Daftar Manajer Investasi Reksa Dana Saham yang Menjadi Sampel Penelitian:

LAMPIRAN I Daftar Manajer Investasi Reksa Dana Saham yang Menjadi Sampel Penelitian:

No

Manajer Investasi

Nama Reksa Dana

1

AAA Asset Management

2

PT AMCI Manajemen Investasi Indonesia PT AXA Asset Management Indonesia PT Aberdeen Asset Management PT Archipelago Asset Management PT Ashmore Asset Management PT Avrist Asset Management PT BNI Asset Management PT BNP Paribas Investment Partners PT Bahana TCW Investment Management PT Batasa Capital

AAA Blue Chip Value Fund 2 Amobligasi Jibor 1 Year Plus Reksa Dana AXA Citradinamis Reksa Dana NISP Indeks Saham Progresif Archipelago Equity Growth Ashmore Dana Ekuitas Nusantara Avrist Equity – Cross Sectoral BNI Reksa Dana Berkembang BNP Paribas Maxi Saham

3 4 5 6 7 8 9 10 11 12

16

PT Batavia Prosperindo Aset Manajemen PT Bowsprit Asset Management PT CIMB Principal Asset Management PT Ciptadana Asset Management PT Corfina Capital

17

PT Dana Nusa Indonesia

18

PT Danareksa Investment Management PT Danatama Makmur PT Dhanawibawa Manajemen Investasi PT Eastspring Investment Indonesia PT Emco Asset Management

13 14 15

19 20 21 22

Kode Reksa Dana

Kriteria Penentuan Sampel 1 2 3

Sampel

611702 AMC01 √

√

√

Sampel 1

000D1B

√

√

√

0082214

√

√

√

Reksa Dana Ekuitas Prima

RDEP

√

√

√

Sampel 2 Sampel 3 Sampel 4

BIG Dana Syariah Terproteksi Batavia Dana Saham Optimal Reksa Dana Penyertaan Terbatas Bowsprit CIMB-Principal Equity Aggressive Rencana Cerdas

BIGDST √

√

√

Sampel 5

0099556

√

√

√

0091017

√

√

√

Grow-2-Prosper

0086504

√

√

√


√

√

√

Reksa Dana Brent Blue Chip Flexi Danareksa Mawar Danareksa Seruni RDPT Dhanawibawa Eksklusif 1 Reksadana Eastspring Investment Value Reksa Dana Makinta Growth Fund

BIIDINA CPF2 0084699 D0AS01 0087783

0086769 00D87A

BRBF RDMW RDSN RDPT DW 1 ESIFIF 00D68B

Sampel 9

78

Universitas Sumatera Utara

No

Manajer Investasi

23 24

PT Equator Investment PT Equity Securities Indonesia PT Eurocapital Peregrine Securities PT First State Investments Indonesia PT GAP Capital PT Henan Putihrai Asset Management PT Indo Premier Investment Management PT Indoasia Aset Manajemen PT Indosurya Asset Management PT Insight Asset Management PT Intru Nusantara PT Jisawi Finas PT Kharisma Asset Management PT Kiwoom Investment Management Indonesia PT Kresna Asset Management PT Lautandhana Investment Management PT Lippo Securities Tbk

25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49

PT MNC Asset Management PT Mandiri Manajemen Investasi PT Manulife Aset Manajemen Indonesia PT Maybank GMT Asset Management PT Mega Asset Management PT Mega Capital Investama PT Millenium Danatama Indonesia PT Minna Padi Aset Manajemen PT Narada Kapital Indonesia PT Net Assets Management

Nama Reksa Dana

Kode Reksa Dana

Equator Alpha Reksa Dana Prima

0087395 0092841

Reksa Dana V Plus

RVP1

Reksa Dana First State Indoequity Peka Fund GAP Equity Fund Reksa Dana HPAM Saham Dinamis Premier Ekuitas Makro Plus I Am Equity Fund

FIPF

Reksa Dana Indosurya Balance Fund Reksa Dana Guru Garuda Satu Jisawi Profresif Kharisma Flexi Terbatas Kiwoom Indonesia Optimum Fund Mrs Cash Kresna


Sampel

√

√

√

Sampel 10

√

√

√

Sampel 11 Sampel 12 Sampel 13 Sampel 14 Sampel 15

0085126 HPAMD 0088245 IND02IA MEFFI R099 0086652 GARSAT 612003 710801 612101 MRSCK

Reksa Dana Lautandhana Equity Progressive Reksa Dana Lippo Dana Prima Reksa Dana MNC Dana Ekuitas Mandiri Investasi UGM

00D54N

BIG-EQ

√

√

√

0083303

√

√

√

Manulife Dana Saham

0092882

√

√

√

Maybank GMT Dana Ekuitas Mega Asset Maxima

0085209

√

√

√

√

√

√

RDLDP

0D10AQ

RDPT Mega Saham Maxima Reksa Dana Millenium Equity Minna Padi Keraton II

0D10AI 00D61B

Narada Saham Indonesia

0087768

Net Dana Flexi

NETFLE XIM

Sampel 16

611901

79


No 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73

Manajer Investasi

Nama Reksa Dana

Kode Reksa Dana

PT Nikko Securities Indonesia PT OSO Manajemen Investasi PT Optima Investama PT PG Asset Management PT PNM Investment Management PT Pacific Capital Investment PT NISP Asset Management PT Panin Asset Management PT Panin Asset Management PT Paramitra Alfa Sekuritas PT Pavillion Capital

Nikko Indonesia Equity Fund OSO Sustainability Fund

RB001IN DEQSH OSUS

Optima Pasar Uang Reksa Dana PG Sejahtera

00D32B 00D31B

PNM Saham Agresif

0084962

Reksa Dana Pacific Equity Fund Reksa Dana NISP Indeks Saham Progresif Panin Dana Prima

PACIFIC EQ NISP

PT Phillip Asset Management PT Pratama Capital Assets Management PT Prospera Asset Management PT Quant Kapital Investama PT RHB OSK Asset Management PT Recapital Asset Management PT Reliance Asset Management PT Samuel Aset Manajemen PT Schroder Investment Management Indonesia PT Semesta Aset Manajemen PT Signature Capital Indonesia PT Sinarmas Asset Management PT Sucorinvest Asset Management

Panin Dana Maksima

GR002PR IMASH 0091033

Reksa Dana Paramitra Platinum Reksa Dana Pavillion Dana Anugrah Reksa Dana Phillip Rupiah Balanced Fund Pratama Saham

0099424

Prospera Bijak

0084343

Reksa Dana Quant Investa Saham RHB OSK Alpha Sector Rotation Reksa Dana Terproteksi Recapital Proteksi VI Reksa Dana Reliance Cerdas Terencana

RDQIS


Sampel

√

√

√


√

√

√

√

√

√

√

√

√

Sampel 20

√

√

√

Sampel 21

√

√

√

Sampel 22

00D18A 00D40A 00D66A

RHBASR RECAPIT ALVI RELIAN CECT

SAM Indonesian Equity Fund Reksa Dana Schroder Indo Equity Fund Semesta Dana Saham

0084665

0088534

Synergy Capital

0085167

Reksa Dana Simas Danaman Saham Sucorinvest Equity Fund

000D80

SIEF

008D57

80


Nama Reksa Dana

Kode Reksa Dana

Reksa Dana Star Balanced

008D60

Syailendra Opportunity Fund TF Super Maxxi

Equity

0082412

PT Treasure Fund Investama 77 PT Trimegah Asset TRIM Kapital Management 78 PT Valbury Capital Reksa Dana Valbury Management Equity 1 Sumber: www.bapepam.go.id (Data Diolah oleh Peneliti, 2014)

622101

No 74 75 76

Manajer Investasi PT Surya Timur Alam Raya PT Syailendra Capital

000D2B


Sampel

√

√

√

Sampel 23

√

√

√

Sampel 24

VALBUR YE1

81


LAMPIRAN II Data Nilai Aktiva Bersih (NAB) yang digunakan sebagai variabel return portofolio dalam penelitian:

NAB 2010 BULAN

KODE REKSA DANA BIIDINA

000D1B

0082214

RDEP

0086769

JAN

2,103,328,212

41,925,124,212

30,143,661,389

188,419,674,418

83,849,635,976

FEB

2,852,205,693

38,446,430,692

42,519,796,916

231,746,630,711

81,607,206,660

MAR

47,242,488,847

39,593,667,023

61,088,735,165

261,987,792,908

86,244,853,154

APR

61,682,816,648

41,632,849,719

64,786,873,934

238,824,303,356

86,891,613,976

MEI

58,600,130,323

33,719,469,174

110,701,385,640

243,263,530,722

104,052,447,615

JUN

62,082,271,929

35,126,769,910

115,419,786,450

247,903,746,859

109,394,092,791

JUL

72,056,677,915

31,159,147,372

122,290,178,282

253,060,502,705

68,628,369,351

AGT

69,673,467,163

27,553,166,471

121,820,530,470

216,127,222,032

66,639,887,928

SEP

78,510,543,670

26,406,248,408

135,398,238,770

266,941,226,791

67,816,420,550

OKT

78,559,901,139

8,075,682,420

140,658,044,482

254,682,771,651

78,491,598,230

NOV

75,672,851,053

33,103,832,873

134,637,422,092

237,871,863,219

86,994,893,300

DES

81,126,855,881

34,057,068,799

140,282,143,753

297,552,006,741

96,200,025,056

BULAN

KODE REKSA DANA 0099556

0091017

0086504

00D68B

FIPF

JAN

74,188,971,747

54,425,171,819

10,756,529,600

23,598,620,042

61,510,248,849

FEB

72,477,331,542

67,889,110,326

11,470,713,318

22,965,031,833

80,260,945,685

MAR

55,297,003,180

73,957,149,214

10,814,388,771

23,321,968,911

83,954,377,609

APR

56,906,306,289

77,871,288,679

11,246,958,207

24,814,957,274

71,639,311,634

MEI

53,419,795,185

72,514,436,893

25,410,956,835

20,996,657,430

65,730,287,793

JUN

51,159,419,804

65,768,236,565

26,834,898,293

20,826,622,713

60,085,771,692

JUL

41,071,901,706

69,171,252,675

27,519,413,136

17,815,231,377

52,208,260,795

AGT

35,934,275,881

68,940,616,259

27,839,624,938

12,404,076,237

46,933,777,039

SEP

37,391,433,100

77,023,546,322

30,869,490,275

11,652,168,843

37,379,689,359

OKT

37,000,459,337

80,279,276,397

33,592,359,780

10,886,141,763

33,723,611,572

NOV

35,705,651,560

78,585,103,180

32,219,132,385

10,585,406,930

34,053,977,177

DES

35,147,436,516

90,346,769,710

36,149,456,351

26,930,296,345

38,185,559,904

82


BULAN

KODE REKSA DANA 00D54N

BIG-EQ

0083303

0092882

0085209

JAN

24,639,283,293

4,354,091,757

19,203,373,926

1,946,864,872,501

39,919,483,963

FEB

23,713,609,996

4,863,936,393

17,641,154,632

1,913,655,379,432

43,239,044,377

MAR

24,626,346,476

31,537,713,437

9,418,014,125

1,972,043,193,686

45,339,299,632

APR

25,574,160,573

34,194,038,186

9,418,800,816

2,034,252,352,396

38,883,414,234

MEI

23,943,546,245

32,664,037,763

31,076,503,619

1,996,509,991,139

35,383,689,078

JUN

99,263,581

32,804,111,525

20,840,533,015

2,011,328,042,866

30,258,224,587

JUL

97,568,700

33,987,834,366

9,792,621,739

1,964,006,265,509

27,408,279,541

AGT

101,599,086

33,230,501,926

9,793,306,765

1,889,254,405,135

26,790,363,515

SEP

100,272,247

37,215,629,481

9,902,338,136

2,115,743,661,907

28,501,093,791

OKT

42,925,051,628

41,038,820,632

26,124,159,390

2,263,284,462,363

35,485,278,897

NOV

51,819,405,280

40,761,745,623

31,382,939,165

2,312,318,990,566

37,471,868,435

DES

59,694,405,650

62,893,486,488

35,026,514,168

2,540,515,577,799

44,751,101,526

KODE REKSA DANA BULAN

00D61B

NISP

GR002PRIMA SH

0091033

0099424

JAN

10,330,141,637

111,242,088,933

343,711,315,459

587,138,882,848

464,890,466,499

FEB

30,222,661,828

122,048,923,054

393,462,386,767

608,413,343,770

471,326,907,795

MAR

34,560,328,921

104,347,212,979

524,129,319,938

741,857,473,244

501,913,532,372

APR

38,097,618,943

106,857,028,316

643,413,947,002

910,638,708,255

551,028,830,069

MEI

28,987,188,177

113,711,914,710

648,424,060,109

1,077,310,553,121

478,718,294,602

JUN

26,988,349,883

102,316,090,095

575,927,689,866

975,042,303,346

455,484,290,327

JUL

28,171,336,689

98,705,497,224

588,683,007,845

1,016,259,468,056

473,558,464,458

AGT

30,943,698,729

95,770,976,671

604,788,395,168

1,199,605,288,350

467,761,120,939

SEP

33,697,917,295

96,020,704,791

690,493,763,893

1,361,433,356,148

501,954,935,111

OKT

32,341,989,476

112,432,771,783

731,398,421,421

1,626,019,813,334

515,694,740,652

NOV

30,331,956,205

112,389,794,449

695,480,993,782

1,787,039,414,616

502,755,349,961

DES

30,445,183,372

124,710,545,222

744,637,893,045

2,170,074,915,500

572,561,567,624

83


BULAN

KODE REKSA DANA SIEF

000D80

0082412

000D2B

JAN

163,915,641,631

110,678,309,834

31,421,875,376

739,167,595,292

FEB

174,835,934,322

125,482,982,646

34,437,378,085

717,972,949,217

MAR

197,421,560,339

128,052,082,208

30,642,190,631

693,421,465,979

APR

220,035,266,462

135,529,745,334

38,636,282,908

674,478,386,029

MEI

211,708,996,491

132,185,810,908

25,843,377,613

574,599,411,276

JUN

231,200,707,064

128,959,063,505

26,938,095,846

577,462,448,457

JUL

244,991,987,018

124,806,530,868

29,451,014,481

545,456,386,933

AGT

254,107,361,081

119,656,125,952

26,570,562,975

463,318,872,456

SEP

284,598,797,932

126,716,335,801

36,216,942,563

428,908,730,280

OKT

352,365,634,389

138,072,065,810

38,937,841,050

422,529,329,636

NOV

367,309,835,365

138,662,901,494

39,497,602,126

412,608,520,178

DES

383,340,018,043

129,230,445,401

98,141,170,062

481,062,379,708

NAB 2011 BULAN


000D1B

0082214

RDEP

0086769

JAN

73,200,760,849

30,493,824,375

149,839,651,492

340,504,656,523

107,788,313,803

FEB

75,330,140,287

30,202,167,687

150,962,048,575

360,359,447,514

110,594,865,071

MAR

78,737,722,610

32,868,117,845

160,659,789,490

374,716,293,586

118,532,057,256

APR

75,371,650,727

33,345,884,715

233,744,976,010

392,611,527,782

121,659,278,885

MEI

65,979,526,008

36,903,504,925

234,651,446,017

383,595,697,159

119,704,072,401

JUN

66,680,547,474

36,335,432,942

257,412,703,333

366,417,441,343

120,951,501,318

JUL

71,385,263,884

38,881,871,212

288,192,019,112

379,814,118,995

104,666,772,413

AGT

67,997,394,684

38,587,795,127

269,357,115,904

520,236,673,131

107,788,325,699

SEP

62,485,174,248

35,603,852,326

246,856,553,316

473,128,771,618

99,046,755,134

OKT

67,317,371,376

38,670,997,890

268,984,592,809

571,650,895,367

107,637,317,703

NOV

61,076,302,172

37,127,713,780

259,668,541,473

521,312,958,509

109,953,379,240

DES

56,467,255,779

37,397,206,203

269,778,408,899

538,281,728,879

112,217,016,384

84



0099556

0091017

0086504

00D68B

FIPF

JAN

31,809,599,073

91,157,735,474

35,179,748,193

24,213,456,180

34,170,597,935

FEB

31,701,100,406

92,884,700,175

35,203,402,993

23,911,759,130

36,003,747,336

MAR

32,775,933,493

106,081,896,752

38,583,784,499

25,287,494,976

38,771,187,500

APR

31,096,087,793

111,678,397,503

40,493,024,331

26,308,282,899

38,190,575,433

MEI

30,152,657,259

114,840,210,059

40,724,296,410

26,295,714,110

35,602,281,642

JUN

30,536,710,810

116,802,743,337

40,102,515,065

25,325,305,646

33,869,436,987

JUL

29,764,957,993

125,733,918,176

38,453,094,434

28,446,008,641

66,535,972,248

AGT

27,186,084,089

121,407,973,694

40,279,744,070

27,796,207,267

149,428,784,058

SEP

24,703,773,581

111,259,334,671

36,449,814,852

24,716,204,091

157,266,129,241

OKT

26,493,546,036

120,598,899,498

38,519,132,046

25,570,778,977

169,963,889,173

NOV

25,421,578,048

116,750,471,333

37,882,931,386

24,676,178,440

169,139,607,699

DES

28,400,917,731

108,652,966,294

38,375,048,079

25,918,734,490

166,569,304,811

BULAN


BIG-EQ

0083303

0092882

0085209

JAN

54,852,921,987

73,047,423,129

46,814,267,119

2,720,755,177,936

47,732,074,806

FEB

55,944,583,961

85,538,255,653

80,896,459,730

2,825,170,747,425

48,722,145,557

MAR

59,808,665,862

93,819,685,111

99,014,631,462

3,081,123,224,409

52,170,879,780

APR

61,383,631,133

93,543,442,849

102,002,301,126

3,355,796,461,939

54,991,316,216

MEI

61,290,124,127

102,623,169,203

103,313,599,241

3,453,915,619,656

55,264,362,158

JUN

62,509,712,442

118,728,702,199

115,281,209,101

3,383,059,974,750

59,700,609,799

JUL

67,392,733,685

149,334,271,280

102,568,020,660

3,466,069,323,079

57,987,011,685

AGT

66,617,248,843

277,906,632,450

119,218,038,030

3,177,444,923,448

75,587,282,162

SEP

60,098,306,044

260,735,798,483

111,501,037,711

2,897,778,330,368

71,390,657,175

OKT

65,921,547,899

286,964,935,034

125,950,325,509

3,129,821,512,591

79,051,242,100

NOV

63,343,203,955

285,273,989,528

122,244,922,704

3,023,560,035,429

76,004,773,085

DES

65,294,798,561

272,242,095,667

133,295,150,548

3,082,769,775,945

78,250,141,721

85


KODE REKSA DANA 00D61B

NISP

GR002PRIMASH

91033

99424

JAN

29,332,859,921

125,803,031,792

813,920,249,615

2,258,793,214,879

548,652,340,183

FEB

29,596,585,491

134,795,945,662

821,362,078,270

2,369,926,273,044

561,725,257,131

MAR

30,549,650,730

132,209,595,092

814,440,304,027

2,722,080,210,888

614,670,838,328

APR

31,115,423,228

130,002,769,959

816,822,760,106

3,074,365,268,142

620,112,166,421

MEI

29,491,479,610

131,832,647,307

888,206,539,491

3,505,924,370,452

615,768,532,234

JUN

27,126,120,914

128,645,978,215

908,078,603,342

3,678,852,698,032

612,629,453,498

JUL

27,716,929,451

99,246,664,339

811,256,571,385

3,972,240,981,981

617,840,340,908

AGT

25,747,466,155

113,738,088,106

957,180,461,220

4,361,362,532,815

575,575,888,776

SEP

24,858,020,592

114,050,923,585

902,854,117,131

4,186,685,151,687

500,561,739,436

OKT

26,808,243,162

114,198,071,452

1,006,729,238,148

4,665,068,995,553

551,973,968,760

BULAN

NOV

27,313,186,944

113,210,910,692

1,091,525,714,845

4,599,623,912,033

529,529,912,521

DES

28,213,712,952

114,243,345,982

1,134,654,400,551

4,757,655,753,605

556,805,502,390

BULAN


000D80

0082412

000D2B

JAN

363,615,658,732

153,636,815,054

150,328,055,739

444,622,125,760

FEB

380,034,638,743

160,600,131,895

160,489,476,744

470,608,849,491

MAR

411,041,716,547

170,382,064,792

178,882,563,024

510,665,535,075

APR

429,569,974,203

174,961,469,719

185,761,076,750

502,321,731,783

MEI

430,186,940,984

195,345,540,763

194,614,624,681

502,676,149,747

JUN

441,430,452,105

192,803,674,692

201,791,578,109

483,659,785,075

JUL

481,655,878,524

199,767,742,487

107,607,048,378

472,375,400,131

AGT

471,338,147,951

187,174,615,292

193,302,855,592

475,787,297,880

SEP

459,631,408,680

178,425,056,138

181,947,802,519

438,925,935,974

OKT

569,181,901,763

195,386,096,421

223,614,055,560

470,724,493,754

NOV

589,066,912,295

183,729,881,583

214,377,895,133

459,176,756,193

DES

607,048,507,055

191,728,652,200

174,636,480,040

465,437,733,416

86


NAB 2012 BULAN

BIIDINA

000D1B

0082214

RDEP

0086769

JAN

56,679,108,391

38,546,577,205

125,906,693,187

405,875,360,886

119,362,641,298

FEB

59,797,259,639

39,975,927,784

31,202,344,897

369,875,654,599

119,942,012,829

MAR

55,681,423,479

37,284,695,046

32,200,627,652

274,360,575,736

117,333,565,849

APR

48,942,550,367

40,178,566,196

32,456,734,606

274,685,644,122

105,602,611,024

MEI

48,452,436,037

35,684,601,485

29,437,289,493

353,161,728,656

103,623,139,306

JUN

51,555,346,833

37,299,789,785

30,425,826,675

362,984,074,898

108,103,534,950

JUL

52,518,410,172

38,393,404,616

31,309,086,913

369,435,773,460

52,741,270,070

AGT

53,206,685,340

36,770,387,871

30,260,332,074

292,548,873,227

49,887,241,697

SEP

73,169,582,202

38,785,444,515

31,816,906,168

309,393,819,097

63,041,086,138

OKT

90,808,695,023

39,396,364,612

32,413,620,185

235,135,495,128

125,234,204,288

NOV

89,545,319,878

37,950,007,464

31,929,784,801

412,572,668,152

192,545,605,500

DES

89,178,688,513

38,740,498,211

32,545,047,561

580,038,342,455

224,793,718,823

BULAN

KODE REKSA DANA 0099556

0091017

0086504

00D68B

FIPF

JAN

28,756,410,075

104,619,298,377

38,764,503,795

7,890,261,027

143,092,722,492

FEB

31,248,616,570

106,728,679,745

40,385,566,206

18,378,013,060

149,920,588,040

MAR

27,035,577,046

108,265,585,578

40,582,609,237

22,086,850,790

154,453,881,445

APR

36,770,155,263

109,075,069,637

38,920,713,357

38,753,747,934

260,425,296,195

MEI

38,081,691,263

98,495,695,627

34,344,690,495

25,809,752,567

377,335,516,967

JUN

43,447,988,756

101,133,481,234

35,426,198,381

27,199,519,812

517,412,132,232

JUL

41,999,562,460

106,613,144,039

37,267,460,529

28,554,949,533

517,849,798,180

AGT

37,494,677,132

98,290,495,485

30,895,749,476

27,692,375,089

502,067,749,475

SEP

38,188,249,640

104,158,225,478

31,703,541,288

29,002,306,235

552,799,330,751

OKT

39,178,925,422

103,526,181,938

26,364,591,982

31,643,819,766

637,185,351,871

NOV

43,380,333,236

100,499,341,546

26,781,827,035

30,597,577,448

865,259,456,935

DES

43,135,487,417

100,642,051,404

25,128,335,644

32,397,951,279

979,914,002,298

87


BULAN


BIG-EQ

0083303

0092882

0085209

JAN

66,856,520,381

209,708,058,078

108,369,304,991

3,071,828,863,458

76,492,534,322

FEB

72,598,045,839

193,862,892,685

106,400,204,201

3,085,455,658,259

77,383,514,380

MAR

81,344,493,358

350,458,151,963

106,259,277,586

3,134,184,197,133

75,750,002,435

APR

82,745,671,204

462,760,983,494

102,440,640,921

3,122,536,566,715

77,312,084,888

MEI

76,854,952,369

442,691,395,052

89,357,307,324

2,882,344,340,798

73,183,895,058

JUN

78,907,325,180

467,278,850,225

93,654,360,624

2,972,351,702,236

84,853,882,852

JUL

82,862,009,932

549,887,323,410

96,824,204,548

3,090,290,547,424

81,185,373,777

AGT

80,290,978,903

543,981,081,625

92,722,556,859

2,986,885,547,570

76,560,349,759

SEP

84,097,726,406

701,816,831,652

80,794,975,522

3,102,216,897,702

83,521,183,908

OKT

85,613,050,343

983,165,035,685

79,120,772,458

3,174,337,259,517

82,338,814,830

NOV

86,129,072,974

926,559,120,862

77,683,458,832

3,188,466,285,545

80,475,169,455

DES

84,432,439,377

950,651,751,433

63,007,174,816

3,186,558,735,610

74,301,231,588

BULAN


NISP

GR002PRIMASH

91033

99424

JAN

28,637,403,807

97,244,937,918

881,631,999,197

4,785,944,170,792

551,025,322,940

FEB

28,634,314,521

82,453,987,603

908,573,059,525

4,837,463,751,321

583,670,935,781

MAR

28,132,439,749

72,688,182,080

911,625,307,775

4,726,177,059,510

537,337,541,508

APR

27,988,182,412

64,298,559,528

953,189,204,575

4,640,803,366,278

536,772,158,008

MEI

25,908,311,987

59,295,160,282

1,263,022,981,537

4,596,189,123,984

530,812,129,741

JUN

26,451,206,963

61,544,685,932

1,315,817,447,415

4,965,662,536,491

523,120,647,873

JUL

27,867,767,171

61,578,384,410

1,342,262,280,368

5,215,370,790,255

499,947,853,603

AGT

25,561,463,857

58,855,999,479

1,345,648,711,332

5,077,930,918,289

470,856,982,368

SEP

26,573,074,929

58,772,931,508

1,395,165,341,419

5,115,979,829,501

489,239,364,496

OKT

27,043,989,780

53,746,427,972

1,164,808,691,627

4,620,569,176,386

477,849,668,754

NOV

73,643,530,628

53,171,494,766

1,128,096,304,029

4,636,103,548,407

456,745,572,564

DES

114,386,450,033

56,414,426,421

915,324,777,240

4,634,511,565,119

448,132,248,232

88


KODE REKSA DANA

BULAN

SIEF

000D80

0082412

000D2B

JAN

619,844,017,574

202,223,327,309

124,682,984,642

455,565,730,397

FEB

575,745,363,389

203,717,314,404

137,110,395,559

409,603,645,911

MAR

491,672,995,532

199,345,006,378

132,830,539,123

419,810,266,662

APR

489,150,911,259

205,673,005,254

146,210,696,229

455,358,973,346

MEI

443,255,807,060

197,371,567,268

237,704,261,649

418,454,198,094

JUN

460,407,487,486

213,261,196,161

272,474,236,840

426,463,173,687

JUL

483,389,035,759

211,587,774,267

308,878,241,230

439,357,923,089

AGT

462,126,384,487

196,983,613,394

289,180,725,175

399,525,615,965

SEP

476,864,215,372

204,830,196,369

365,677,799,901

404,112,954,267

OKT

485,209,269,118

203,999,865,709

371,119,631,793

446,229,179,393

NOV

485,685,540,483

163,885,488,479

458,246,022,229

427,491,573,386

DES

491,531,448,221

159,262,149,925

482,214,987,986

519,799,664,348

NAB 2013 BULAN


000D1B

0082214

RDEP

0086769

JAN

92,312,249,124

39,880,992,717

33,792,513,622

560,083,347,910

226,784,837,211

FEB

100,609,146,910

39,458,011,083

36,352,178,474

381,798,435,832

247,604,038,792

MAR

138,968,999,104

40,143,396,111

37,513,962,621

580,277,974,565

275,230,349,020

APR

144,985,220,970

81,249,553,696

38,449,564,475

682,510,837,198

363,910,449,091

MEI

148,479,977,778

85,897,575,823

38,671,834,861

786,367,047,328

350,215,854,699

JUN

147,719,454,936

76,454,172,311

36,453,625,004

906,386,014,576

394,205,096,032

JUL

142,569,461,223

44,313,880,554

34,875,703,087

870,493,999,079

390,222,442,768

AGT

129,742,756,859

38,838,627,340

31,347,861,168

778,744,823,830

352,799,595,868

SEP

132,972,908,144

39,731,984,834

32,104,445,536

824,935,615,551

362,244,099,054

OKT

169,275,637,511

41,267,253,544

33,824,894,189

936,696,702,012

384,125,561,307

NOV

158,613,531,967

38,074,133,006

31,554,415,729

862,159,896,339

365,666,440,917

DES

159,181,704,588

37,747,787,842

31,524,232,003

856,270,675,817

415,598,998,127

89



0099556

0091017

0086504

00D68B

FIPF

JAN

43,371,463,963

104,911,016,499

24,379,105,488

34,899,248,972

837,736,524,585

FEB

48,300,917,403

111,604,657,988

25,925,086,031

35,969,319,847

568,353,240,045

MAR

49,262,473,831

89,841,180,858

263,350,459,655

38,501,933,244

490,496,553,221

APR

54,130,075,336

85,038,961,974

229,565,354,763

38,172,605,337

506,671,283,991

MEI

59,476,073,310

86,646,717,564

162,255,466,812

38,553,772,970

558,806,837,086

JUN

56,261,622,165

83,805,668,687

142,899,050,962

34,683,533,680

668,244,776,010

JUL

47,946,046,491

75,892,873,302

138,943,040,636

33,101,659,552

666,313,539,036

AGT

41,899,409,470

68,995,091,620

136,317,988,449

29,450,451,515

623,477,119,706

SEP

43,097,663,000

72,862,493,381

141,044,658,479

30,383,241,666

655,907,975,949

OKT

45,018,752,930

76,346,255,793

151,761,299,321

32,046,363,957

717,159,629,977

NOV

41,190,217,664

72,692,887,776

133,066,127,073

29,127,741,032

681,101,876,849

DES

43,484,967,076

69,254,421,240

141,432,149,970

28,210,129,350

672,952,498,865

BULAN


BIG-EQ

0083303

0092882

0085209

JAN

86,233,596,794

968,640,014,349

63,078,276,024

3,125,059,474,590

72,567,518,488

FEB

93,603,915,075

919,845,086,923

61,445,609,698

3,181,439,317,098

72,481,607,424

MAR

102,550,312,573

933,210,212,558

49,828,978,618

3,234,638,632,259

73,485,280,268

APR

102,665,797,949

935,255,125,211

103,889,614,005

3,206,979,377,955

73,481,126,945

MEI

109,510,474,840

945,714,943,526

112,046,087,855

3,122,249,166,714

74,468,331,203

JUN

101,058,497,486

926,783,842,659

102,061,067,845

2,977,678,235,632

76,772,327,633

JUL

95,749,978,447

880,371,971,926

95,282,704,889

2,806,584,840,267

79,309,840,626

AGT

85,973,086,972

824,632,096,036

82,469,593,505

2,593,400,085,042

75,000,020,173

SEP

87,331,307,146

802,817,712,456

81,580,958,288

2,566,711,692,288

75,587,185,136

OKT

91,747,390,978

836,036,270,450

85,456,311,975

2,690,664,990,914

79,769,615,070

NOV

86,002,363,926

780,104,612,782

79,768,328,127

2,525,279,286,063

75,858,838,896

DES

85,740,894,752

779,422,752,316

79,263,131,743

2,464,039,731,881

73,578,175,861

90


BULAN


NISP

GR002PRIMASH

91033

99424

JAN

167,267,362,478

55,342,972,392

943,930,058,973

4,468,061,967,831

460,453,802,688

FEB

189,495,356,869

46,677,595,231

1,090,046,037,203

4,698,034,030,671

339,365,894,138

MAR

222,265,776,046

43,683,248,168

1,229,573,980,893

4,954,313,454,366

362,228,605,024

APR

209,965,977,683

41,106,861,371

1,230,942,658,596

5,446,541,684,779

393,633,023,944

MEI

220,336,006,672

37,869,367,441

1,448,481,429,432

6,275,016,499,327

415,506,444,666

JUN

220,138,022,609

35,592,475,488

1,922,350,007,930

6,562,246,251,997

423,892,503,715

JUL

202,985,769,615

32,308,362,479

1,746,429,401,736

6,278,982,828,808

404,557,172,210

AGT

197,504,729,774

29,402,777,941

1,603,283,420,516

5,553,855,350,792

360,296,622,267

SEP

9,023,897,821

29,511,347,495

1,768,621,501,655

6,138,337,465,334

392,923,534,934

OKT

209,716,193,258

30,394,264,993

1,988,863,996,598

6,601,820,869,886

411,796,574,204

NOV

222,930,320,676

28,752,597,606

2,039,972,709,734

6,121,334,745,641

380,655,261,605

DES

249,576,395,957

28,517,461,956

2,044,973,101,401

6,116,656,590,110

371,534,082,427

BULAN


000D80

0082412

000D2B

JAN

505,990,375,154

166,641,136,326

487,733,964,284

514,203,447,247

FEB

549,587,790,297

178,201,576,074

432,266,793,213

530,022,863,226

MAR

573,078,685,885

191,337,490,086

543,233,766,877

547,434,593,965

APR

591,629,717,638

225,465,016,357

631,357,926,351

457,318,229,955

MEI

614,343,597,989

262,765,582,073

641,029,532,849

447,438,537,210

JUN

567,637,919,988

285,900,820,948

654,761,150,986

419,746,733,007

JUL

547,673,505,270

270,520,449,956

687,010,852,676

403,037,685,104

AGT

495,566,914,736

244,144,849,677

664,232,989,922

365,308,793,779

SEP

501,639,448,490

428,724,885,944

694,197,640,797

366,165,852,746

OKT

524,999,941,209

447,960,349,170

707,763,995,819

384,178,894,623

NOV

499,128,946,188

423,125,692,168

666,171,907,874

359,754,188,681

DES

498,316,830,577

417,024,847,205

670,085,087,869

413,485,828,718

91


LAMPIRAN III Data Indeks Harga Saham Gabungan (IHSG) yang diguanakan sebagai variabel return pasar dalam penelitian adalah:

TAHUN JAN FEB MAR APR MEI JUN JUL AGT SEP OKT NOV DES

Data IHSG dari 2010 - 2013 2010 2011 2012 2,610.7960 3,409.1670 3,941.6930 2,549.0330 3,470.3480 3,985.2100 2,777.3010 3,678.6740 4,121.5510 2,971.2520 3,819.6180 4,180.7320 2,796.9570 3,836.9670 3,832.8240 2,913.6840 3,888.5690 3,955.5770 3,069.2800 4,130.8000 4,142.3370 3,081.8840 3,841.7310 4,060.3310 3,501.2960 3,549.0320 4,262.5610 3,635.3240 3,790.8470 4,350.2910 3,531.2110 3,715.0800 4,276.1410 3,703.5120 3,790.8470 4,316.6870

2013 4,453.7030 4,795.7890 4,940.9860 5,034.0710 5,068.6280 4,818.8950 4,610.3770 4,195.0890 4,316.1760 4,510.6310 4,256.4360 4,274.1770

92


LAMPIRAN IV Data Surat Berharga Indonesia (SBI) yang digunakan sebagai variabel return free dalam penelitian adalah:

TAHUN JAN FEB MAR APR MEI JUN JUL AGT SEP OKT NOV DES

2010 6.00092% 6.34451% 6.08541% 6.77112% 6.13346% 6.56767% 6.78113% 6.09556% 6.11567% 6.00034% 6.23111% 6.00756%

Data SBI dari 2010 - 2013 2011 2012 6.08058% 4.88325% 6.70542% 3.82290% 6.71887% 3.82637% 7.17517% 3.92570% 7.36011% 4.23785% 7.36317% 4.32005% 7.27563% 4.45727% 6.77577% 4.54005% 6.28206% 4.67165% 5.76845% 4.74612% 5.22412% 4.77039% 5.03858% 4.80274%

2013 4.84021% 4.86119% 4.86950% 4.89075% 5.02275% 5.27558% 5.52051% 5.85743% 6.95555% 6.96715% 7.22435% 7.21695%

93


LAMPIRAN V Hasil estimasi regresi dari reksa dana saham yang menjadi sampel penelitian dari penulis menggunakan program SPSS adalah sebagai berikut: 1. Reksa Dana AXA Citradinamis Coefficientsa Unstandardized Coefficients Model 1

B (Constant)

Std. Error .879

.427

27.255

12.079

Rm-Rf^2 149.162 a. Dependent Variable: Rp-Rf

97.959

Rm-Rf

Standardized Coefficients Beta

t

Sig. 2.059

.045

.598

2.256

.029

.404

1.523

.135

2. BNI Reksa Dana Berkembang Coefficientsa Unstandardized Coefficients Model 1

B (Constant)

Std. Error -.021

.099

-2.044

2.792

(Rm-Rf)^2 -17.231 a. Dependent Variable: Rp-Rf

22.643

Rm-Rf


t

Sig. -.212

.833

-.205

-.732

.468

-.213

-.761

.451

3. BNP Paribas Maxi Saham Coefficientsa Unstandardized Coefficients Model 1

B

Std. Error

(Constant)

.075

.036

Rm-Rf

.116

1.016

5.316

8.239

Rm-Rf^2 a. Dependent Variable: Absut


t

Sig. 2.087

.043

.032

.115

.909

.179

.645

.522

94


4. Reksa Dana Dana Ekuitas Prima Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf

Rm-Rf^2 a. Dependent Variable: Rp-Rf

Std. Error -.019

.040

.456

1.137

6.899

9.217


t

Sig. -.476

.636

.112

.401

.690

.209

.748

.458

5. Batavia Dana Saham Optimal Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf


Std. Error -.013

.041

-1.003

1.160

-8.482

9.410


t

Sig. -.325

.747

-.241

-.865

.392

-.251

-.901

.372

6. CIMB-Principal Equity Aggressive Coefficientsa Unstandardized Coefficients Model 1

B

Std. Error

(Constant)

-.046

.019

Rm-Rf

-.283

.533

-7.134

4.320



t

Sig.

-2.468

.017

-.141

-.531

.598

-.439

-1.651

.106

95


7. Rencana Cerdas Coefficientsa Unstandardized Coefficients Model 1

B

Std. Error

(Constant)

-.011

.013

Rm-Rf

1.023

.369

1.892

2.993



t

Sig. -.877

.385

.658

2.772

.008

.150

.632

.530

8. Grow-2-Prosper Coefficientsa Unstandardized Coefficients Model 1

B (Constant)

Std. Error .207

.268

-1.425

7.591

Rm-Rf^2 -26.799 a. Dependent Variable: Rp-Rf

61.564

Rm-Rf


t

Sig. .771

.444

-.053

-.188

.852

-.122

-.435

.665

9. Reksa Dana Makinta Growth Fund Coefficientsa Unstandardized Coefficients Model 1

B (Constant)

Std. Error .043

.067

-.651

1.889


15.321

Rm-Rf


t

Sig. .644

.523

-.094

-.345

.732

-.338

-1.245

.220

96


10. Reksa Dana First State Indoequity Peka Fund Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf


Standardized Coefficients

Std. Error -.038

.055

-1.446

1.554

-1.488

12.605

Beta

t

Sig. -.693

.492

-.255

-.931

.357

-.032

-.118

.907

11. Reksa Dana Lautandhana Equity Progresive Coefficientsa Unstandardized Coefficients Model 1

B (Constant)

Std. Error 12.924

12.374

-23.611

350.228


2840.260

Rm-Rf


t

Sig. 1.044

.302

-.019

-.067

.947

-.115

-.410

.683

12. Reksa Dana MNC Dana Ekuitas Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf


Std. Error .346

.153

9.700

4.343

53.782

35.218


t

Sig. 2.254

.029

.593

2.234

.031

.406

1.527

.134

97


13. Mandiri Investa UGM Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf


Std. Error -.035

.094

-2.216

2.647

-6.966

21.467


t

Sig. -.374

.710

-.232

-.837

.407

-.090

-.324

.747

14. Manulife Dana Saham Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf


Std. Error -.022

.008

.852

.217

1.612

1.757


t

Sig.

-2.874

.006

.823

3.933

.000

.192

.918

.364

15. Maybank GMT Dana Ekuitas Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf


Std. Error -.034

.017

.243

.494

1.078

4.002


t

Sig.

-1.922

.061

.138

.493

.624

.076

.269

.789

98


16. Reksa Dana Millenium Equity Coefficientsa Unstandardized Coefficients Model 1

B

Std. Error

(Constant)

.745

.647

Rm-Rf

.920

18.313


148.510


t

Sig. 1.152

.256

.014

.050

.960

-.093

-.331

.742

17. Reksa Dana NISP Indeks Saham Progresif Coefficientsa Unstandardized Coefficients Model 1

B

Std. Error

(Constant)

-.095

.016

Rm-Rf

-.318

.450

-.807

3.650



t

Sig.

-5.960

.000

-.196

-.706

.484

-.062

-.221

.826

18. Panin Dana Prima Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf


Std. Error .002

.024

1.267

.680

10.915

5.513


t

Sig. .096

.924

.502

1.864

.069

.534

1.980

.054

99


19. Panin Dana Maksima Coefficientsa Unstandardized Coefficients Model 1

B

Std. Error

(Constant)

.029

.016

Rm-Rf

.956

.448

2.445

3.633



t

Sig. 1.814

.076

.547

2.135

.038

.173

.673

.504

20. Pratama Saham Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf


Std. Error -.027

.013

.351

.368

-3.236

2.983


t

Sig.

-2.088

.043

.235

.955

.345

-.267

-1.085

.284

21. Reksa Dana Schroder Indo Equity Fund Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf


Std. Error .019

.011

1.060

.323

.342

2.619


t

Sig. 1.628

.111

.689

3.283

.002

.027

.131

.897

100


22. Reksa Dana Simas Danamas Saham Coefficientsa Unstandardized Coefficients Model 1

B

Std. Error

(Constant)

.000

.026

Rm-Rf

.181

.724

-3.262

5.870



t

Sig. -.029

.977

.069

.250

.804

-.153

-.556

.581

23. Syailendra Equity Opportunity Fund Coefficientsa Unstandardized Coefficients Model 1

B (Constant) Rm-Rf


Std. Error .035

.058

1.760

1.653

19.447

13.402


t

Sig. .592

.557

.293

1.065

.293

.399

1.451

.154

24. TRIM Kapital Coefficientsa Unstandardized Coefficients Model 1

B

Std. Error

(Constant)

-.045

.014

Rm-Rf

-.179

.394

-6.784

3.198



t

Sig.

-3.232

.002

-.115

-.455

.651

-.535

-2.121

.039

101


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