar Negeri USD Indonesia 89 Maybank Asiapac Equity PT. Maybank GMT Asset HSBC 21/12/2015 Efek Luar Negeri USD 90 MNC Dana Barokah PT. MNC Asset PT. Bank Negara Indonesia (Persero), 21/12/2015 Pasar Uang

8 51 No. Reksa Dana Manajer Investasi Bank Kustodian Tanggal Efektif Jenis 91 Indosurya Pasar Uang PT. Indosurya Asset PT. Bank Maybank 23/12/2015 Pasar Uang Indonesia 92 Aberdeen Asia Pacific Equity PT. Aberdeen Asset Deutsche Bank AG 23/12/2015 Efek Luar Negeri USD Fund 93 Asia Raya Taktis PT. Asia Raya Kapital PT. Bank Maybank 25/01/2016 Campuran Indonesia 94 BNI-AM Proteksi Wimala PT. BNI Asset PT. Bank Maybank 25/01/2016 Terproteksi Indonesia 95 CIMB-Principal Islamic Asia Pacific PT. CIMB-Principal Asset Standard Chartered Bank 24/02/2016 Efek Luar Negeri Equity (USD) 96 Reliance Saham PT. Reliance Asset PT. Bank Danamon 25/02/2016 Saham Indonesia, 97 Reksa Dana Terproteksi PT. Mandiri Manajemen Investasi PT. Bank DBS Indonesia 11/03/2016 Terproteksi Mandiri Seri Bahana Sharia Global Emerging USD PT. Bahana TCW Investment Standard Chartered Bank 18/03/2016 Efek Luar Negeri 99 Majoris Sukuk Negara 2016 PT. Majoris Asset PT. Bank Mandiri (Persero) 31/03/2016 Sukuk 100 BNI-AM Proteksi LXX PT. BNI Asset PT. Bank DBS Indonesia 31/03/2016 Terproteksi 101 Mandiri Global Sharia Equity Dollar PT. Mandiri Manajemen Investasi Citibank NA 06/04/2016 Efek Luar Negeri 102 Cipta Nusantara berimbang PT. Ciptadana Asset PT. Bank Mandiri (Persero) 04/05/2016 Campuran 103 KAM Kapital PT. Kharisma Asset PT. Bank Negara Indonesia 17/06/2016 Saham (Persero), 104 Lautandhana Proteksi Dinamis PT. Lautandhana Investment PT. Bank Permata, 17/06/2016 Terproteksi I 105 Oso Celebes Sukuk PT. OSO Manajemen Investasi PT. Bank Mega, 24/06/2016 Sukuk 106 Maybank Sukuk PT. Maybank GMT Asset HSBC 30/06/2016 Sukuk 107 BNI-AM Dana Pendapatan Tetap PT. BNI Asset PT. Bank DBS Indonesia 11/07/2016 Pendapatan tetap Ardhani 108 PNM Sukuk Negara PT. PNM Investment PT. Bank Danamon 21/07/2016 Pendapatan tetap

9 52 No. Reksa Dana Manajer Investasi Bank Kustodian Tanggal Efektif Jenis Indonesia, 109 BNI-AM Proteksi Kinanthi PT. BNI Asset PT. Bank Maybank 27/07/2016 Terproteksi Indonesia 110 Saham MCM PT. Millenium Capital PT. Bank Rakyat Indonesia 04/08/2016 Saham (Persero), 111 DMI Dana Saham PT. Dhanawibawa Manajemen Investasi PT. Bank Negara Indonesia 10/08/2016 Saham (Persero), 112 Bahana MES Fund PT. Bahana TCW Investment Standard Chartered Bank 15/08/2016 Pendapatan tetap 113 Treasure Saham Berkah PT. Treasure Fund Investama PT. Bank Negara Indonesia 15/08/2016 Saham (Persero), 114 CORFINA Equity PT. Corfina Capital PT. Bank DBS Indonesia 23/08/2016 Saham 115 MNC Dana Ekuitas II PT. MNC Asset PT. Bank Negara Indonesia 02/09/2016 Saham (Persero), 116 Maybank Dana Ekuitas PT. Maybank GMT Asset PT. Bank Negara Indonesia 07/09/2016 Saham (Persero), 117 Eastpring Equity Islamic Asia PT. Eastpring Investments Indonesia Standard Chartered Bank 09/09/2016 Saham Pacific USD 118 Eastpring Equity Asia Pasific PT. Eastpring Investments Indonesia Standard Chartered Bank 09/09/2016 Saham USD 119 Pacific Saham II PT. Pacific Capital Investment PT. Bank Danamon 14/09/2016 Saham Indonesia, 120 Avrist Sukuk Income Fund PT. Avrist Asset PT. Bank Permata, 14/09/2016 Pendapatan tetap 121 Insight Simas Asna Pendapatan Tetap PT. Insight Investments PT. Bank Mega, 14/09/2016 Pendapatan tetap (I-Asna) 122 Batavia Pendapatan Tetap Utama PT. Batavia Prosperindo Aset Manajemen PT. Bank Mega, 16/09/2016 Pendapatan tetap 123 Trimegah Saham Prima PT. Trimegah Asset PT. Bank Negara Indonesia 12/10/2016 Saham (Persero), 124 MNC Dana Terproteksi PT. MNC Asset PT. Bank Mega, 12/10/2016 Terproteksi 125 Majoris Saham PT. Majoris Asset PT. Bank Mandiri (Persero) 24/11/2016 Saham

10 53 No. Reksa Dana Manajer Investasi Bank Kustodian Tanggal Efektif Jenis 126 Pratama Pendapatan Tetap PT. Pratama Capital Assets PT. Bank Mega, 08/11/2016 Pendapatan tetap 127 Prospera Saham PT. Prospera Asset PT. Bank CIMB Niaga, 18/11/2016 Saham 128 CIMB-Principal Sukuk PT. CIMB-Principal Asset PT. Bank Mega, 17/11/2016 Pendapatan tetap 129 Maybank Money Market PT. Maybank GMT Asset Standard Chartered Bank 17/11/2016 Pasar Uang Fund GAP Equity Fund PT. GAP Capital PT. Bank Negara Indonesia 29/11/2016 Saham (Persero), 131 Trimegah Kas PT. Trimegah Asset PT. Bank Mandiri (Persero) 29/11/2016 Pasar Uang 132 Trimegah Kas 2 PT. Trimegah Asset PT. Bank Mandiri (Persero) 29/11/2016 Pasar Uang 133 Archipelago Sukuk I PT. Archipelago Asset PT. Bank Mega, 19/12/2016 Sukuk 134 Mega Asset Multicash PT. Mega Asset PT. Bank CIMB Niaga, 20/12/2016 Pasar Uang 135 Aberdeen Proteksi Insha 1 PT Aberdeen Asset PT. Bank Permata, 23/12/2016 Terproteksi 136 Mega Asset Pendapatan Tetap PT Mega Asset PT. Bank CIMB Niaga, 28/12/2016 Pendapatan tetap 137 Capital Sharia Equity PT. Capital Asset PT. Bank DBS Indonesia 12/01/2017 Saham 138 Bahana Pendapatan Tetap PT. Bahana TCW Investment PT. Bank CIMB Niaga, 13/01/2017 Pendapatan tetap Generasi Gemilang 139 Corfina Investa Saham PT. Corfina Capital PT. Bank Negara Indonesia 17/01/2017 Saham (Persero), 140 CIMB-Principal Islamic Sukuk III PT. CIMB-Principal Asset Citibank NA 22/02/2017 Pendapatan Tetap 141 Terproteksi PNM Investa 8 PT. PNM Investment PT. Bank Danamon Terproteksi Indonesia, 142 Lautandhana Proteksi Dinamis II PT Lautandhana Investment PT Maybank Indonesia Tbk Terproteksi

11 54 Lampiran 2. Daftar Identitas Sampel Reksa Dana No. Reksa Dana Manajer Investasi Bank Kustodian Tanggal Efektif Jenis 1 PNM PT. PNM Investment Deutsche Bank AG 15/05/2000 Campuran 2 Danareksa PT. Danareksa Investment Citibank NA 24/11/2000 Campuran 3 PNM Amanah PT. PNM Investment Deutsche Bank AG 26/08/2004 Pendapatan Tetap 4 Mandiri Investa PT. Mandiri Manajemen Investasi Deutsche Bank AG 14/10/2004 Campuran 5 MNC Dana PT. MNC Asset BNI 29/10/2004 Pendapatan Tetap 6 I - Hajj Fund PT. Insight Investments PT. Bank CIMB Niaga, 13/01/2005 Pendapatan Tetap 7 AAA Amanah Fund PT. AAA Asset PT. Bank CIMB Niaga, 17/06/2005 Campuran 8 Danareksa Indeks PT. Danareksa Investment Citibank NA 17/03/2006 Indeks 9 TRIM PT. Trimegah Asset Deutsche Bank AG 26/12/2006 Campuran 10 TRIM Saham PT. Trimegah Asset Deutsche Bank AG 26/12/2006 Saham 11 Mega Dana Obligasi PT. Mega Capital Investama Standard Chartered Bank 21/05/2007 Pendapatan Tetap 12 Batavia Dana Saham PT. Batavia Prosperindo Aset Manajemen Deutsche Bank AG 16/07/2007 Saham 13 PNM Ekuitas PT. PNM Investment HSBC 26/07/2007 Saham 14 CIMB-Principal Islamic Equity Growth PT. CIMB-Principal Asset Deutsche Bank AG 06/08/2007 Saham 15 Mandiri Investa Atraktif PT. Mandiri Manajemen Investasi Deutsche Bank AG 19/12/2007 Saham 16 Cipta Balance PT. Ciptadana Asset Deutsche Bank AG 16/04/2008 Campuran

12 55 No. Reksa Dana Manajer Investasi Bank Kustodian Tanggal Efektif Jenis 17 Cipta Equity PT. Ciptadana Asset Deutsche Bank AG 16/04/2008 Saham 18 Mandiri Investa Dana PT. Mandiri Manajemen Investasi Deutsche Bank AG 22/12/2008 Pendapatan Tetap 19 Manulife Sektoral Amanah PT. Manulife Aset Manajemen Indonesia HSBC 16/01/2009 Saham 20 Schroder Balanced Fund PT. Schroder Investment Deutsche Bank AG 22/04/2009 Campuran Indonesia 21 Lautandhana Proteksi I PT. Lautandhana Investment PT. Bank Permata, 03/08/2009 Terproteksi 22 SAM Sukuk Sejahtera PT. Samuel Aset Manajemen PT. Bank CIMB Niaga, 20/01/2010 Pendapatan Tetap 23 SAM PT. Samuel Aset Manajemen PT. Bank CIMB Niaga, 20/01/2010 Campuran

13 56 Lampiran 3. Resume Aktivitas Sampel Reksa Dana NAB (IDR) No Periode (Bulan-Tahun) RD : Danareksa RD : PNM Amanah RD : Trim RD : Trim Saham RD : PNM RD : Mandiri Investa RD : Danareksa Indeks RD : Batavia Dana Saham 5.421, , , , , , , ,80 1 January , , , , , , , ,81 2 February , , , , , , , ,18 3 March , , , , , , , ,17 4 April , , , , , , , ,23 5 May , , , , , , , ,20 6 June , , , , , , , ,37 7 July , , , , , , , ,77 8 August , , , , , , , ,79 9 September , , , , , , , ,21 10 October , , , , , , , ,32 11 November , , , , , , , ,69

14 57 NAB (IDR) No Periode (Bulan-Tahun) RD : Danareksa RD : PNM Amanah RD : Trim RD : Trim Saham RD : PNM RD : Mandiri Investa RD : Danareksa Indeks RD : Batavia Dana Saham 12 December , , , , , , , ,10 13 January , , , , , , , ,21 14 February , , , , , , , ,29 15 March , , , , , , , ,33 16 April , , , , , , , ,56 17 May , , , , , , , ,94 18 June , , , , , , , ,43 19 July , , , , , , , ,44 20 August , , , , , , , ,51 21 September , , , , , , , ,34 22 October , , , , , , , ,03 23 November , , , , , , , ,38 24 December , , , , , , , ,20 25 January , , , , , , , ,36

15 58 NAB (IDR) No Periode (Bulan-Tahun) RD : Danareksa RD : PNM Amanah RD : Trim RD : Trim Saham RD : PNM RD : Mandiri Investa RD : Danareksa Indeks RD : Batavia Dana Saham 26 February , , , , , , , ,20 27 March , , , , , , , ,48 28 April , , , , , , , ,39 29 May , , , , , , , ,71 30 June , , , , , , , ,07 31 July , , , , , , , ,39 32 August , , , , , , , ,17 33 September , , , , , , , ,13 34 October , , , , , , , ,13 35 November , , , , , , , ,28 36 December , , , , , , , ,43

16 59 Lanjutan Lampiran 3 NAB (IDR) No Periode (Bulan-Tahun) RD : CIMB- Principal Islamic Equity Growth RD : Mandiri Investa Atraktif RD : Cipta Balance RD : Cipta Equity RD : Mandiri Investa Dana RD : Manulife Sektoral Amanah RD : Schroder Balanced Fund RD : SAM Sukuk Sejahtera 1.555, , , , , , , ,19 1 January , , , , , , , ,37 2 February , , , , , , , ,72 3 March , , , , , , , ,56 4 April , , , , , , , ,33 5 May , , , , , , , ,22 6 June , , , , , , , ,05 7 July , , , , , , , ,53 8 August , , , , , , , ,96 9 September , , , , , , , ,18 10 October , , , , , , , ,52 11 November , , , , , , , ,07

17 60 NAB (IDR) No Periode (Bulan-Tahun) RD : CIMB- Principal Islamic Equity Growth RD : Mandiri Investa Atraktif RD : Cipta Balance RD : Cipta Equity RD : Mandiri Investa Dana RD : Manulife Sektoral Amanah RD : Schroder Balanced Fund RD : SAM Sukuk Sejahtera 12 December , , , , , , , ,90 13 January , , , , , , , ,88 14 February , , , , , , , ,84 15 March , , , , , , , ,96 16 April , , , , , , , ,64 17 May , , , , , , , ,54 18 June , , , , , , , ,93 19 July , , , , , , , ,70 20 August , , , , , , , ,51 21 September , , , , , , , ,30 22 October , , , , , , , ,90 23 November , , , , , , , ,54 24 December , , , , , , , ,63 25 January , , , , , , , ,33

18 61 NAB (IDR) No Periode (Bulan-Tahun) RD : CIMB- Principal Islamic Equity Growth RD : Mandiri Investa Atraktif RD : Cipta Balance RD : Cipta Equity RD : Mandiri Investa Dana RD : Manulife Sektoral Amanah RD : Schroder Balanced Fund RD : SAM Sukuk Sejahtera 26 February , , , , , , , ,23 27 March , , , , , , , ,35 28 April , , , , , , , ,90 29 May , , , , , , , ,61 30 June , , , , , , , ,30 31 July , , , , , , , ,42 32 August , , , , , , , ,00 33 September , , , , , , , ,86 34 October , , , , , , , ,28 35 November , , , , , , , ,35 36 December , , , , , , , ,31

19 62 Lanjutan Lampiran 3 NAB (IDR) No Periode (Bulan-Tahun) RD : Mega Dana Obligasi RD : PNM Ekuitas RD : MNC Dana RD : SAM RD : Lautandhana Proteksi I RD : I - Hajj Fund RD : AAA Amanah Fund 1.501, , , , , , ,74 1 January , , , , , , ,15 2 February , , , , , , ,43 3 March , , , , , , ,26 4 April , , , , , , ,90 5 May , , , , , , ,81 6 June , , , , , , ,30 7 July , , , , , , ,17 8 August , , , , , , ,97 9 September , , , , , , ,41 10 October , , , , , , ,55 11 November , , , , , , ,42

20 63 NAB (IDR) No Periode (Bulan-Tahun) RD : Mega Dana Obligasi RD : PNM Ekuitas RD : MNC Dana RD : SAM RD : Lautandhana Proteksi I RD : I - Hajj Fund RD : AAA Amanah Fund 12 December , , , , , , ,40 13 January , , , , , , ,13 14 February , , , , , , ,23 15 March , , , , , , ,47 16 April , , , , , , ,80 17 May , , , , , , ,30 18 June , , , , , , ,80 19 July , , , , , , ,39 20 August , , , , , , ,92 21 September , , , , , , ,95 22 October , , , , , , ,09 23 November , , , , , , ,21 24 December , , , , , , ,11 25 January , , , , , , ,93

21 64 NAB (IDR) No Periode (Bulan-Tahun) RD : Mega Dana Obligasi RD : PNM Ekuitas RD : MNC Dana RD : SAM RD : Lautandhana Proteksi I RD : I - Hajj Fund RD : AAA Amanah Fund 26 February , , , , , , ,16 27 March , , , , , , ,72 28 April , , , , , , ,48 29 May , , , , , , ,56 30 June , , , , , , ,73 31 July , , , , , , ,24 32 August , , , , , , ,15 33 September , , , , , , ,95 34 October , , , , , , ,41 35 November , , , , , , ,18 36 December , , , , , , ,84

22 65 Lampiran 4. Pengolahan Data dalam Metode Sharpe, Treynor, dan Jensen No Sample Reksa Dana Ri Rm Rf Ri-Rf Rm-RF σi Σm βi Sharpe Treynor Jensen 1 PNM (0,005329) 0, , (0,099629) (0,092330) 0, , , (3,472452) (0,025625) Danareksa PNM Amanah Mandiri Investa (0,000282) 0, , (0,094582) (0,092330) 0, , , (2,993272) (0,015690) 0, , , (0,092502) (0,092330) 0, , , (9,514096) (0,261922) 0, , , (0,093821) (0,092330) 0, , , (3,415224) (0,036302) 5 MNC Dana 0, , , (0,090934) (0,092330) 0, , , (9,982724) (1,879947) 6 I - Hajj Fund 0, , , (0,091160) (0,092330) 0, , , (9,400637) (0,389174) AAA Amanah Fund Danareksa Indeks TRIM (0,000088) 0, , (0,094388) (0,092330) 0, , , (3,052948) (0,035979) (0,000791) 0, , (0,095091) (0,092330) 0, , , (2,392287) (0,022474) 0, , , (0,094097) (0,092330) 0, , , (2,843590) (0,028802) 10 TRIM Saham (0,000596) 0, , (0,094896) (0,092330) 0, , , (2,867730) (0,032296) Mega Dana Obligasi Batavia Dana Saham 0, , , (0,092293) (0,092330) 0, , , (5,454361) (0,185490) (0,001240) 0, , (0,095540) (0,092330) 0, , , (2,129960) (0,032885) 13 PNM Ekuitas (0,005632) 0, , (0,099932) (0,092330) 0, , , (2,358263) (0,034038) 0, , (0,059894) 0, (0,086468) (0,069532) 0, , , , (0,046353) 0, ,171140

23 66 No Sample Reksa Dana CIMB-Principal Islamic Equity Growth Mandiri Investa Atraktif Ri Rm Rf Ri-Rf Rm-RF σi Σm βi Sharpe Treynor Jensen (0,002761) 0, , (0,097061) (0,092330) 0, , , (2,097955) (0,030576) 0, (0,001904) 0, , (0,096204) (0,092330) 0, , , (2,107722) (0,043300) 0, Cipta Balance 0, , , (0,094138) (0,092330) 0, , , (3,080424) (0,051987) 17 Cipta Equity 0, , , (0,093882) (0,092330) 0, , , (2,316441) (0,029798) 0, , Mandiri Investa Dana 0, , , (0,091737) (0,092330) 0, , , (8,785980) (0,356422) (0,067973) 19 Manulife Sektoral Amanah (0,000514) 0, , (0,094814) (0,092330) 0, , , (2,236309) (0,016553) 0, Schroder Balanced Fund 0, , , (0,091677) (0,092330) 0, , , (3,142044) (0,051113) 0, Lautandhana Proteksi I 0, , , (0,093997) (0,092330) 0, , (0,002071) (16,695030) 45, (0,094188) 22 SAM Sukuk Sejahtera 0, , , (0,092206) (0,092330) 0, , , (4,209889) (0,382217) (0,069933) 23 SAM 0, , , (0,093244) (0,092330) 0, , , (1,659747) (0,030437) 0,189609

24 67 Lampiran 5. Peringkat Kinerja Reksa Dana Metode Sharpe Reksa Dana Jenis Rasio Sharpe Peringkat PNM Campuran (3,472452) 8 Danareksa Campuran (2,993272) 3 Mandiri Investa Campuran (3,415224) 7 AAA Amanah Fund Campuran (3,052948) 4 TRIM Campuran (2,843590) 2 Cipta Balance Campuran (3,080424) 5 Schroder Balanced Fund Campuran (3,142044) 6 SAM Campuran (1,659747) 1 MNC Dana Pendapatan Tetap (9,514096) 5 I - Hajj Fund Pendapatan Tetap (9,982724) 6 PNM Amanah Pendapatan Tetap (9,400637) 4 Mega Dana Obligasi Pendapatan Tetap (5,454361) 2 Mandiri Investa Dana Pendapatan Tetap (8,785980) 3 SAM Sukuk Sejahtera Pendapatan Tetap (4,209889) 1 TRIM Saham Saham (2,867730) 7 Batavia Dana Saham Saham (2,129960) 3 PNM Ekuitas Saham (2,358263) 6 CIMB-Principal Islamic Equity Growth Saham (2,097955) 1 Mandiri Investa Atraktif Saham (2,107722) 2 Cipta Equity Saham (2,316441) 5 Manulife Sektoral Amanah Saham (2,236309) 4 Danareksa Indeks Indeks (2,392287) 1 Lautandhana Proteksi I Terproteksi (16,695030) 1

25 68 Lampiran 6. Peringkat Kinerja Reksa Dana Metode Treynor Reksa Dana Jenis Rasio Treynor Peringkat PNM Campuran (0,025625) 2 Danareksa Campuran (0,015690) 1 Mandiri Investa Campuran (0,036302) 6 AAA Amanah Fund Campuran (0,035979) 5 TRIM Campuran (0,028802) 3 Cipta Balance Campuran (0,051987) 8 Schroder Balanced Fund Campuran (0,051113) 7 SAM Campuran (0,030437) 4 MNC Dana Pendapatan Tetap (0,261922) 2 I - Hajj Fund Pendapatan Tetap (1,879947) 6 PNM Amanah Pendapatan Tetap (0,389174) 1 Mega Dana Obligasi Pendapatan Tetap (0,185490) 3 Mandiri Investa Dana Pendapatan Tetap (0,356422) 4 SAM Sukuk Sejahtera Pendapatan Tetap (0,382217) 5 TRIM Saham Saham (0,032296) 4 Batavia Dana Saham Saham (0,032885) 5 PNM Ekuitas Saham (0,034038) 6 CIMB-Principal Islamic Equity Growth Saham (0,030576) 3 Mandiri Investa Atraktif Saham (0,043300) 7 Cipta Equity Saham (0,029798) 2 Manulife Sektoral Amanah Saham (0,016553) 1 Danareksa Indeks Indeks (0,022474) 1 Lautandhana Proteksi I Terproteksi 45,

26 69 Lampiran 7. Peringkat Kinerja Reksa Dana Metode Jensen Reksa Dana Jenis Rasio Jensen Peringkat PNM Campuran 0, Danareksa Campuran 0, Mandiri Investa Campuran 0, AAA Amanah Fund Campuran 0, TRIM Campuran 0, Cipta Balance Campuran 0, Schroder Balanced Fund Campuran 0, SAM Campuran 0, MNC Dana Pendapatan Tetap (0,059894) 2 I - Hajj Fund Pendapatan Tetap (0,086468) 6 PNM Amanah Pendapatan Tetap (0,069532) 4 Mega Dana Obligasi Pendapatan Tetap (0,046353) 1 Mandiri Investa Dana Pendapatan Tetap (0,067973) 3 SAM Sukuk Sejahtera Pendapatan Tetap (0,069933) 5 TRIM Saham Saham 0, Batavia Dana Saham Saham 0, PNM Ekuitas Saham 0, CIMB-Principal Islamic Equity Growth Saham 0, Mandiri Investa Atraktif Saham 0, Cipta Equity Saham 0, Manulife Sektoral Amanah Saham 0, Danareksa Indeks Indeks 0, Lautandhana Proteksi I Terproteksi (0,094188) 1