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 : 225-243 Fitriyani, Riza. (2015). Analisis Kinerja Reksa Dana Syariah Campuran Periode 2004-20014 : 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 Syariah Tahun 2009 di Indonesia dalam Jurnal Keuangan dan Perbankan Vol. 14. Universitas Widyatama. Bandung Hidayat, Taufik. (2011) : Buku Pintar Investasi Syariah, 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 Syariah Campuran menggunakan Risk Adjusted Return Method : Studi Komparasi Indonesia dan Malaysia Periode November 2004 – Mei 2007”. Skripsi Fakultas Ekonomi UI, Depok 44
http://digilib.mercubuana.ac.id/
45
Samsul, Mohamad. (2006) : Pasar Modal dan Manajemen Portofolio, Erlangga, Jakarta Satyanarayana, Sidhu dan Naven. (2015) : Analysis of Investment Decisions, International Journal of Management Reasearch and Reviews; Meerut 5.6, Jun : 351-368 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 1998-2001. Tesis Fakultas Ekonomi UI, Depok
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46
Lampiran 1. Daftar Reksa Dana Syariah No.
Reksa Dana
Manajer Investasi
Bank Kustodian
Tanggal Efektif
Jenis
1
PNM Syariah
PT. PNM Investment Management
Deutsche Bank AG
15/05/2000
Campuran
2
Danareksa Syariah Berimbang
PT. Danareksa Investment Management
Citibank NA
24/11/2000
Campuran
3
BNI Dana Syariah
PT. BNI Asset Management
21/04/2004
Pendapatan Tetap
4
PNM Amanah Syariah
PT. PNM Investment Management
PT. Bank CIMB Niaga, Tbk. Deutsche Bank AG
26/08/2004
Pendapatan Tetap
5
Mandiri Investa Syariah Berimbang
PT. Mandiri Manajemen Investasi
Deutsche Bank AG
14/10/2004
Campuran
6
MNC Dana Syariah
PT. MNC Asset Management
BNI
29/10/2004
Pendapatan Tetap
7
I - Hajj Syariah Fund
PT. Insight Investments Management
13/01/2005
Pendapatan Tetap
8
AAA Amanah Syariah Fund
PT. AAA Asset Management
17/06/2005
Campuran
9
Danareksa Indeks Syariah
PT. Danareksa Investment Management
PT. Bank CIMB Niaga, Tbk. PT. Bank CIMB Niaga, Tbk. Citibank NA
17/03/2006
Indeks
10
TRIM Syariah Berimbang
PT. Trimegah Asset Management
Deutsche Bank AG
26/12/2006
Campuran
11
TRIM Syariah Saham
PT. Trimegah Asset Management
Deutsche Bank AG
26/12/2006
Saham
12
Syariah BNP Paribas Pesona Amanah
PT. BNP Paribas Investment Partners
HSBC
09/04/2007
Campuran
13
Mega Dana Obligasi Syariah
PT. Mega Capital Investama
Standard Chartered Bank
21/05/2007
Pendapatan Tetap
14
Batavia Dana Saham Syariah
PT. Batavia Prosperindo Aset Manajemen
Deutsche Bank AG
16/07/2007
Saham
15
PNM Ekuitas Syariah
PT. PNM Investment Management
HSBC
26/07/2007
Saham
16
PT. CIMB-Principal Asset Management
Deutsche Bank AG
06/08/2007
Saham
17
CIMB-Principal Islamic Equity Growth Syariah Mandiri Investa Atraktif Syariah
PT. Mandiri Manajemen Investasi
Deutsche Bank AG
19/12/2007
Saham
18
Cipta Syariah Balance
PT. Ciptadana Asset Management
Deutsche Bank AG
16/04/2008
Campuran
http://digilib.mercubuana.ac.id/
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No.
Reksa Dana
Manajer Investasi
Bank Kustodian
Tanggal Efektif
Jenis
19
Cipta Syariah Equity
PT. Ciptadana Asset Management
Deutsche Bank AG
16/04/2008
Saham
20
Mandiri Investa Dana Syariah
PT. Mandiri Manajemen Investasi
Deutsche Bank AG
22/12/2008
Pendapatan Tetap
21
Manulife Syariah Sektoral Amanah
PT. Manulife Aset Manajemen Indonesia
HSBC
16/01/2009
Saham
22
Schroder Syariah Balanced Fund
Deutsche Bank AG
22/04/2009
Campuran
23
Lautandhana Proteksi Syariah I
PT. Bank Permata, Tbk.
03/08/2009
Terproteksi
24
SAM Sukuk Syariah Sejahtera
PT. Schroder Investment Management Indonesia PT. Lautandhana Investment Management PT. Samuel Aset Manajemen
20/01/2010
Pendapatan Tetap
25
SAM Syariah Berimbang
PT. Samuel Aset Manajemen
20/01/2010
Campuran
26
PT. Mandiri Manajemen Investasi
08/03/2012
Terproteksi
PT. BNI Asset Management
Standard Chartered Bank
18/06/2012
Terproteksi
28
Mandiri Protected Dynamic Syariah Seri 1 BNIAM Proteksi Syariah Grenada Seri I Panin Dana Syariah Saham
PT. Bank CIMB Niaga, Tbk. PT. Bank CIMB Niaga, Tbk. Standard Chartered Bank
PT. Panin Asset Management
Deutsche Bank AG
20/06/2012
Saham
29
Panin Dana Syariah Berimbang
PT. Panin Asset Management
Deutsche Bank AG
16/08/2012
Campuran
30
PT. BNI Asset Management
Standard Chartered Bank
10/12/2012
Terproteksi
PT. BNI Asset Management
Standard Chartered Bank
10/12/2012
Terproteksi
PT. BNI Asset Management
Standard Chartered Bank
10/12/2012
Terproteksi
33
BNIAM Proteksi Syariah Grenada Seri II BNIAM Proteksi Syariah Grenada Seri IV BNIAM Proteksi Syariah Grenada Seri III Bahana Syariah Protected Fund 2
Deutsche Bank AG
11/12/2012
Terproteksi
34
Bahana Syariah Protected Fund 1
Deutsche Bank AG
11/12/2012
Terproteksi
35
MNC Dana Syariah Kombinasi
PT. Bahana TCW Investment Management PT. Bahana TCW Investment Management PT. MNC Asset Management
PT. BRI (Persero), Tbk.
13/12/2012
Campuran
36
MNC Dana Syariah Ekuitas
PT. MNC Asset Management
PT. BRI (Persero), Tbk.
13/12/2012
Saham
27
31 32
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No.
Reksa Dana
Manajer Investasi
Bank Kustodian
Tanggal Efektif
Jenis
37
Danareksa Proteksi Syariah I
PT. Danareksa Investment Management
Standard Chartered Bank
17/12/2012
Terproteksi
38
Danareksa Proteksi Syariah II
PT. Danareksa Investment Management
Deutsche Bank AG
17/12/2012
Terproteksi
39
PT. Mandiri Manajemen Investasi
Standard Chartered Bank
21/12/2012
Terproteksi
PT. Mandiri Manajemen Investasi
Standard Chartered Bank
21/12/2012
Terproteksi
PT. Mandiri Manajemen Investasi
Standard Chartered Bank
21/12/2012
Terproteksi
42
Mandiri Protected Dynamic Syariah Seri 2 Mandiri Protected Dynamic Syariah Seri 4 Mandiri Protected Dynamic Syariah Seri 3 SAM Sharia Equity Fund
PT. Samuel Aset Manajemen
27/12/2012
Saham
43
Lautandhana Saham Syariah
27/12/2012
Saham
44
Emco Terproteksi Syariah
PT. Lautandhana Investment Management PT. EMCO Asset Management
PT. Bank CIMB Niaga, Tbk. PT. Bank CIMB Niaga, Tbk. PT. Bank DBS Indonesia
16/04/2013
Terproteksi
45
Syariah Premier ETF JII
Deutsche Bank AG
16/04/2013
ETF - Saham
46
Insight Syariah Berimbang (I- Share)
PT. Indo Premier Investment Management PT. Insight Investments Management
PT. Bank Permata, Tbk.
04/06/2013
Campuran
47
BNI-AM Dana Lancar Syariah
PT. BNI Asset Management
PT. Bank DBS Indonesia
04/06/2013
Pasar Uang
48
Mandiri Investa Ekuitas Syariah
PT. Mandiri Manajemen Investasi
Deutsche Bank AG
05/06/2013
Saham
49
OSO Syariah Equity Fund
PT. OSO Manajemen Investasi
PT. BII, Tbk.
29/08/2013
Saham
50
Avrist Equity 'Amar Syariah
PT. Avrist Asset Management
Deutsche Bank AG
30/09/2013
Saham
51
Avrist Balanced 'Amar Syariah
PT. Avrist Asset Management
Deutsche Bank AG
30/09/2013
Campuran
52
Sucorinvest Sharia Equity Fund
PT. Sucorinvest Asset Management
Deutsche Bank AG
22/10/2013
Saham
53
Pacific Balance Syariah
PT. Pacific Capital Investment
PT. BRI (Persero), Tbk.
27/11/2013
Campuran
54
Mega Asset Madania Syariah
PT. Mega Asset Management
06/12/2013
Campuran
55
CIMB-Principal Balanced Growth Syariah
PT. CIMB-Principal Asset Management
PT. Bank Danamon Indonesia, Tbk. Deutsche Bank AG
14/04/2014
Campuran
40 41
http://digilib.mercubuana.ac.id/
49
No.
Reksa Dana
Manajer Investasi
56
Insight Terproteksi Syariah I
PT. Insight Investments Management
57
PT. Insight Investments Management
59
INSIGHT TERPROTEKSI SYARIAH II CIMB-Principal Islamic Sukuk III Syariah Danareksa Syariah Saham
60
Bank Kustodian
Tanggal Efektif
Jenis
17/04/2014
Terproteksi
06/05/2014
Terproteksi
PT. CIMB-Principal Asset Management
PT. Bank Danamon Indonesia, Tbk. PT. Bank Negara Indonesia (Persero), Tbk. Citibank NA
09/05/2014
Pendapatan Tetap
PT. Danareksa Investment Management
Citibank NA
23/06/2014
Saham
HPAM Syariah Ekuitas
PT. Henan Putihrai Asset Management
25/06/2014
Saham
61
Terproteksi Mandiri Syariah Seri 12
PT. Mandiri Manajemen Investasi
PT. Bank Rakyat Indonesia (Persero). Tbk Citibank NA
30/06/2014
Terproteksi
62
Simas Syariah Berkembang
PT. Sinarmas Asset Management
22/07/2014
Saham
63
Simas Syariah Unggulan
PT. Sinarmas Asset Management
22/07/2014
Saham
64
PT. BNI Asset Management
18/09/2014
Pasar Uang
65
BNI-AM Dana Pasar Uang Syariah Amerta Pratama Syariah
PT. Bank Danamon Indonesia, Tbk. PT. Bank Danamon Indonesia, Tbk. PT. Bank DBS Indonesia
PT. Pratama Capital Assets Management
Deutsche Bank AG
24/10/2014
Saham
66
Pratama Syariah Imbang
PT. Pratama Capital Assets Management
Deutsche Bank AG
24/10/2014
Campuran
67
Bahana Likuid Syariah
Citibank NA
10/11/2014
Pasar Uang
68
Bahana Icon Syariah
Citibank NA
10/11/2014
Saham
69
Mandiri Kapital Syariah
PT. Bahana TCW Investment Management PT. Bahana TCW Investment Management PT. Mandiri Manajemen Investasi
Citibank NA
01/12/2014
Pasar Uang
70
Mega Dana Kas Syariah
PT. Mega Capital Investama
03/12/2014
Pasar Uang
71
Pacific Saham Syariah
PT. Pacific Capital Investment
PT. Bank Mandiri (Persero), Tbk. PT. Bank Mega, Tbk.
03/12/2014
Saham
72
Maybank GMT Syariah Money Market Fund
PT. Maybank GMT Asset Management
PT. Bank DBS Indonesia
31/12/2014
Pasar Uang
58
http://digilib.mercubuana.ac.id/
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No.
Reksa Dana
73
Premier Fixed Income Syariah
74
Manajer Investasi
Bank Kustodian
Tanggal Efektif
Jenis
Standard Chartered Bank
23/01/2015
Pendapatan Tetap
SAM Sukuk Syariah Berkembang
PT. Indo Premier Investment Management PT. Samuel Aset Manajemen
Citibank NA
02/02/2015
Pendapatan Tetap
75
Terproteksi Mandiri Syariah Seri 23
PT. Mandiri Manajemen Investasi
Citibank NA
19/03/2015
Terproteksi
76
Bahana Sukuk Syariah
Standard Chartered Bank
30/03/2015
Pendapatan Tetap
77
PNM Pasar Uang Syariah
PT. Bahana TCW Investment Management PT. PNM Investment Management
PT. Bank Bukopin
15/04/2015
Pasar Uang
78
EMCO Barokah Syariah
PT. EMCO Asset Management
28/04/2015
Pasar Uang
79
Sucorinvest Syariah Saham Dinamis
PT. Sucorinvest Asset Management
12/05/2015
Saham
80
Trimegah Pundi Kas Syariah
PT. Trimegah Asset Management
01/06/2015
Pasar Uang
81
Insight Money Syariah
PT. Insight Investments Management
30/06/2015
Pasar Uang
82
Maybank Syariah Equity Fund
PT. Maybank GMT Asset Management
PT. Bank Mandiri (Persero), Tbk. PT. Bank Rakyat Indonesia (Persero), Tbk. PT. Bank Mandiri (Persero), Tbk. PT. Bank Mandiri (Persero), Tbk. HSBC
11/08/2015
Saham
83
Danareksa Melati Pendapatan Utama Syariah BNI-AM Dana Saham Syariah Musahamah Terproteksi CIMB-Principal CPF CS IV Syariah Manulife Saham Syariah Asia Pasifik Dollar AS BNP Paribas Cakra Syariah USD
PT. Danareksa Investment Management
Citibank NA
20/08/2015
Pendapatan Tetap
PT. BNI Asset Management
PT. Bank DBS Indonesia
20/08/2015
Saham
PT. CIMB-Principal Asset Management
PT. Bank DBS Indonesia
20/11/2015
Terproteksi
PT. Manulife Aset Manajemen Indonesia
Citibank NA
04/12/2015
Efek Luar Negeri
PT. BNP Paribas Investment Partners
Citibank NA
04/12/2015
Efek Luar Negeri
Schroder Global Sharia Equity Fund USD Maybank Asiapac Equity Syariah USD MNC Dana Syariah Barokah
PT. Schroder Investment Management Indonesia PT. Maybank GMT Asset Management
Citibank NA
11/12/2015
Efek Luar Negeri
HSBC
21/12/2015
Efek Luar Negeri
PT. MNC Asset Management
PT. Bank Negara Indonesia (Persero), Tbk.
21/12/2015
Pasar Uang
84 85 86 87 88 89 90
http://digilib.mercubuana.ac.id/
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No.
Reksa Dana
Manajer Investasi
91
Indosurya Pasar Uang Syariah
PT. Indosurya Asset Management
92
PT. Aberdeen Asset Management
93
Aberdeen Syariah Asia Pacific Equity USD Fund Asia Raya Syariah Taktis Berimbang
94
BNI-AM Proteksi Syariah Wimala
PT. BNI Asset Management
95
CIMB-Principal Islamic Asia Pacific Equity Syariah (USD) Reliance Saham Syariah
PT. CIMB-Principal Asset Management
PT. Mandiri Manajemen Investasi
98
Reksa Dana Syariah Terproteksi Mandiri Syariah Seri 56 Bahana Sharia Global Emerging USD
99
Majoris Sukuk Negara 2016
PT. Bahana TCW Investment Management PT. Majoris Asset Management
100
BNI-AM Proteksi Syariah LXX
101
Bank Kustodian
Tanggal Efektif
Jenis
PT. Bank Maybank Indonesia Deutsche Bank AG
23/12/2015
Pasar Uang
23/12/2015
Efek Luar Negeri
PT. Bank Maybank Indonesia PT. Bank Maybank Indonesia Standard Chartered Bank
25/01/2016
Campuran
25/01/2016
Terproteksi
24/02/2016
Efek Luar Negeri
PT. Bank Danamon Indonesia, Tbk. PT. Bank DBS Indonesia
25/02/2016
Saham
11/03/2016
Terproteksi
Standard Chartered Bank
18/03/2016
Efek Luar Negeri
31/03/2016
Sukuk
PT. BNI Asset Management
PT. Bank Mandiri (Persero) Tbk. PT. Bank DBS Indonesia
31/03/2016
Terproteksi
Mandiri Global Sharia Equity Dollar
PT. Mandiri Manajemen Investasi
Citibank NA
06/04/2016
Efek Luar Negeri
102
Cipta Nusantara Syariah berimbang
PT. Ciptadana Asset Management
04/05/2016
Campuran
103
KAM Kapital Syariah
PT. Kharisma Asset Management
17/06/2016
Saham
104
PT. Lautandhana Investment Management PT. OSO Manajemen Investasi
17/06/2016
Terproteksi
105
Lautandhana Proteksi Dinamis Syariah I Oso Celebes Syariah Sukuk
PT. Bank Mandiri (Persero) Tbk. PT. Bank Negara Indonesia (Persero), Tbk. PT. Bank Permata, Tbk. PT. Bank Mega, Tbk.
24/06/2016
Sukuk
106
Maybank Sukuk Syariah
PT. Maybank GMT Asset Management
HSBC
30/06/2016
Sukuk
107
BNI-AM Dana Pendapatan Tetap Syariah Ardhani PNM Sukuk Negara Syariah
PT. BNI Asset Management
PT. Bank DBS Indonesia
11/07/2016
Pendapatan tetap
PT. PNM Investment Management
PT. Bank Danamon
21/07/2016
Pendapatan tetap
96 97
108
PT. Asia Raya Kapital
PT. Reliance Asset Management
http://digilib.mercubuana.ac.id/
52
No.
Reksa Dana
Manajer Investasi
Bank Kustodian
Tanggal Efektif
Jenis
Indonesia, Tbk. 109
BNI-AM Proteksi Syariah Kinanthi
PT. BNI Asset Management
PT. Bank Maybank Indonesia PT. Bank Rakyat Indonesia (Persero), Tbk. PT. Bank Negara Indonesia (Persero), Tbk. Standard Chartered Bank
27/07/2016
Terproteksi
110
Saham MCM Syariah
PT. Millenium Capital Management
04/08/2016
Saham
111
DMI Dana Saham Syariah
PT. Dhanawibawa Manajemen Investasi
10/08/2016
Saham
112
Bahana MES Syariah Fund
113
Treasure Saham Berkah Syariah
PT. Bahana TCW Investment Management PT. Treasure Fund Investama
15/08/2016
Pendapatan tetap
PT. Bank Negara Indonesia (Persero), Tbk. PT. Bank DBS Indonesia
15/08/2016
Saham
114
CORFINA Equity Syariah
PT. Corfina Capital
23/08/2016
Saham
115
MNC Dana Syariah Ekuitas II
PT. MNC Asset Management
02/09/2016
Saham
07/09/2016
Saham
PT. Eastpring Investments Indonesia
PT. Bank Negara Indonesia (Persero), Tbk. PT. Bank Negara Indonesia (Persero), Tbk. Standard Chartered Bank
116
Maybank Dana Ekuitas Syariah
PT. Maybank GMT Asset Management
117
119
Eastpring Syariah Equity Islamic Asia Pacific USD Eastpring Syariah Equity Asia Pasific USD Pacific Saham Syariah II
09/09/2016
Saham
PT. Eastpring Investments Indonesia
Standard Chartered Bank
09/09/2016
Saham
PT. Pacific Capital Investment
14/09/2016
Saham
PT. Avrist Asset Management
PT. Bank Danamon Indonesia, Tbk. PT. Bank Permata, Tbk.
120
Syariah Avrist Sukuk Income Fund
14/09/2016
Pendapatan tetap
121
PT. Insight Investments Management
PT. Bank Mega, Tbk.
14/09/2016
Pendapatan tetap
PT. Batavia Prosperindo Aset Manajemen
PT. Bank Mega, Tbk.
16/09/2016
Pendapatan tetap
123
Insight Simas Asna Pendapatan Tetap Syariah (I-Asna) Batavia Pendapatan Tetap Utama Syariah Trimegah Syariah Saham Prima
PT. Trimegah Asset Management
12/10/2016
Saham
124
MNC Dana Syariah Terproteksi
PT. MNC Asset Management
PT. Bank Negara Indonesia (Persero), Tbk. PT. Bank Mega, Tbk.
12/10/2016
Terproteksi
125
Syariah Majoris Saham Syariah
PT. Majoris Asset Management
PT. Bank Mandiri (Persero)
24/11/2016
Saham
118
122
http://digilib.mercubuana.ac.id/
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No.
Reksa Dana
Manajer Investasi
Bank Kustodian
Tanggal Efektif
Jenis
Tbk. 126
PT. Pratama Capital Assets Management
PT. Bank Mega, Tbk.
08/11/2016
Pendapatan tetap
127
Syariah Pratama Pendapatan Tetap Syariah Prospera Syariah Saham
PT. Prospera Asset Management
18/11/2016
Saham
128
CIMB-Principal Sukuk Syariah
PT. CIMB-Principal Asset Management
PT. Bank CIMB Niaga, Tbk. PT. Bank Mega, Tbk.
17/11/2016
Pendapatan tetap
129
PT. Maybank GMT Asset Management
Standard Chartered Bank
17/11/2016
Pasar Uang
130
Maybank Syariah Money Market Fund 2 GAP Syariah Equity Fund
PT. GAP Capital
29/11/2016
Saham
131
Trimegah Kas Syariah
PT. Trimegah Asset Management
29/11/2016
Pasar Uang
132
Trimegah Kas Syariah 2
PT. Trimegah Asset Management
29/11/2016
Pasar Uang
133
Archipelago Sukuk Syariah I
PT. Archipelago Asset Management
PT. Bank Negara Indonesia (Persero), Tbk. PT. Bank Mandiri (Persero) Tbk. PT. Bank Mandiri (Persero) Tbk. PT. Bank Mega, Tbk.
19/12/2016
Sukuk
134
Mega Asset Multicash Syariah
PT. Mega Asset Management
20/12/2016
Pasar Uang
135
Aberdeen Syariah Proteksi Insha 1
PT Aberdeen Asset Management
PT. Bank CIMB Niaga, Tbk. PT. Bank Permata, Tbk.
23/12/2016
Terproteksi
136
Mega Asset Pendapatan Tetap Syariah Capital Sharia Equity
PT Mega Asset Management
PT. Bank CIMB Niaga, Tbk. PT. Bank DBS Indonesia
28/12/2016
Pendapatan tetap
12/01/2017
Saham
Bahana Pendapatan Tetap Syariah Generasi Gemilang Corfina Investa Saham Syariah
PT. Bahana TCW Investment Management PT. Corfina Capital
13/01/2017
Pendapatan tetap
17/01/2017
Saham
CIMB-Principal Islamic Sukuk III Syariah Syariah Terproteksi PNM Investa 8
PT. CIMB-Principal Asset Management
PT. Bank CIMB Niaga, Tbk. PT. Bank Negara Indonesia (Persero), Tbk. Citibank NA
22/02/2017
Pendapatan Tetap
02-03-17
Terproteksi
Lautandhana Proteksi Dinamis Syariah II
PT Lautandhana Investment Management
PT. Bank Danamon Indonesia, Tbk. PT Maybank Indonesia Tbk
09-03-17
Terproteksi
137 138 139 140 141 142
PT. Capital Asset Management
PT. PNM Investment Management
http://digilib.mercubuana.ac.id/
54
Lampiran 2. Daftar Identitas Sampel Reksa Dana Syariah No.
Reksa Dana
Manajer Investasi
Bank Kustodian
Tanggal Efektif
Jenis
1
PNM Syariah
PT. PNM Investment Management
Deutsche Bank AG
15/05/2000
Campuran
2
Danareksa Syariah Berimbang
PT. Danareksa Investment Management
Citibank NA
24/11/2000
Campuran
3
PNM Amanah Syariah
PT. PNM Investment Management
Deutsche Bank AG
26/08/2004
Pendapatan Tetap
4
Mandiri Investa Syariah Berimbang
PT. Mandiri Manajemen Investasi
Deutsche Bank AG
14/10/2004
Campuran
5
MNC Dana Syariah
PT. MNC Asset Management
BNI
29/10/2004
Pendapatan Tetap
6
I - Hajj Syariah Fund
PT. Insight Investments Management
13/01/2005
Pendapatan Tetap
7
AAA Amanah Syariah Fund
PT. AAA Asset Management
17/06/2005
Campuran
8
Danareksa Indeks Syariah
PT. Danareksa Investment Management
PT. Bank CIMB Niaga, Tbk. PT. Bank CIMB Niaga, Tbk. Citibank NA
17/03/2006
Indeks
9
TRIM Syariah Berimbang
PT. Trimegah Asset Management
Deutsche Bank AG
26/12/2006
Campuran
10
TRIM Syariah Saham
PT. Trimegah Asset Management
Deutsche Bank AG
26/12/2006
Saham
11
Mega Dana Obligasi Syariah
PT. Mega Capital Investama
Standard Chartered Bank
21/05/2007
Pendapatan Tetap
12
Batavia Dana Saham Syariah
PT. Batavia Prosperindo Aset Manajemen
Deutsche Bank AG
16/07/2007
Saham
13
PNM Ekuitas Syariah
PT. PNM Investment Management
HSBC
26/07/2007
Saham
14
CIMB-Principal Islamic Equity Growth Syariah
PT. CIMB-Principal Asset Management
Deutsche Bank AG
06/08/2007
Saham
15
Mandiri Investa Atraktif Syariah
PT. Mandiri Manajemen Investasi
Deutsche Bank AG
19/12/2007
Saham
16
Cipta Syariah Balance
PT. Ciptadana Asset Management
Deutsche Bank AG
16/04/2008
Campuran
http://digilib.mercubuana.ac.id/
55
No.
Reksa Dana
Manajer Investasi
Bank Kustodian
Tanggal Efektif
Jenis
17
Cipta Syariah Equity
PT. Ciptadana Asset Management
Deutsche Bank AG
16/04/2008
Saham
18
Mandiri Investa Dana Syariah
PT. Mandiri Manajemen Investasi
Deutsche Bank AG
22/12/2008
Pendapatan Tetap
19
Manulife Syariah Sektoral Amanah
PT. Manulife Aset Manajemen Indonesia
HSBC
16/01/2009
Saham
20
Schroder Syariah Balanced Fund
Deutsche Bank AG
22/04/2009
Campuran
21
Lautandhana Proteksi Syariah I
PT. Bank Permata, Tbk.
03/08/2009
Terproteksi
22
SAM Sukuk Syariah Sejahtera
PT. Schroder Investment Management Indonesia PT. Lautandhana Investment Management PT. Samuel Aset Manajemen
20/01/2010
Pendapatan Tetap
23
SAM Syariah Berimbang
PT. Samuel Aset Manajemen
PT. Bank CIMB Niaga, Tbk. PT. Bank CIMB Niaga, Tbk.
20/01/2010
Campuran
http://digilib.mercubuana.ac.id/
56
Lampiran 3. Resume Aktivitas Sampel Reksa Dana Syariah NAB (IDR)
No
Periode (Bulan-Tahun)
RD : Danareksa Syariah Berimbang
5.421,16
RD : PNM Amanah Syariah
RD : Trim Syariah Berimbang
1.768,80
2.168,97
RD : Trim Syariah Saham
1.512,55
RD : PNM Syariah
RD : Mandiri Syariah Investa Berimbang
RD : Danareksa Indeks Syariah
RD : Batavia Dana Saham Syariah
3.004,75
2.621,77
2.717,12
1.825,80
1
January - 2013
5.456,59
1.718,83
2.069,86
1.443,28
3.106,56
2.555,60
2.573,28
1.720,81
2
February - 2013
5.753,75
1.726,32
2.175,69
1.556,21
3.179,44
2.707,92
2.738,80
1.868,18
3
March - 2013
5.985,04
1.733,25
2.219,31
1.647,68
3.247,11
2.801,56
2.795,64
1.935,17
4
April - 2013
6.137,09
1.742,84
2.234,93
1.649,24
3.286,18
2.803,11
2.888,24
2.025,23
5
May - 2013
6.254,95
1.746,90
2.275,33
1.707,91
3.314,07
2.845,71
2.883,60
2.134,20
6
June - 2013
5.984,22
1.725,84
2.200,45
1.581,13
3.240,39
2.771,56
2.826,99
1.946,37
7
July - 2013
5.475,29
1.728,65
2.075,39
1.474,19
3.060,14
2.640,83
2.671,85
1.836,77
8
August - 2013
5.108,33
1.720,83
1.941,00
1.340,69
2.950,98
2.492,71
2.533,39
1.719,79
9
September - 2013
5.100,35
1.718,78
1.936,86
1.337,83
2.912,05
2.476,64
2.504,06
1.707,21
10
October - 2013
5.229,91
1.745,36
2.003,03
1.393,06
3.009,77
2.538,98
2.633,89
1.755,32
11
November - 2013
4.995,41
1.723,85
1.920,71
1.309,23
2.842,93
2.437,06
2.475,45
1.643,69
http://digilib.mercubuana.ac.id/
57
NAB (IDR)
No
Periode (Bulan-Tahun)
RD : Danareksa Syariah Berimbang
RD : PNM Amanah Syariah
RD : Trim Syariah Berimbang
RD : Trim Syariah Saham
RD : PNM Syariah
RD : Mandiri Syariah Investa Berimbang
RD : Danareksa Indeks Syariah
RD : Batavia Dana Saham Syariah
12
December - 2013
4.985,24
1.728,78
1.935,39
1.323,45
2.820,55
2.444,23
2.497,08
1.658,10
13
January - 2014
5.073,96
1.727,08
1.978,58
1.354,81
2.746,22
2.476,98
2.572,54
1.728,21
14
February - 2014
5.190,51
1.751,29
2.070,18
1.430,66
2.861,82
2.534,42
2.663,84
1.785,29
15
March - 2014
5.306,14
1.783,42
2.142,52
1.500,04
2.983,88
2.586,36
2.716,28
1.882,33
16
April - 2014
5.383,73
1.792,92
2.171,74
1.526,62
3.014,10
2.637,29
2.759,52
1.842,56
17
May - 2014
5.486,48
1.784,15
2.204,51
1.554,71
3.075,70
2.654,06
2.806,89
1.834,94
18
June - 2014
5.495,25
1.791,45
2.191,07
1.533,94
3.064,18
2.649,69
2.799,85
1.797,43
19
July - 2014
5.699,22
1.800,50
2.306,60
1.639,49
3.137,08
2.742,46
2.949,01
1.935,44
20
August - 2014
5.670,85
1.806,09
2.326,43
1.650,46
3.073,23
2.749,42
2.948,15
1.962,51
21
September - 2014
5.610,59
1.815,81
2.310,55
1.630,97
3.063,76
2.726,56
2.930,23
1.952,34
22
October - 2014
5.597,27
1.830,11
2.322,85
1.624,36
3.009,98
2.694,76
2.856,43
1.919,03
23
November - 2014
5.700,36
1.836,83
2.357,02
1.665,54
3.060,29
2.749,69
2.906,07
1.958,38
24
December - 2014
5.732,28
1.846,35
2.413,37
1.715,51
3.136,41
2.797,67
2.942,62
1.992,20
25
January - 2015
5.732,95
1.860,50
2.458,45
1.739,55
3.161,48
2.832,73
3.005,55
2.028,36
http://digilib.mercubuana.ac.id/
58
NAB (IDR)
No
Periode (Bulan-Tahun)
RD : Danareksa Syariah Berimbang
RD : PNM Amanah Syariah
RD : Trim Syariah Berimbang
RD : Trim Syariah Saham
RD : PNM Syariah
RD : Mandiri Syariah Investa Berimbang
RD : Danareksa Indeks Syariah
RD : Batavia Dana Saham Syariah
26
February - 2015
5.829,32
1.872,08
2.487,51
1.763,71
3.177,52
2.870,40
3.064,30
2.063,20
27
March - 2015
5.789,16
1.873,36
2.453,02
1.728,66
3.117,41
2.868,93
3.093,20
2.004,48
28
April - 2015
5.491,93
1.879,47
2.334,82
1.623,37
2.999,36
2.745,32
2.842,41
1.902,39
29
May - 2015
5.694,05
1.888,13
2.389,65
1.676,54
3.041,99
2.830,65
2.996,50
1.955,71
30
June - 2015
5.466,27
1.893,96
2.255,92
1.560,55
2.908,84
2.748,35
2.817,40
1.834,07
31
July - 2015
5.409,51
1.901,15
2.248,61
1.544,48
2.824,15
2.722,12
2.749,82
1.819,39
32
August - 2015
5.211,42
1.886,28
2.119,87
1.428,37
2.666,13
2.615,37
2.555,86
1.690,17
33
September - 2015
5.023,61
1.844,12
2.029,17
1.345,53
2.531,39
2.501,61
2.377,41
1.585,13
34
October - 2015
5.170,61
1.884,61
2.113,65
1.410,59
2.501,39
2.583,41
2.496,25
1.652,13
35
November - 2015
5.136,35
1.898,54
2.084,38
1.378,53
2.415,32
2.558,60
2.465,39
1.615,28
36
December - 2015
5.268,98
1.883,78
2.141,72
1.426,23
2.441,93
2.631,21
2.565,73
1.683,43
http://digilib.mercubuana.ac.id/
59
Lanjutan Lampiran 3
NAB (IDR)
No
Periode (Bulan-Tahun)
RD : CIMBPrincipal Islamic Equity Growth Syariah
1.555,78
RD : Mandiri Investa Atraktif Syariah
1.267,68
RD : Cipta Syariah Balance
1.681,78
RD : Cipta Syariah Equity
1.926,95
RD : Mandiri Investa Dana Syariah
2.645,50
RD : Manulife Syariah Sektoral Amanah
RD : Schroder Syariah Balanced Fund
3.481,26
1.956,85
RD : SAM Sukuk Syariah Sejahtera
1.396,19
1
January - 2013
1.466,28
1.295,22
1.648,34
1.752,56
2.539,46
3.282,60
1.824,02
1.409,37
2
February - 2013
1.563,75
1.378,63
1.686,23
1.834,28
2.550,57
3.506,10
1.925,05
1.416,72
3
March - 2013
1.627,35
1.440,57
1.762,28
1.943,05
2.545,50
3.603,71
1.973,74
1.413,56
4
April - 2013
1.679,33
1.470,72
1.780,58
1.995,44
2.572,44
3.747,37
2.037,37
1.434,33
5
May - 2013
1.727,42
1.516,68
1.810,02
1.999,24
2.571,38
3.834,44
2.114,29
1.415,22
6
June - 2013
1.644,93
1.392,16
1.741,29
1.899,05
2.548,86
3.664,49
2.010,51
1.359,05
7
July - 2013
1.552,03
1.284,39
1.654,52
1.779,65
2.553,58
3.465,97
1.954,95
1.339,53
8
August - 2013
1.411,98
1.136,50
1.576,34
1.810,10
2.550,14
3.231,55
1.858,69
1.325,96
9
September - 2013
1.408,15
1.132,17
1.592,58
1.783,66
2.577,58
3.197,05
1.825,92
1.344,18
10
October - 2013
1.469,57
1.180,47
1.689,01
1.851,38
2.607,89
3.342,30
1.873,74
1.424,52
11
November - 2013
1.370,73
1.106,99
1.604,97
1.800,61
2.582,46
3.129,60
1.808,31
1.316,07
http://digilib.mercubuana.ac.id/
60
NAB (IDR)
No
Periode (Bulan-Tahun)
RD : CIMBPrincipal Islamic Equity Growth Syariah
RD : Mandiri Investa Atraktif Syariah
RD : Cipta Syariah Balance
RD : Cipta Syariah Equity
RD : Mandiri Investa Dana Syariah
RD : Manulife Syariah Sektoral Amanah
RD : Schroder Syariah Balanced Fund
RD : SAM Sukuk Syariah Sejahtera
12
December - 2013
1.367,83
1.111,50
1.584,22
1.760,26
2.595,70
3.140,27
1.819,08
1.341,90
13
January - 2014
1.413,46
1.138,32
1.586,77
1.799,54
2.593,75
3.259,44
1.857,95
1.316,88
14
February - 2014
1.488,83
1.191,98
1.661,26
1.887,44
2.621,47
3.411,26
1.909,82
1.343,84
15
March - 2014
1.527,95
1.236,00
1.726,49
1.931,12
2.619,00
3.535,68
1.958,49
1.385,96
16
April - 2014
1.535,30
1.249,44
1.789,27
1.946,00
2.670,17
3.571,48
1.971,47
1.393,64
17
May - 2014
1.548,93
1.272,44
1.795,58
1.987,42
2.658,40
3.631,14
1.991,11
1.371,54
18
June - 2014
1.532,91
1.259,61
1.781,41
2.005,50
2.664,65
3.601,99
2.005,45
1.354,93
19
July - 2014
1.649,92
1.328,27
1.817,20
2.140,54
2.686,36
3.804,46
2.078,34
1.367,70
20
August - 2014
1.681,61
1.330,85
1.824,11
2.132,57
2.687,75
3.822,21
2.084,25
1.366,51
21
September - 2014
1.648,40
1.294,34
1.763,81
2.117,63
2.683,06
3.736,87
2.040,19
1.363,30
22
October - 2014
1.634,37
1.282,33
1.753,35
2.117,86
2.704,59
3.690,89
2.023,49
1.384,90
23
November - 2014
1.725,97
1.322,28
1.784,92
2.192,07
2.725,49
3.780,87
2.075,78
1.403,54
24
December - 2014
1.771,85
1.344,60
1.798,15
2.209,89
2.738,33
3.831,04
2.130,35
1.408,63
25
January - 2015
1.787,61
1.369,51
1.810,23
2.228,75
2.803,30
3.901,74
2.188,59
1.462,33
http://digilib.mercubuana.ac.id/
61
NAB (IDR)
No
Periode (Bulan-Tahun)
RD : CIMBPrincipal Islamic Equity Growth Syariah
RD : Mandiri Investa Atraktif Syariah
RD : Cipta Syariah Balance
RD : Cipta Syariah Equity
RD : Mandiri Investa Dana Syariah
RD : Manulife Syariah Sektoral Amanah
RD : Schroder Syariah Balanced Fund
RD : SAM Sukuk Syariah Sejahtera
26
February - 2015
1.813,56
1.396,10
1.827,65
2.263,87
2.816,12
3.987,37
2.231,42
1.479,23
27
March - 2015
1.738,70
1.373,78
1.818,33
2.250,94
2.819,84
3.909,10
2.234,29
1.467,35
28
April - 2015
1.618,30
1.288,26
1.729,89
2.135,10
2.801,29
3.612,28
2.166,70
1.461,90
29
May - 2015
1.665,96
1.339,59
1.783,90
2.241,10
2.798,32
3.765,96
2.211,72
1.460,61
30
June - 2015
1.538,44
1.249,39
1.705,81
2.097,22
2.809,56
3.528,11
2.144,31
1.468,30
31
July - 2015
1.492,68
1.206,28
1.682,64
2.065,49
2.836,85
3.468,82
2.135,89
1.467,42
32
August - 2015
1.360,38
1.110,44
1.607,94
1.896,59
2.837,33
3.215,61
2.062,07
1.466,00
33
September - 2015
1.266,79
1.057,61
1.557,86
1.790,77
2.807,25
3.020,82
2.004,17
1.444,86
34
October - 2015
1.331,33
1.116,55
1.620,01
1.902,28
2.850,36
3.236,82
2.063,18
1.471,28
35
November - 2015
1.313,90
1.097,39
1.609,52
1.849,62
2.879,81
3.207,23
2.062,48
1.487,35
36
December - 2015
1.354,18
1.138,87
1.644,04
1.898,38
2.895,13
3.307,40
2.117,45
1.492,31
http://digilib.mercubuana.ac.id/
62
Lanjutan Lampiran 3
NAB (IDR)
No
Periode (Bulan-Tahun)
RD : Mega Dana Obligasi Syariah
1.501,40
RD : PNM Ekuitas Syariah
1.529,81
RD : MNC Dana Syariah
2.032,99
RD : SAM Syariah Berimbang
1.771,88
RD : Lautandhana Proteksi Syariah I
1.152,56
RD : I - Hajj Syariah Fund
2.352,00
RD : AAA Amanah Syariah Fund
2.265,74
1
January - 2013
1.522,56
1.495,36
1.948,43
1.691,82
1.145,43
2.326,13
2.148,15
2
February - 2013
1.531,30
1.576,63
1.959,67
1.784,30
1.154,54
2.335,47
2.218,43
3
March - 2013
1.522,70
1.641,92
1.968,36
1.897,29
1.128,28
2.351,55
2.263,26
4
April - 2013
1.531,24
1.739,76
1.979,94
1.965,18
1.137,02
2.360,56
2.317,90
5
May - 2013
1.508,19
1.828,74
1.980,60
2.052,27
1.147,26
2.374,53
2.331,81
6
June - 2013
1.442,37
1.655,49
1.950,93
1.966,68
1.140,45
2.312,79
2.280,30
7
July - 2013
1.414,37
1.547,15
1.951,73
1.893,60
1.154,30
2.322,43
2.211,17
8
August - 2013
1.388,08
1.481,25
1.951,32
1.761,15
1.153,71
2.285,65
2.132,97
9
September - 2013
1.402,32
1.478,50
1.981,24
1.763,51
1.153,39
2.307,63
2.181,41
10
October - 2013
1.454,45
1.527,47
2.000,51
1.832,78
1.153,13
2.320,25
2.261,55
11
November - 2013
1.387,58
1.428,20
1.985,17
1.710,63
1.152,40
2.249,31
2.159,42
http://digilib.mercubuana.ac.id/
63
NAB (IDR)
No
Periode (Bulan-Tahun)
RD : Mega Dana Obligasi Syariah
RD : PNM Ekuitas Syariah
RD : MNC Dana Syariah
RD : SAM Syariah Berimbang
RD : Lautandhana Proteksi Syariah I
RD : I - Hajj Syariah Fund
RD : AAA Amanah Syariah Fund
12
December - 2013
1.403,33
1.405,36
1.997,43
1.705,29
1.152,21
2.259,74
2.167,40
13
January - 2014
1.398,07
1.393,29
1.999,57
1.739,67
1.151,98
2.260,93
2.184,13
14
February - 2014
1.430,19
1.465,77
2.015,15
1.822,53
1.151,48
2.269,89
2.272,23
15
March - 2014
1.454,56
1.543,91
2.028,07
1.912,49
1.151,25
2.292,79
2.342,47
16
April - 2014
1.466,28
1.570,28
2.042,03
1.958,35
1.151,91
2.316,42
2.393,80
17
May - 2014
1.464,56
1.600,05
2.055,44
1.978,50
1.151,87
2.333,73
2.397,30
18
June - 2014
1.462,07
1.588,62
2.066,87
1.934,58
1.151,87
2.350,87
2.379,80
19
July - 2014
1.480,33
1.660,64
2.075,87
2.010,54
1.150,56
2.363,80
2.451,39
20
August - 2014
1.481,73
1.652,77
2.085,50
2.030,35
1.151,78
2.382,10
2.464,92
21
September - 2014
1.478,17
1.641,19
2.092,19
1.942,49
1.152,27
2.392,47
2.444,95
22
October - 2014
1.504,35
1.599,52
2.100,10
1.958,02
1.152,51
2.399,78
2.430,09
23
November - 2014
1.526,03
1.629,99
2.111,11
2.043,15
1.151,93
2.415,33
2.462,21
24
December - 2014
1.531,09
1.684,26
2.125,04
2.143,24
1.160,25
2.448,21
2.465,11
25
January - 2015
1.583,57
1.700,79
2.150,96
1.884,15
1.160,27
2.468,93
2.464,93
http://digilib.mercubuana.ac.id/
64
NAB (IDR)
No
Periode (Bulan-Tahun)
RD : Mega Dana Obligasi Syariah
RD : PNM Ekuitas Syariah
RD : MNC Dana Syariah
RD : SAM Syariah Berimbang
RD : Lautandhana Proteksi Syariah I
RD : I - Hajj Syariah Fund
RD : AAA Amanah Syariah Fund
26
February - 2015
1.597,04
1.704,60
2.164,99
2.185,23
1.159,64
2.491,21
2.488,16
27
March - 2015
1.591,24
1.661,88
2.175,70
2.244,04
1.160,35
2.509,49
2.532,72
28
April - 2015
1.579,11
1.567,62
2.189,47
2.143,62
1.160,29
2.519,54
2.410,48
29
May - 2015
1.573,78
1.598,10
2.193,90
2.010,42
1.159,93
2.526,93
2.443,56
30
June - 2015
1.572,96
1.491,49
2.204,23
2.046,85
1.160,27
2.518,77
2.372,73
31
July - 2015
1.582,22
1.423,76
2.219,40
1.926,63
1.160,33
2.535,16
2.306,24
32
August - 2015
1.584,23
1.306,72
2.228,99
1.690,52
1.159,02
2.541,63
2.145,15
33
September - 2015
1.559,11
1.230,92
2.235,32
1.624,63
1.158,02
2.532,11
2.033,95
34
October - 2015
1.580,45
1.236,17
2.257,75
1.745,86
1.149,37
2.574,46
2.197,41
35
November - 2015
1.600,68
1.183,38
2.276,20
1.712,53
1.156,98
2.600,08
2.201,18
36
December - 2015
1.605,41
1.207,79
2.290,96
1.738,63
1.164,55
2.628,57
2.219,84
http://digilib.mercubuana.ac.id/
65
Lampiran 4. Pengolahan Data dalam Metode Sharpe, Treynor, dan Jensen No
Sample Reksa Dana Syariah
Ri
Rm
Rf
Ri-Rf
Rm-RF
σi
Σm
βi
Sharpe
Treynor
1
PNM Syariah
(0,005329)
0,001970
0,094300
(0,099629)
(0,092330)
0,028691
0,038710
3,888014
(3,472452)
(0,025625)
2
Danareksa Syariah Berimbang
(0,000282)
0,001970
0,094300
(0,094582)
(0,092330)
0,031598
0,038710
6,028308
(2,993272)
(0,015690)
3
PNM Amanah Syariah
0,001798
0,001970
0,094300
(0,092502)
(0,092330)
0,009723
0,038710
0,353165
(9,514096)
(0,261922)
4
Mandiri Investa Syariah Berimbang
0,000479
0,001970
0,094300
(0,093821)
(0,092330)
0,027471
0,038710
2,584453
(3,415224)
(0,036302)
5
MNC Dana Syariah
0,003366
0,001970
0,094300
(0,090934)
(0,092330)
0,009109
0,038710
0,048370
(9,982724)
(1,879947)
6
I - Hajj Syariah Fund
0,003140
0,001970
0,094300
(0,091160)
(0,092330)
0,009697
0,038710
0,234239
(9,400637)
(0,389174)
7
AAA Amanah Syariah Fund
(0,000088)
0,001970
0,094300
(0,094388)
(0,092330)
0,030917
0,038710
2,623437
(3,052948)
(0,035979)
8
Danareksa Indeks Syariah
(0,000791)
0,001970
0,094300
(0,095091)
(0,092330)
0,039749
0,038710
4,231241
(2,392287)
(0,022474)
9
TRIM Syariah Berimbang
0,000203
0,001970
0,094300
(0,094097)
(0,092330)
0,033091
0,038710
3,267096
(2,843590)
(0,028802)
10
TRIM Syariah Saham
(0,000596)
0,001970
0,094300
(0,094896)
(0,092330)
0,033091
0,038710
2,938320
(2,867730)
(0,032296)
11
Mega Dana Obligasi Syariah
0,002007
0,001970
0,094300
(0,092293)
(0,092330)
0,016921
0,038710
0,497567
(5,454361)
(0,185490)
12
Batavia Dana Saham Syariah
(0,001240)
0,001970
0,094300
(0,095540)
(0,092330)
0,044855
0,038710
2,905232
(2,129960)
(0,032885)
13
PNM Ekuitas Syariah
(0,005632)
0,001970
0,094300
(0,099932)
(0,092330)
0,042375
0,038710
2,935912
(2,358263)
(0,034038)
http://digilib.mercubuana.ac.id/
Jensen 0,259351 0,462011 (0,059894) 0,144802 (0,086468) (0,069532) 0,147834 0,295580 0,207553 0,176399 (0,046353) 0,172701 0,171140
66
Sample Reksa Dana Syariah CIMB-Principal Islamic Equity Growth Syariah Mandiri Investa Atraktif Syariah
Ri
Rm
Rf
Ri-Rf
Rm-RF
σi
Σm
βi
Sharpe
Treynor
(0,002761)
0,001970
0,094300
(0,097061)
(0,092330)
0,046265
0,038710
3,174457
(2,097955)
(0,030576)
(0,001904)
0,001970
0,094300
(0,096204)
(0,092330)
0,045643
0,038710
2,221771
(2,107722)
(0,043300)
16
Cipta Syariah Balance
0,000162
0,001970
0,094300
(0,094138)
(0,092330)
0,030560
0,038710
1,810796
(3,080424)
(0,051987)
17
Cipta Syariah Equity
0,000418
0,001970
0,094300
(0,093882)
(0,092330)
0,040529
0,038710
3,150578
(2,316441)
(0,029798)
18
Mandiri Investa Dana Syariah
0,002563
0,001970
0,094300
(0,091737)
(0,092330)
0,010441
0,038710
0,257383
(8,785980)
(0,356422)
19
Manulife Syariah Sektoral Amanah
(0,000514)
0,001970
0,094300
(0,094814)
(0,092330)
0,042398
0,038710
5,727747
(2,236309)
(0,016553)
20
Schroder Syariah Balanced Fund
0,002623
0,001970
0,094300
(0,091677)
(0,092330)
0,029178
0,038710
1,793632
(3,142044)
(0,051113)
21
Lautandhana Proteksi Syariah I
0,000303
0,001970
0,094300
(0,093997)
(0,092330)
0,005630
0,038710
(0,002071)
(16,695030)
45,390585
22
SAM Sukuk Syariah Sejahtera
0,002094
0,001970
0,094300
(0,092206)
(0,092330)
0,021902
0,038710
0,241241
(4,209889)
(0,382217)
23
SAM Syariah Berimbang
0,001056
0,001970
0,094300
(0,093244)
(0,092330)
0,056179
0,038710
3,063498
(1,659747)
(0,030437)
No 14 15
http://digilib.mercubuana.ac.id/
Jensen 0,196037 0,108932 0,073053 0,197010 (0,067973) 0,434029 0,073929 (0,094188) (0,069933) 0,189609
67
Lampiran 5. Peringkat Kinerja Reksa Dana Syariah Metode Sharpe Reksa Dana
Jenis
Rasio Sharpe
Peringkat
PNM Syariah
Campuran
(3,472452)
8
Danareksa Syariah Berimbang
Campuran
(2,993272)
3
Mandiri Investa Syariah Berimbang
Campuran
(3,415224)
7
AAA Amanah Syariah Fund
Campuran
(3,052948)
4
TRIM Syariah Berimbang
Campuran
(2,843590)
2
Cipta Syariah Balance
Campuran
(3,080424)
5
Schroder Syariah Balanced Fund
Campuran
(3,142044)
6
SAM Syariah Berimbang
Campuran
(1,659747)
1
MNC Dana Syariah
Pendapatan Tetap
(9,514096)
5
I - Hajj Syariah Fund
Pendapatan Tetap
(9,982724)
6
PNM Amanah Syariah
Pendapatan Tetap
(9,400637)
4
Mega Dana Obligasi Syariah
Pendapatan Tetap
(5,454361)
2
Mandiri Investa Dana Syariah
Pendapatan Tetap
(8,785980)
3
SAM Sukuk Syariah Sejahtera
Pendapatan Tetap
(4,209889)
1
TRIM Syariah Saham
Saham
(2,867730)
7
Batavia Dana Saham Syariah
Saham
(2,129960)
3
PNM Ekuitas Syariah
Saham
(2,358263)
6
CIMB-Principal Islamic Equity Growth Syariah
Saham
(2,097955)
1
Mandiri Investa Atraktif Syariah
Saham
(2,107722)
2
Cipta Syariah Equity
Saham
(2,316441)
5
Manulife Syariah Sektoral Amanah
Saham
(2,236309)
4
Danareksa Indeks Syariah
Indeks
(2,392287)
1
Lautandhana Proteksi Syariah I
Terproteksi
(16,695030)
1
http://digilib.mercubuana.ac.id/
68
Lampiran 6. Peringkat Kinerja Reksa Dana Syariah Metode Treynor Reksa Dana
Jenis
Rasio Treynor
Peringkat
PNM Syariah
Campuran
(0,025625)
2
Danareksa Syariah Berimbang
Campuran
(0,015690)
1
Mandiri Investa Syariah Berimbang
Campuran
(0,036302)
6
AAA Amanah Syariah Fund
Campuran
(0,035979)
5
TRIM Syariah Berimbang
Campuran
(0,028802)
3
Cipta Syariah Balance
Campuran
(0,051987)
8
Schroder Syariah Balanced Fund
Campuran
(0,051113)
7
SAM Syariah Berimbang
Campuran
(0,030437)
4
MNC Dana Syariah
Pendapatan Tetap
(0,261922)
2
I - Hajj Syariah Fund
Pendapatan Tetap
(1,879947)
6
PNM Amanah Syariah
Pendapatan Tetap
(0,389174)
1
Mega Dana Obligasi Syariah
Pendapatan Tetap
(0,185490)
3
Mandiri Investa Dana Syariah
Pendapatan Tetap
(0,356422)
4
SAM Sukuk Syariah Sejahtera
Pendapatan Tetap
(0,382217)
5
TRIM Syariah Saham
Saham
(0,032296)
4
Batavia Dana Saham Syariah
Saham
(0,032885)
5
PNM Ekuitas Syariah
Saham
(0,034038)
6
CIMB-Principal Islamic Equity Growth Syariah
Saham
(0,030576)
3
Mandiri Investa Atraktif Syariah
Saham
(0,043300)
7
Cipta Syariah Equity
Saham
(0,029798)
2
Manulife Syariah Sektoral Amanah
Saham
(0,016553)
1
Danareksa Indeks Syariah
Indeks
(0,022474)
1
Lautandhana Proteksi Syariah I
Terproteksi
45,390585
1
http://digilib.mercubuana.ac.id/
69
Lampiran 7. Peringkat Kinerja Reksa Dana Syariah Metode Jensen Reksa Dana
Jenis
Rasio Jensen
Peringkat
PNM Syariah
Campuran
0,259351
2
Danareksa Syariah Berimbang
Campuran
0,462011
1
Mandiri Investa Syariah Berimbang
Campuran
0,144802
6
AAA Amanah Syariah Fund
Campuran
0,147834
5
TRIM Syariah Berimbang
Campuran
0,207553
3
Cipta Syariah Balance
Campuran
0,073053
8
Schroder Syariah Balanced Fund
Campuran
0,073929
7
SAM Syariah Berimbang
Campuran
0,189609
4
MNC Dana Syariah
Pendapatan Tetap
(0,059894)
2
I - Hajj Syariah Fund
Pendapatan Tetap
(0,086468)
6
PNM Amanah Syariah
Pendapatan Tetap
(0,069532)
4
Mega Dana Obligasi Syariah
Pendapatan Tetap
(0,046353)
1
Mandiri Investa Dana Syariah
Pendapatan Tetap
(0,067973)
3
SAM Sukuk Syariah Sejahtera
Pendapatan Tetap
(0,069933)
5
TRIM Syariah Saham
Saham
0,176399
4
Batavia Dana Saham Syariah
Saham
0,172701
5
PNM Ekuitas Syariah
Saham
0,171140
6
CIMB-Principal Islamic Equity Growth Syariah
Saham
0,196037
3
Mandiri Investa Atraktif Syariah
Saham
0,108932
7
Cipta Syariah Equity
Saham
0,197010
2
Manulife Syariah Sektoral Amanah
Saham
0,434029
1
Danareksa Indeks Syariah
Indeks
0,295580
1
Lautandhana Proteksi Syariah I
Terproteksi
(0,094188)
1
http://digilib.mercubuana.ac.id/
