Lampiran. Lampiran 1. Daftar Sampel Reksa Dana Saham. No. Reksa Dana Tanggal Aktif Tanggal Efektif Kriteria Sampel

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1 Lampiran 1. Daftar Sampel Reksa Dana Saham Lampiran No. Reksa Dana Tanggal Aktif Tanggal Efektif Kriteria Sampel Penelitian 1 AXA CITRADINAMIS 5 AGUSTUS JULI AXA MAESTROSAHAM 15 AGUSTUS JULI ABERDEEN INDONESIA EQUITY FUND 27 DESEMBER DESEMBER ARCHIPELAGO EQUITY GROWTH 1 AGUSTUS JULI ASANUSA BLUE CHIP VALUE FUND 2 3 DESEMBER DESEMBER ASANUSA ENHANCED STRATEGY FUND 19 FEBRUARI DESEMBER ASHMORE DANA EKUITAS NUSANTARA 11 FEBRUARI JANUARI ASHMORE DANA PROGRESIF NUSANTARA 11 FEBRUARI JANUARI ASHMORE DANA USD EQUITY NUSANTARA 18 MEI FEBRUARI AVRIST EQUITY CROSS SECTORAL 15 MEI APRIL BNI-AM DANA BERKEMBANG 1 OKTOBER SEPTEMBER 1996 Sampel 1 12 BNI-AM DANA SAHAM BANDAKALA 3 FEBRUARI JANUARI BNI-AM INSPIRING EQUITY FUND 7 APRIL JANUARI BNP PARIBAS ASTRO 14 APRIL OKTOBER

2 15 BNP PARIBAS EKUITAS 28 FEBRUARI JANUARI 2001 Sampel 2 16 BNP PARIBAS INFRASTRUKTUR PLUS 15 MARET MARET 2007 Sampel 3 17 BNP PARIBAS INSPIRA 12 JANUARI DESEMBER BNP PARIBAS MAXI SAHAM 28 JANUARI JANUARI BNP PARIBAS PESONA 10 NOVEMBER OKTOBER BNP PARIBAS STAR 15 JUNI MARET 2011 Sampel 4 21 BNP PARIBAS SOLARIS 15 MEI April BAHANA PRIMAVERA FUND 99 5 SEPTEMBER JUNI BAHANA TRAILBLAZER FUND 4 JUNI MEI BATAVIA DANA SAHAM 16 DESEMBER DESEMBER BAHANA DANA PRIMA 8 AGUSTUS AGUSTUS BATAVIA DANA SAHAM OPTIMAL 19 OKTOBER OKTOBER BATAVIA ENHANCHED EQUITY STRATEGY 9 OKTOBER NOVEMBER Lanjutan Lampiran 1 No. Reksa Dana Tanggal Aktif Tanggal Efektif Kriteria Sampel Penelitian 28 CIMB PRINSIPAL SMART EQUITY FUND 18 DESEMBER NOVEMBER

3 29 CIMB-PRINSIPAL EQUITY AGGRESSIVE 1 JULI JUNI CIMB-PRINCIPAL INDO DOMESTIC EQUITY FUND 11 APRIL MARET CIPTA GTWS EQUITY 3 MARET MARET CIPTA BETA EQUITY 11 DESEMBER NOVEMBER CIPTA PRIMA 25 MEI MEI CORFINA GROW-2-PROSPER ROTASI STRATEGI 14 NOVEMBER NOVEMBER DANA EKUITAS ANDALAN 1 DESEMBER NOVEMBER 2005 Sampel 5 36 DANAREKSA MAWAR FOKUS 10 2 MARET FEBRUARI DANAREKSA MAWAR EKUITAS PLUS 14 APRIL APRIL DANAREKSA MAWAR 17 JULI JULI DANA PRATAMA EKUITAS 12 FEBRUARI FEBRUARI DANA EKUITAS PRIMA 13 FEBRUARI FEBRUARI DANAREKSA MAWAR KOMODITAS FEBRUARI FEBRUARI DANAREKSA MAWAR KONSUMER FEBRUARI FEBRUARI DANAREKSA MAWAR ROTASI SEKTOR STRATEGIS 27 SEPTEMBER JULI EASTSPRING INVESTMENTS APLHA NAVIGATOR 29 AGUSTUS AGUSTUS EASTSPRING INVESTMENTS VALUE DISCOVERY 29 MEI MEI

4 46 EMCO MANTAP 11 AGUSTUS AGUSTUS EMCO GROWTH FUND 11 MARET FEBRUARI FIRST STATE INDOEQUITY OPPORUNITIES FUND- USD 8 JANUARI DESEMBER FIRST STATE INDOEQUITY PEKA FUND 14 JANUARI OKTOBER FIRST STATE INDOEQUITY VALUE SELECT FUND 11 MARET FEBRUARI FIRST STATE INDOEQUITY DIVIDEND YIELD FUND 18 AGUSTUS AGUSTUS 2005 Sampel 6 52 FIRST STATE INDOEQUITY HIGH CONVICTION FUND 9 JANUARI OKTOBER FIRST STATE INDOEQUITY SECTORAL FUND 18 JANUARI DESEMBER 2004 Sampel 7 Lanjutan Lampiran 1 No. Reksa Dana Tanggal Aktif Tanggal Efektif Kriteria Sampel Penelitian 54 GAP EQUITY FOCUS FUND 17 JUNI MEI GAP EQUITY FUND 10 MEI MEI GAP VALUE FUND 12 OKTOBER SEPTEMBER GROW-2-PROSPER 28 MARET MARET

5 58 HPAM SAHAM DINAMIS 1 DESEMBER NOVEMBER HPAM ULTIMA EKUITAS 1 7 DESEMBER NOVEMBER I AM EQUITY FUND 1 APRIL MARET INSIGHT WEALTH 15 OKTOBER SEPTEMBER JISAWI PROGRESIF 21 MARET MARET KHARISMA KAPITAL PRIMA 5 NOVEMBER OKTOBER LAUTANDHANA EQUITY 27 MARET MARET LAUTANDHANA EQUITY AGRESIF 9 NOVEMBER NOVEMBER LAUTANDHANA EQUITY PLUS 10 AGUSTUS AGUSTUS LAUTANDHANA GROWTH FUND 12 AGUSTUS AGUSTUS LAUTANDHANA EQUITY PROGRESIF 16 JULI JUNI LAUTANDHANA SAHAM INTI 20 AGUSTUS AGUSTUS LAUTANDHANA SAHAM LESTARI 27 NOVEMBER OKTOBER LAUTANDHANA SAHAM LIKUID 2 MEI APRIL LAUTANDHANA SAHAM MAHADI 18 SEPTEMBER AGUSTUS LAUTANDHANA SAHAM PRIMA 8 MEI MEI LAUTANDHANA VALUE FUND 7 OKTOBER SEPTEMBER

6 75 LIPPO EQUITY PLUS 28 APRIL APRIL MAJORIS SAHAM ALOKASI DINAMIK INDONESIA 30 NOVEMBER NOVEMBER MNC DANA EKUITAS 19 JUNI JUNI MANDIRI ASA SEJAHTERA 8 FEBRUARI DESEMBER MANDIRI DYNAMIC EQUITY 5 NOVEMBER AGUSTUS MANDIRI INVESTA ATRAKTIF 30 AGUSTUS JUNI 2005 Sampel 8 81 MANDIRI INVESTA EKUITAS DINAMIS 21 MARET MARET MANDIRI INVESTA EQUITY DYNAMO FACTOR 19 NOVEMBER AGUSTUS Lanjutan Lampiran 1 No. Reksa Dana Tanggal Aktif Tanggal Efektif Kriteria Sampel Penelitian 83 MANDIRI INVESTA EQUITY ASEAN 5 PLUS 25 JULI JULI MANDIRI INVESTA EQUITY MOVEMENT 3 OKTOBER JULI MANDIRI INVESTA UGM ENDOWMENT PLUS 15 JULI JUNI MANDIRI SAHAM ATRAKTIF 26 OKTOBER SEPTEMBER MANULIFE DANA SAHAM 1 AGUSTUS JULI 2003 Sampel 88 MANULIFE DANA SAHAM UTAMA 11 NOVEMBER NOVEMBER

7 89 MANULIFE GREATER INDONESIA FUND 14 SEPTEMBER SEPTEMBER MANULIFE INSITUTIONAL EQUITY FUND 25 JULI JUNI MANULIFE SAHAM ANDALAN 1 NOVEMBER AGUSTUS 2007 Sampel MANULIFE SAHAM SMC PLUS 27 FEBRUARI JANUARI MANULIFE SAHAM STRATEGI UNGGULAN 27 JUNI MARET MAYBANK GMT DANA EKUITAS 23 APRIL APRIL MEGA ASSET GREATER INFRASTRUCTURE 6 SEPTEMBER AGUSTUS MEGA ASSET MAXIMA 12 MARET FEBRUARI MEGA DANA CAPITAL GROWTH 17 DESEMBER SEPTEMBER MILLENIUM BERKEMBANG 12 MEI APRIL MILLENIUM DYNAMIC EQUITY FUND 13 AGUSTUS MEI MILLENIUM EQUITY 17 MARET MARET MILLENIUM EQUITY PRIMA PLUS 12 MEI MEI MILLENIUM EQUITY GROWTH FUND 3 JANUARI DESEMBER NIKKO SAHAM PEMBANGUNAN INDONESIA 12 FEBRUARI FEBRUARI NARADA SAHAM INDONESIA 25 JUNI MEI NIKKO INDONESIA EQUITY FUND 12 NOVEMBER OKTOBER

8 106 OSO BORNEO EQUITY FUND 23 NOVEMBER NOVEMBER OSO SUSTAINABILITY FUND 9 SEPTEMBER AGUSTUS PG SAHAM DINAMIS 15 SEPTEMBER JUNI PNM SAHAM AGRESIF 3 AGUSTUS JULI Lanjutan Lampiran 1 No. Reksa Dana Tanggal Aktif Tanggal Efektif Kriteria Sampel Penelitian 110 PNM SAHAM UNGGULAN 12 FEBRUARI FEBRUARI PACIFIC EQUITY FLEXI FUND 23 DESEMBER DESEMBER PASIFIC EQUITY FUND 17 DESEMBER OKTOBER PASIFIC EQUITY GROWTH FUND 21 MARET MARET PASIFIC EQUITY OPTIMUM FUND 20 OKTOBER SEPTEMBER PASIFIC EQUITY PROGRESIF FUND 25 MARET FEBRUARI PANIN DANA MAKSIMA 1 APRIL MARET PANIN DANA PRIMA 27 DESEMBER DESEMBER PANIN DANA TELADAN 14 APRIL APRIL

9 119 PANIN DANA ULTIMA 13 JUNI APRIL PHILLIP PRIME EQUITY 20 APRIL MARET PINNACLE STRATEGIC EQUITY FUND 15 OKTOBER SEPTEMBER PRATAMA DANA ATRAKTIF SAHAM 17 FEBRUARI JANUARI PRATAMA DANA DINAMIS SAHAM 12 OKTOBER SEPTEMBER PRATAMA DANA GEMILANG SAHAM 23 NOVEMBER SEPTEMBER PRATAMA DANA INVESTASI SAHAM 15 AGUSTUS AGUSTUS PRATAMA DANA MAKSIMUM SAHAM 13 JULI JUNI PRATAMA DANA OPTIMUM SAHAM 6 MARET MARET PRATAMA DANA PRESTASI SAHAM 1 DESEMBER NOVEMBER PRATAMA DANA PRIMA SAHAM 17 SEPTEMBER AGUSTUS PRATAMA DANA ULTIMA SAHAM 20 APRIL APRIL PRATAMA DANA EKUITAS 12 FEBRUARI FEBRUARI PRATAMA INVESTA MANDIRI SAHAM 23 MARET MARET PRATAMA SAHAM 1 MEI APRIL PREMIER EKUITAS 3 DESEMBER OKTOBER PREMIER EKUITAS MAKRO PLUS 5 SEPTEMBER JULI

10 136 PROSPERA BIJAK 1 JULI JUNI Lanjutan Lampiran 1 No. Reksa Dana Tanggal Aktif Tanggal Efektif Kriteria Sampel Penelitian 137 PROSPERA BUMN GROWTH FUND 8 MEI APRIL PROPERA DANA BERKEMBANG 17 JUNI JULI QUANT INVESTA SAHAM 10 DESEMBER NOVEMBER RHB ALPHA SECTOR ROTATION 18 AGUSTUS AGUSTUS RHB OSK PRIME EQUITY FUND 23 APRIL APRIL RELIANCE DANA SAHAM 20 JANUARI JANUARI RENCANA CERDAS 9 JULI JULI SAM DANA CERDAS 17 MARET MARET SAM INDONESIAN EQUITY FUND 18 OKTOBER SEPTEMBER SCHRODER 90 PLUS EQUITY FUND 21 APRIL APRIL SCHRODER DANA ISTIMEWA 27 DESEMBER DESEMBER 2004 Sampel SCHRODER DANA PRESTASI 29 MEI MEI 1997 Sampel

11 149 SCHRODER DANA PRESTASI DINAMIS 1O OKTOBER SEPTEMBER SCHRODER DANA PRESTASI PLUS 25 SEPTEMBER SEPTEMBER 2000 Sampel SCHRODER DANA PRESTASI PRIMA 18 DESEMBER NOVEMBER SCHRODER INDO EQUITY FUND 31 AGUSTUS AGUSTUS SEMESTA DANA SAHAM 20 MARET FEBRUARI SENTRA DANA EKUITAS 8 MEI APRIL SIMAS DANAMAS SAHAM 5 OKTOBER SEPTEMBER SIMAS SAHAM BERTUMBUH 25 AGUSTUS AGUSTUS SIMAS SAHAM UNGGULAN 18 DESEMBER DESEMBER SUCORINVEST EQUITY FUND 8 MEI MEI SUCORINVEST MAXI FUND 1 OKTOBER JULI SUCORINVEST SAHAM DINAMIS 19 OKTOBER OKTOBER SYAILENDRA DANA EKUITAS PLUS 12 MARET MARET SYAILENDRA DANA EKUITAS SEJAHTERA 8 JANUARI DESEMBER SYAILENDRA EQUITY ALPHA FUND 31 OKTOBER OKTOBER

12 Lanjutan Lampiran 1 No. Reksa Dana Tanggal Aktif Tanggal Efektif Kriteria Sampel Penelitian 164 SYAILENDRA EQUITY OPPORTUNITY FUND 7 JUNI MEI SYAILENDRA MARKET LEADER FUND 16 SEPTEMBER SEPTEMBER SYAILENDRA MIDCAP ALPHA FUND 15 JULI JULI TRAM ASA EQUITY 19 JULI JULI TRAM CONSUMPTION PLUS 5 MEI APRIL TRAM INFRASTRUCTURE PLUS 28 MARET FEBRUARI TRIM BHAKTI BANGSA 11 NOVEMBER NOVEMBER TRIM KAPITAL 20 MARET MARET TRIM KAPITAL PLUS 26 MEI APRIL TREASURE FUND SUPER MAXXI 25 MARET MARET VALBURY EQUITY I 20 AGUSTUS JULI

13 113

14 Lampiran 2. Data Bulanan SBI Tahun (dalam %) Bulan/Tahun Januari Februari Maret April Mei Juni Juli Agustus September Oktober November Desember Sumber: cxiv

15 Lampiran 3. Kinerja Reksa Dana Saham Tahun No Reksadana Saham Kinerja Reksa Dana Tahun 2012 Tahun 2013 Tahun 2014 Tahun BNI-Am Dana Berkembang BNP Paribas Ekuitas BNP Paribas Insfratruktur Plus BNP Paribas Star Dana Ekuitas Andalan First State Indoequity Dividend Yield Fund First State Indoequity Sectoral Fund Mandiri Investa Atraktif Manulife Dana Saham Manulife Saham Andalan Schroder Dana Istimewa Schroder Dana Prestasi Schroder Dana Prestasi Plus Sumber: Hasil Penelitian dengan Excel, 2016 (Data diolah) Lampiran 4. Market Timing Ability Reksa Dana Saham Tahun No Reksadana Saham Market Timing Ability Reksa Dana Tahun 2012 Tahun 2013 Tahun 2014 Tahun BNI-Am Dana Berkembang BNP Paribas Ekuitas BNP Paribas Insfratruktur Plus BNP Paribas Star Dana Ekuitas Andalan First State Indoequity Dividend Yield Fund First State Indoequity Sectoral Fund Mandiri Investa Atraktif Manulife Dana Saham Manulife Saham Andalan Schroder Dana Istimewa Schroder Dana Prestasi Schroder Dana Prestasi Plus Sumber: Hasil Penelitian dengan SPSS, 2016 (Data diolah) cxv

16 Lampiran 5. Stock Selection Skill Reksa Dana Saham Tahun No Reksadana Saham Stock Selection Skill Reksa Dana Tahun 2012 Tahun 2013 Tahun 2014 Tahun BNI-Am Dana Berkembang BNP Paribas Ekuitas BNP Paribas Insfratruktur Plus BNP Paribas Star Dana Ekuitas Andalan First State Indoequity Dividend Yield Fund First State Indoequity Sectoral Fund Mandiri Investa Atraktif Manulife Dana Saham Manulife Saham Andalan Schroder Dana Istimewa Schroder Dana Prestasi Schroder Dana Prestasi Plus Sumber: Hasil Penelitian dengan SPSS, 2016 (Data diolah) Lampiran 6. Expense Ratio Reksa Dana Saham Tahun No Reksadana Saham Expense Ratio Reksa Dana Tahun 2012 Tahun 2013 Tahun 2014 Tahun BNI-Am Dana Berkembang BNP Paribas Ekuitas BNP Paribas Insfratruktur Plus BNP Paribas Star Dana Ekuitas Andalan First State Indoequity Dividend Yield Fund First State Indoequity Sectoral Fund Mandiri Investa Atraktif Manulife Dana Saham Manulife Saham Andalan Schroder Dana Istimewa Schroder Dana Prestasi Schroder Dana Prestasi Plus Sumber: Hasil Penelitian, 2016 (Data diolah) cxvi

17 Lampiran 7. Tingkat RisikoReksa Dana Saham Tahun No Reksadana Saham Tingkat RisikoReksa Dana Tahun 2012 Tahun 2013 Tahun 2014 Tahun BNI-Am Dana Berkembang BNP Paribas Ekuitas BNP Paribas Insfratruktur Plus BNP Paribas Star Dana Ekuitas Andalan First State Indoequity 7 Dividend Yield Fund First State Indoequity Sectoral Fund Mandiri Investa Atraktif Manulife Dana Saham Manulife Saham Andalan Schroder Dana Istimewa Schroder Dana Prestasi Schroder Dana Prestasi Plus Sumber: Hasil Penelitian dengan Excel, 2016 (Data diolah) Lampiran 8. Data Bulanan IHSG Tahun (dalam %) Bulan/Tahun Januari 3, , , , , Februari 3, , , , , Maret 3, , , , , April 3, , , , , Mei 3, , , , , Juni 3, , , , , Juli 4, , , , , Agustus 3, , , , , September 3, , , , , Oktober 3, , , , , November 3, , , , , Desember 3, , , , , Sumber: finance.yahoo.com cxvii

18 Lampiran 9. Daftar Tabel Hasil Pengujian Tabel 4.1 Statistik Deskriptif dari Kinerja Reksa Dana, Market Timing Ability, Stocks Selection Skills, Expense Ratio,danTingkat Risiko. Kinerja Reksa Market Timing Stock Selection Dana Ability Skill Expense Ratio Tingkat Risiko Mean Median Maximum Minimum Std. Dev Observations Sumber: Hasil Penelitian dengan EViews, 2016 (Data diolah) Redundant Fixed Effects Tests Pool: JOHANNES Test cross-section fixed effects Tabel 4.2 Hasil Uji Chow Effects Test Statistic d.f. Prob. Cross-section F (12,35) Cross-section Chi-square Sumber: Hasil Penelitian dengan Eviews, 2016 (Data diolah) cxviii

19 Tabel 4.3 Pengujian Regresi Berganda Model Data Panel Cross-section fixed effects test equation: Dependent Variable: KINERJA? Method: Panel Least Squares Date: 07/24/16 Time: 00:03 Sample: Included observations: 4 Cross-sections included: 13 Total pool (balanced) observations: 52 Variable Coefficient Std. Error t-statistic Prob. C MARKETTIMING? STOCKSELECTION? EXPENSERATIO? TINGKATRISIKO? R-squared Mean dependent var Adjusted R-squared S.D. dependent var S.E. of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood Hannan-Quinn criter F-statistic Durbin-Watson stat Prob(F-statistic) Sumber: Hasil Penelitian dengan Eviews, 2016 (Data diolah) cxix

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