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Tabel 30

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Hasil Perhitungan Reksadana (November 2019 – Oktober 2020) Dengan
Model Treynor & Black
 
2
2
m
p
p
 
0.0003
-0.0072
417.576
0.0004
0.0002
-0.070
67.2375
0.0477
0.0001
0.0002
-0.0005
47.6419
0.0011
0.1699
0.0002
0.00005
-0.0053
42.2471
0.0018
0.0011
0.6506
0.0007
0.0011
-0.0076
41.8053
Danareksa Index Syar
0.932
0.0011
-0.1351
-0.0001
0.0933
0.0146
28.1749
7
Mandiri atractif
0.0016
0.0011
0.6977
0.0008
0.0009
0.0019
26.9444
8
Trim Syariah berim
0.1194
0.0011
0.4666
0.0005
0.1189
0.0181
24.0531
9
Trim Syariah Saham
0.0013
0.0011
0.6758
0.0007
0.0006
-0.0095
12.0312
10
AA Amanah syariah
0.0005
0.0011
0.3633
0.0004
0.0001
-0.0063
8.5379
11
Manulife Syariah
0.0013
0.0011
0.5762
0.0006
0.0006
- 0.0066
1.5173
12
Panin Syariah
0.0018
0.0011
0.6765
0.0007
0.0010
-0.0014
1.3055
13
Megadana Obligasi
0.0003
0.0011
0.0103
0.00001
0.0003
-0.0005
-1.5805
14
CIMB Principal
0.0041
0.0011
1.3077
0.0014
0.0027
0.0024
-5.1599
15
Batavia Danasaham
0.0020
0.0011
0.6334
0.0007
0.0013
-0.0080
-10.4013
16
Mandiri investa dana
0.0454
0.0011
-0.5891
-0.0006
0.0017
-0.0169
-29.975
17
PNM Syariah
0.0006
0.0011
0.3113
0.0003
0.0003
-0.0014
-34.2559
18
PNM Amanah Syariah
0.0001
0.0011
0.0593
0.0001
0.00004
-0.0042
-1100.298
19
Lautan Dana Protek
0.0001
0.0011
-0.0994
-0.0001
0.0002
0.0046
-3489.0852

2
p

2
m

NO
RDS
1
Danareksa syariah
0.0009
0.0011
0.4945
0.0005
2
Cipta Syariah Balance
0.0007
0.0011
0.3869
3
Sam Sukuk
0.0003
0.0011
4
BNI Plus Dana
0.0002
5
Syariah BNP Paribas
6
2
p

2
ep

p
2
ep
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