Bulan Return Portofolio benchmark RFR ER PORTOFOLIO ER BENCHMARK

1 2.61% 1.38% 4.50%

2 2.57% -0.70% 4.50%
3 -6.49% -2.42% 4.50%
4 -2.85% 3.85% 4.50%
5 3.31% 2.28% 4.50%
6 2.19% 5.46% 4.50%
7 7.40% -1.37% 4.50%
8 -5.31% 0.39% 4.50%
9 -0.56% -0.21% 4.50%
10 -0.58% -3.81% 4.50%
11 -3.94% 2.41% 4.50%
12 -7.01% 0.50% 4.50%
13 11.92% -0.97% 4.50%
14 -1.99% -2.52% 4.50%
15 -4.33% 0.96% 4.50%
16 0.70% -3.48% 4.50%
17 -4.22% 4.79% 4.50%
18 5.47% -5.71% 4.50%
19 -11.42% -8.20% 4.50%
20 -15.12% -16.76% 4.50%
21 -22.84% 3.91% 4.50%
22 3.69% 0.79% 4.50%
23 1.55% 3.19% 4.50%
24 4.30% 4.98% 4.50%
25 5.50% 1.73% 4.50%
RATA-RATA -1.42% -0.38% 4.50% #DIV/0! #DIV/0!
TOTAL

PORTOFOLIO A
ANUALISED RETURN
ANNUAL RISK FREE
BETA 0.39928
Teynor Ratio
Jensen
Standar Deviasi
Sharp Rasio
Bulan Return Portofolio benchmark RFR ER PORTOFOLIO ER BENCHMARK
1 -0.80% 1.38% 4.50%
2 -0.10% -0.70% 4.50%
3 -1.47% -2.42% 4.50%
4 4.17% 3.85% 4.50%
5 -0.12% 2.28% 4.50%
6 0.36% 5.46% 4.50%
7 1.83% -1.37% 4.50%
8 1.70% 0.39% 4.50%
9 -0.57% -0.21% 4.50%
10 -0.45% -3.81% 4.50%
11 4.20% 2.41% 4.50%
12 1.11% 0.50% 4.50%
13 0.50% -0.97% 4.50%
14 0.66% -2.52% 4.50%
15 1.65% 0.96% 4.50%
16 -0.20% -3.48% 4.50%
17 -0.14% 4.79% 4.50%
18 0.90% -5.71% 4.50%
19 -0.79% -8.20% 4.50%
20 0.67% -16.76% 4.50%
21 -6.70% 3.91% 4.50%
22 1.47% 0.79% 4.50%
23 2.48% 3.19% 4.50%
24 1.51% 4.98% 4.50%
25 2.59% 1.73% 4.50%
RATA-RATA
TOTAL

PORTOFOLIO B
ANUALISED RETURN
ANNUAL RISK FREE
BETA 0.03761
Teynor Ratio