Date Open Close Return

12/2/2013 1610 1510 -0.06211180124 Max 35.97%

11/1/2013 1940 1600 -0.17525773196 Min -36.13%
10/1/2013 2000 1950 -0.025 Count 36
9/2/2013 2000 2025 0.0125 Bin ADHI Bin
8/1/2013 3100 1980 -0.36129032258 -6.21% -36.13%
7/1/2013 3300 3075 -0.06818181818 -17.53% -17.53%
6/3/2013 3850 3325 -0.13636363636 -2.50% -17.14%
5/1/2013 3050 3900 0.27868852459 1.25% -14.13%
4/1/2013 3000 2975 -0.00833333333 -36.13% -13.64%
3/1/2013 2625 3100 0.180952380952 -6.82% -13.41%
2/1/2013 2075 2575 0.240963855422 -13.64% -12.07%
1/1/2013 1770 2000 0.129943502825 27.87% -10.78%
12/3/2012 1810 1770 -0.02209944751 -0.83% -9.80%
11/1/2012 1390 1890 0.359712230216 18.10% -6.82%
10/1/2012 1050 1410 0.342857142857 24.10% -6.21%
9/3/2012 910 1040 0.142857142857 12.99% -3.70%
8/1/2012 890 900 0.011235955056 -2.21% -2.50%
7/2/2012 1020 910 -0.10784313725 35.97% -2.38%
6/1/2012 940 990 0.053191489362 34.29% -2.21%
5/1/2012 990 970 -0.0202020202 14.29% -2.02%
4/2/2012 790 990 0.253164556962 1.12% -0.83%
3/1/2012 710 800 0.12676056338 -10.78% 1.12%
2/1/2012 690 710 0.028985507246 5.32% 1.20%
1/2/2012 580 690 0.189655172414 -2.02% 1.25%
12/1/2011 460 580 0.260869565217 25.32% 2.90%
11/1/2011 510 460 -0.09803921569 12.68% 3.90%
10/3/2011 480 530 0.104166666667 2.90% 5.06%
9/5/2011 580 510 -0.12068965517 18.97% 5.32%
8/1/2011 700 580 -0.17142857143 26.09% 10.42%
7/1/2011 820 710 -0.13414634146 -9.80% 12.68%
6/1/2011 770 800 0.038961038961 10.42% 12.99%
5/2/2011 810 780 -0.03703703704 -12.07% 14.29%
4/1/2011 840 820 -0.02380952381 -17.14% 18.10%
3/1/2011 830 840 0.012048192771 -13.41% 18.97%
2/1/2011 790 830 0.050632911392 3.90% 24.10%
1/3/2011 920 790 -0.14130434783 -3.70% 25.32%
-2.38% 26.09%
1.20% 27.87%
5.06% 34.29%
-14.13% 35.97%
More
Frequency Cumulative %
1 2.78%
1 5.56%
1 8.33%
1 11.11%
1 13.89%
1 16.67%
1 19.44%
1 22.22%
1 25.00%
1 27.78%
1 30.56%
1 33.33%
1 36.11%
1 38.89%
1 41.67%
1 44.44%
1 47.22%
1 50.00%
1 52.78%
1 55.56%
1 58.33%
1 61.11%
1 63.89%
1 66.67%
1 69.44%
1 72.22%
1 75.00%
1 77.78%
1 80.56%
1 83.33%
1 86.11%
1 88.89%
1 91.67%
1 94.44%
1 97.22%
1 100.00%
0 100.00%
Date Open Close Return
12/2/2013 740 750 0.013513513514 Max 29.41%
11/1/2013 1030 730 -0.29126213592 Min -30.17%
10/1/2013 970 1030 0.061855670103 Count 36
9/2/2013 830 980 0.180722891566 Bin CTRA Bin
8/1/2013 1160 810 -0.30172413793 1.35% -30.17%
7/1/2013 1300 1150 -0.11538461538 -29.13% -29.13%
6/3/2013 1470 1350 -0.08163265306 6.19% -16.67%
5/1/2013 1410 1540 0.09219858156 18.07% -12.86%
4/1/2013 1120 1380 0.232142857143 -30.17% -11.54%
3/1/2013 1090 1080 -0.00917431193 -11.54% -10.26%
2/1/2013 880 1110 0.261363636364 -8.16% -8.16%
1/1/2013 790 920 0.164556962025 9.22% -7.14%
12/3/2012 780 790 0.012820512821 23.21% -3.77%
11/1/2012 690 780 0.130434782609 -0.92% -2.86%
10/1/2012 700 680 -0.02857142857 26.14% -1.59%
9/3/2012 630 710 0.126984126984 16.46% -1.52%
8/1/2012 600 620 0.033333333333 1.28% -0.92%
7/2/2012 660 650 -0.01515151515 13.04% 1.28%
6/1/2012 700 650 -0.07142857143 -2.86% 1.35%
5/1/2012 780 700 -0.10256410256 12.70% 2.08%
4/2/2012 730 760 0.041095890411 3.33% 2.38%
3/1/2012 670 720 0.074626865672 -1.52% 3.33%
2/1/2012 580 640 0.103448275862 -7.14% 4.11%
1/2/2012 540 570 0.055555555556 -10.26% 5.38%
12/1/2011 490 540 0.102040816327 4.11% 5.56%
11/1/2011 480 490 0.020833333333 7.46% 6.19%
10/3/2011 465 490 0.05376344086 10.34% 6.41%
9/5/2011 530 510 -0.03773584906 5.56% 6.85%
8/1/2011 600 500 -0.16666666667 10.20% 7.46%
7/1/2011 425 550 0.294117647059 2.08% 9.22%
6/1/2011 420 430 0.02380952381 5.38% 10.20%
5/2/2011 390 415 0.064102564103 -3.77% 10.34%
4/1/2011 365 390 0.068493150685 -16.67% 12.70%
3/1/2011 310 370 0.193548387097 29.41% 13.04%
2/1/2011 315 310 -0.01587301587 2.38% 16.46%
1/3/2011 350 305 -0.12857142857 6.41% 18.07%
6.85% 19.35%
19.35% 23.21%
-1.59% 26.14%
-12.86% 29.41%
More
Frequency Cumulative %
1 2.78%
1 5.56%
1 8.33%
1 11.11%
1 13.89%
1 16.67%
1 19.44%
1 22.22%
1 25.00%
1 27.78%
1 30.56%
1 33.33%
1 36.11%
1 38.89%
1 41.67%
1 44.44%
1 47.22%
1 50.00%
1 52.78%
1 55.56%
1 58.33%
1 61.11%
1 63.89%
1 66.67%
1 69.44%
1 72.22%
1 75.00%
1 77.78%
1 80.56%
1 83.33%
1 86.11%
1 88.89%
1 91.67%
1 94.44%
1 97.22%
1 100.00%
0 100.00%
Date Open Close Return
12/2/2013 1830 1330 -0.27322404372 Max 86.67%
11/1/2013 1890 1830 -0.03174603175 Min -27.32%
10/1/2013 1720 1840 0.06976744186 Count 36
9/2/2013 1700 1720 0.011764705882 Bin JIHD Bin
8/1/2013 2000 1700 -0.15 -27.32% -27.32%
7/1/2013 2050 1970 -0.03902439024 -3.17% -20.75%
6/3/2013 2650 2100 -0.20754716981 6.98% -15.00%
5/1/2013 2550 2625 0.029411764706 1.18% -13.16%
4/1/2013 1360 2425 0.783088235294 -15.00% -12.12%
3/1/2013 750 1400 0.866666666667 -3.90% -10.13%
2/1/2013 780 760 -0.02564102564 -20.75% -9.59%
1/1/2013 690 780 0.130434782609 2.94% -7.79%
12/3/2012 690 690 0 78.31% -7.04%
11/1/2012 700 690 -0.01428571429 86.67% -5.80%
10/1/2012 660 700 0.060606060606 -2.56% -4.62%
9/3/2012 680 660 -0.02941176471 13.04% -3.90%
8/1/2012 670 680 0.014925373134 0.00% -3.80%
7/2/2012 580 670 0.155172413793 -1.43% -3.23%
6/1/2012 660 580 -0.12121212121 6.06% -3.17%
5/1/2012 760 660 -0.13157894737 -2.94% -2.94%
4/2/2012 710 750 0.056338028169 1.49% -2.67%
3/1/2012 660 710 0.075757575758 15.52% -2.56%
2/1/2012 600 660 0.1 -12.12% -1.43%
1/2/2012 620 600 -0.03225806452 -13.16% 0.00%
12/1/2011 650 620 -0.04615384615 5.63% 0.00%
11/1/2011 690 650 -0.05797101449 7.58% 1.18%
10/3/2011 660 690 0.045454545455 10.00% 1.49%
9/5/2011 710 660 -0.07042253521 -3.23% 2.94%
8/1/2011 770 710 -0.07792207792 -4.62% 4.55%
7/1/2011 720 780 0.083333333333 -5.80% 5.63%
6/1/2011 750 730 -0.02666666667 4.55% 6.06%
5/2/2011 790 760 -0.03797468354 -7.04% 6.67%
4/1/2011 800 800 0 -7.79% 6.98%
3/1/2011 750 800 0.066666666667 8.33% 7.58%
2/1/2011 730 660 -0.09589041096 -2.67% 8.33%
1/3/2011 790 710 -0.10126582278 -3.80% 10.00%
0.00% 13.04%
6.67% 15.52%
-9.59% 78.31%
-10.13% 86.67%
More
Frequency Cumulative %
1 2.78%
1 5.56%
1 8.33%
1 11.11%
1 13.89%
1 16.67%
1 19.44%
1 22.22%
1 25.00%
1 27.78%
1 30.56%
1 33.33%
1 36.11%
1 38.89%
1 41.67%
1 44.44%
1 47.22%
1 50.00%
1 52.78%
2 58.33%
0 58.33%
1 61.11%
1 63.89%
1 66.67%
1 69.44%
1 72.22%
1 75.00%
1 77.78%
1 80.56%
1 83.33%
1 86.11%
1 88.89%
1 91.67%
1 94.44%
1 97.22%
1 100.00%
0 100.00%
Date Open Close Return
12/2/2013 200 193 -0.035 Max 44.88%
11/1/2013 245 205 -0.16326530612 Min -20.57%
10/1/2013 250 245 -0.02 Count 36
9/2/2013 250 250 0 Bin KIJA Bin
8/1/2013 290 250 -0.13793103448 -3.50% -20.57%
7/1/2013 350 290 -0.17142857143 -16.33% -17.14%
6/3/2013 385 355 -0.07792207792 -2.00% -16.33%
5/1/2013 340 410 0.205882352941 0.00% -13.79%
4/1/2013 300 300 0 -13.79% -11.86%
3/1/2013 275 300 0.090909090909 -17.14% -8.89%
2/1/2013 230 260 0.130434782609 -7.79% -8.63%
1/1/2013 200 235 0.175 20.59% -7.79%
12/3/2012 198 200 0.010101010101 0.00% -7.50%
11/1/2012 205 199 -0.02926829268 9.09% -5.64%
10/1/2012 215 205 -0.04651162791 13.04% -4.65%
9/3/2012 189 215 0.137566137566 17.50% -4.62%
8/1/2012 191 184 -0.03664921466 1.01% -4.10%
7/2/2012 188 183 -0.02659574468 -2.93% -3.66%
6/1/2012 200 185 -0.075 -4.65% -3.50%
5/1/2012 225 205 -0.08888888889 13.76% -2.93%
4/2/2012 215 230 0.06976744186 -3.66% -2.66%
3/1/2012 183 195 0.065573770492 -2.66% -2.00%
2/1/2012 186 184 -0.01075268817 -7.50% -1.08%
1/2/2012 195 184 -0.05641025641 -8.89% -0.79%
12/1/2011 170 190 0.117647058824 6.98% 0.00%
11/1/2011 151 170 0.12582781457 6.56% 0.00%
10/3/2011 126 160 0.269841269841 -1.08% 1.01%
9/5/2011 175 139 -0.20571428571 -5.64% 6.56%
8/1/2011 197 180 -0.08629441624 11.76% 6.98%
7/1/2011 127 184 0.448818897638 12.58% 8.33%
6/1/2011 127 126 -0.00787401575 26.98% 9.09%
5/2/2011 130 124 -0.04615384615 -20.57% 11.76%
4/1/2011 120 130 0.083333333333 -8.63% 12.58%
3/1/2011 122 117 -0.04098360656 44.88% 13.04%
2/1/2011 104 122 0.173076923077 -0.79% 13.76%
1/3/2011 118 104 -0.1186440678 -4.62% 17.31%
8.33% 17.50%
-4.10% 20.59%
17.31% 26.98%
-11.86% 44.88%
More
Frequency Cumulative %
1 2.78%
1 5.56%
1 8.33%
1 11.11%
1 13.89%
1 16.67%
1 19.44%
1 22.22%
1 25.00%
1 27.78%
1 30.56%
1 33.33%
1 36.11%
1 38.89%
1 41.67%
1 44.44%
1 47.22%
1 50.00%
1 52.78%
1 55.56%
2 61.11%
0 61.11%
1 63.89%
1 66.67%
1 69.44%
1 72.22%
1 75.00%
1 77.78%
1 80.56%
1 83.33%
1 86.11%
1 88.89%
1 91.67%
1 94.44%
1 97.22%
1 100.00%
0 100.00%
Date Open Close Return
12/2/2013 900 780 -0.13333333333 Max 27.17%
11/1/2013 1050 900 -0.14285714286 Min -50.86%
10/1/2013 920 1050 0.141304347826 Count 36
9/2/2013 800 930 0.1625 Bin SMRA Bin
8/1/2013 1010 780 -0.22772277228 -13.33% -50.86%
7/1/2013 1280 1000 -0.21875 -14.29% -22.77%
6/3/2013 2625 1290 -0.50857142857 14.13% -21.88%
5/1/2013 2725 2800 0.02752293578 16.25% -19.44%
4/1/2013 2425 2600 0.072164948454 -22.77% -19.35%
3/1/2013 2375 2475 0.042105263158 -21.88% -18.86%
2/1/2013 1890 2325 0.230158730159 -50.86% -14.29%
1/1/2013 1880 1890 0.005319148936 2.75% -13.33%
12/3/2012 1960 1880 -0.04081632653 7.22% -9.82%
11/1/2012 1770 1920 0.084745762712 4.21% -9.52%
10/1/2012 1690 1750 0.03550295858 23.02% -9.40%
9/3/2012 1540 1680 0.090909090909 0.53% -4.72%
8/1/2012 1630 1470 -0.0981595092 -4.08% -4.08%
7/2/2012 1580 1620 0.025316455696 8.47% -3.23%
6/1/2012 1440 1620 0.125 3.55% -0.87%
5/1/2012 1750 1420 -0.18857142857 9.09% 0.53%
4/2/2012 1700 1730 0.017647058824 -9.82% 1.76%
3/1/2012 1320 1570 0.189393939394 2.53% 2.53%
2/1/2012 1200 1290 0.075 12.50% 2.75%
1/2/2012 1240 1200 -0.03225806452 -18.86% 3.55%
12/1/2011 1060 1240 0.169811320755 1.76% 4.21%
11/1/2011 1170 1060 -0.09401709402 18.94% 7.22%
10/3/2011 920 1170 0.271739130435 7.50% 7.50%
9/5/2011 1240 1000 -0.1935483871 -3.23% 8.47%
8/1/2011 1270 1210 -0.04724409449 16.98% 9.09%
7/1/2011 1150 1280 0.113043478261 -9.40% 11.30%
6/1/2011 1150 1140 -0.00869565217 27.17% 12.50%
5/2/2011 1260 1140 -0.09523809524 -19.35% 12.50%
4/1/2011 1120 1260 0.125 -4.72% 14.13%
3/1/2011 1000 1160 0.16 11.30% 14.94%
2/1/2011 870 1000 0.149425287356 -0.87% 16.00%
1/3/2011 1080 870 -0.19444444444 -9.52% 16.25%
12.50% 16.98%
16.00% 18.94%
14.94% 23.02%
-19.44% 27.17%
More
Frequency Cumulative %
1 2.78%
1 5.56%
1 8.33%
1 11.11%
1 13.89%
1 16.67%
1 19.44%
1 22.22%
1 25.00%
1 27.78%
1 30.56%
1 33.33%
1 36.11%
1 38.89%
1 41.67%
1 44.44%
1 47.22%
1 50.00%
1 52.78%
1 55.56%
1 58.33%
1 61.11%
1 63.89%
1 66.67%
1 69.44%
1 72.22%
2 77.78%
0 77.78%
1 80.56%
1 83.33%
1 86.11%
1 88.89%
1 91.67%
1 94.44%
1 97.22%
1 100.00%
0 100.00%
Tanggal ADHI CTRA JIHD KIJA
12/2/2013 -0.06211180124 0.013513513514 -0.273224043715847 -0.035
11/1/2013 -0.17525773196 -0.29126213592 -0.031746031746032 -0.16326530612
10/1/2013 -0.025 0.061855670103 0.0697674418604651 -0.02
9/2/2013 0.0125 0.180722891566 0.0117647058823529 0
8/1/2013 -0.36129032258 -0.30172413793 -0.15 -0.13793103448
7/1/2013 -0.06818181818 -0.11538461538 -0.039024390243902 -0.17142857143
6/3/2013 -0.13636363636 -0.08163265306 -0.207547169811321 -0.07792207792
5/1/2013 0.27868852459 0.09219858156 0.0294117647058824 0.205882352941
4/1/2013 -0.00833333333 0.232142857143 0.783088235294118 0
3/1/2013 0.180952380952 -0.00917431193 0.866666666666667 0.090909090909
2/1/2013 0.240963855422 0.261363636364 -0.025641025641026 0.130434782609
1/1/2013 0.129943502825 0.164556962025 0.130434782608696 0.175
12/3/2012 -0.02209944751 0.012820512821 0 0.010101010101
11/1/2012 0.359712230216 0.130434782609 -0.014285714285714 -0.02926829268
10/1/2012 0.342857142857 -0.02857142857 0.0606060606060606 -0.04651162791
9/3/2012 0.142857142857 0.126984126984 -0.029411764705882 0.137566137566
8/1/2012 0.011235955056 0.033333333333 0.0149253731343284 -0.03664921466
7/2/2012 -0.10784313725 -0.01515151515 0.155172413793103 -0.02659574468
6/1/2012 0.053191489362 -0.07142857143 -0.121212121212121 -0.075
5/1/2012 -0.0202020202 -0.10256410256 -0.131578947368421 -0.08888888889
4/2/2012 0.253164556962 0.041095890411 0.0563380281690141 0.06976744186
3/1/2012 0.12676056338 0.074626865672 0.0757575757575758 0.065573770492
2/1/2012 0.028985507246 0.103448275862 0.1 -0.01075268817
1/2/2012 0.189655172414 0.055555555556 -0.032258064516129 -0.05641025641
12/1/2011 0.260869565217 0.102040816327 -0.046153846153846 0.117647058824
11/1/2011 -0.09803921569 0.020833333333 -0.057971014492754 0.12582781457
10/3/2011 0.104166666667 0.05376344086 0.0454545454545455 0.269841269841
9/5/2011 -0.12068965517 -0.03773584906 -0.070422535211268 -0.20571428571
8/1/2011 -0.17142857143 -0.16666666667 -0.077922077922078 -0.08629441624
7/1/2011 -0.13414634146 0.294117647059 0.0833333333333333 0.448818897638
6/1/2011 0.038961038961 0.02380952381 -0.026666666666667 -0.00787401575
5/2/2011 -0.03703703704 0.064102564103 -0.037974683544304 -0.04615384615
4/1/2011 -0.02380952381 0.068493150685 0 0.083333333333
3/1/2011 0.012048192771 0.193548387097 0.0666666666666667 -0.04098360656
2/1/2011 0.050632911392 -0.01587301587 -0.095890410958904 0.173076923077
1/3/2011 -0.14130434783 -0.12857142857 -0.10126582278481 -0.1186440678

Keterangan ADHI CTRA JIHD KIJA

Expected Return 3.07% 2.89% 2.72% 1.73%
Variance Return 2.62% 1.79% 4.68% 1.80%
Standar Deviasi 16.19% 13.37% 21.62% 13.40%
VaR (95%) -26.71% -22.06% -35.68% -22.12%
VaR (99%) -36.10% -29.81% -48.22% -29.89%
Saham ADHI CTRA JIHD KIJA
ADHI 0.025473365607 0.010627957897 0.0076865310730646 0.007523217033
CTRA 0.010627957897 0.017376172564 0.0092300546461345 0.011093369676
JIHD 0.007686531073 0.009230054646 0.0454607407689089 0.006011309364
KIJA 0.007523217033 0.011093369676 0.0060113093640935 0.017469986234
SMRA 0.013595889906 0.013156283365 0.0105001057182991 0.012191618003

Return Investasi 31964130.28196 Return Investasi 31964130.28196

Resiko Investasi 286086796.6475 Resiko Investasi 386650640.3176
Nominal Individual -399096675.347 Nominal Individual -539385203.651
685183471.9948 926035843.9688
-171.68% -171.68%
399096675.3473 539385203.6512
113009878.6998 152734563.3336
28.31641696875 28.31641696875
SMRA Ket ADHI CTRA JIHD
-0.13333333333 Max 35.97% 29.41% 86.67%
-0.14285714286 Min -36.13% -30.17% -27.32%
0.141304347826 Count 36 36 36
0.1625
-0.22772277228
-0.21875
-0.50857142857
0.02752293578
0.072164948454
0.042105263158
0.230158730159
0.005319148936
-0.04081632653
0.084745762712
0.03550295858
0.090909090909
-0.0981595092
0.025316455696
0.125
-0.18857142857
0.017647058824
0.189393939394
0.075
-0.03225806452
0.169811320755
-0.09401709402
0.271739130435
-0.1935483871
-0.04724409449
0.113043478261
-0.00869565217
-0.09523809524
0.125
0.16
0.149425287356
-0.19444444444

Saham ADHI CTRA JIHD

SMRA ADHI 0.025473365607 0.010627957897 0.007687
0.25% CTRA 0.010627957897 0.017376172564 0.00923
2.57% JIHD 0.007686531073 0.009230054646 0.045461
16.04% KIJA 0.007523217033 0.011093369676 0.006011
-26.47% SMRA 0.013595889906 0.013156283365 0.0105
-35.77%
SMRA Fund VaR (95%) Individual VaR VaR (99%) Individual VaR
0.013595889906 300000000 -26.71% -80124547.8137 -36.10% -108289540.379
0.013156283365 300000000 -22.06% -66175843.7955 -29.81% -89437655.5539
0.010500105718 300000000 -35.68% -107038664.343 -48.22% -144664376.657
0.012191618003 300000000 -22.12% -66354244.4691 -29.89% -89678766.7673
0.025016875629 300000000 -26.47% -79403374.9265 -35.77% -107314864.295
KIJA SMRA
44.88% 27.17%
-20.57% -50.86%
36 36

KIJA SMRA
0.007523 0.013596
0.011093 0.013156
0.006011 0.0105
0.01747 0.012192
0.012192 0.025017