Date BBCA SMGR JSMR PGAS BKSL RETU

9/1/2019 30350 10950 5700 2060 115 BBCA

8/1/2019 30500 11550 5600 2100 121 -0.00492
7/1/2019 30950 13250 6000 1920 149 -0.01454
6/1/2019 29975 12875 5725 2050 128 0.03253
5/1/2019 29100 11366.91113 5652.390137 2110 123 0.03007
4/1/2019 28489.56445 11342.36035 6049.049316 2007.5896 115 0.02143
3/1/2019 27300.43555 13257.30371 5925.093262 2260.974609 106 0.04356
2/1/2019 27325.20898 13625.5625 5181.35791 2299.957031 126 -0.00091
1/1/2019 27919.77344 12422.58496 4878.905273 2475.377441 123 -0.02130
12/1/2018 25680.4082 12447.13574 4244.250977 2504.614258 109 0.08720
11/1/2018 25729.79297 11293.25879 4095.503906 2066.062988 113 -0.00192
10/1/2018 23359.29492 11808.82129 4115.336914 1905.260986 95 0.10148
9/1/2018 23853.14844 8838.203125 4432.664063 2163.518799 111 -0.02070
8/1/2018 24495.16016 9746.573242 4492.162598 2192.755615 123 -0.02621
7/1/2018 22988.9043 9280.113281 4650.826172 2085.554199 126 0.06552
6/1/2018 21211.0293 7463.371094 4145.086426 1656.748657 110 0.08382
5/1/2018 22420.9707 6996.910645 4412.831055 1944.243286 141 -0.05396
4/1/2018 21663.33789 8124.146484 4276.62793 1984.2948 187 0.03497
3/1/2018 22839.62891 9333.09668 4482.141113 1902.814087 188 -0.05150
2/1/2018 22717.0957 10010.10938 5235.689453 2204.772217 206 0.00539
1/1/2018 22275.98633 10759.6582 5578.210938 2559.452881 147 0.01980
12/1/2017 21467.29102 10783.83789 6263.254395 2501.936768 130 0.03767
11/1/2017 19872.99414 9574.887695 6238.788574 1677.543945 156 0.08022
10/1/2017 20410.10156 9091.307617 6361.117676 1629.614014 143 -0.02632
9/1/2017 19824.16797 10542.04688 5480.347168 1763.817505 149 0.02956
8/1/2017 18505.81055 9792.498047 5700.540039 1509.789551 150 0.07124
7/1/2017 18261.66992 10131.00488 5725.005859 2032.224487 92 0.01337
6/1/2017 17724.5625 9623.245117 5235.689453 2156.842285 74 0.03030
5/1/2017 16748.00195 9671.603516 5137.825684 2156.842285 75 0.05831
4/1/2017 17204.05469 9139.665039 4540.858887 2230.322266 88 -0.02651
3/1/2017 16040.96777 8251.53418 4445.517578 2258.200928 96 0.07251
2/1/2017 14974.80078 8415.162109 4599.475098 2351.131348 97 0.07120
1/1/2017 14829.41406 8999.548828 4060.624512 2629.921387 90 0.00980
12/1/2016 14949.72266 8438.537109 4156.847656 2676.386719 92 -0.00805
11/1/2016 13792.32422 8578.789063 3993.267822 2639.214355 95 0.08392
10/1/2016 14973.83496 8298.28418 4348.73584 2462.647217 91 -0.07891
9/1/2016 15142.62207 9209.926758 4415.928711 2379.010254 93 -0.01115
8/1/2016 14515.69727 9443.681641 4665.522461 2667.09375 97 0.04319
7/1/2016 13936.99902 9256.677734 5111.921875 2806.488525 93 0.04152
6/1/2016 12851.9375 8765.792969 5063.916016 3057.399902 88 0.08443
5/1/2016 12538.47754 8742.416992 5183.915527 2174.563965 85 0.02500
4/1/2016 12586.70117 8130.065918 5190.61084 2304.66626 79 -0.00383
3/1/2016 12827.82715 8943.072266 5142.983887 2434.768311 70 -0.01880
2/1/2016 12996.61328 9191.490234 5047.75 2430.121582 57 -0.01299
1/1/2016 12634.92481 9259.242188 5476.32373 2448.707764 56 0.02863
 RETURN
SMGR JSMR PGAS BKSL
-0.05195 0.01786 -0.01905 -0.04959
-0.12830 -0.06667 0.09375 -0.18792
0.02913 0.04803 -0.06341 0.16406
0.13267 0.01285 -0.02844 0.04065
0.00216 -0.06557 0.05101 0.06957
-0.14444 0.02092 -0.11207 0.08491
-0.02703 0.14354 -0.01695 -0.15873
0.09684 0.06199 -0.07087 0.02439
-0.00197 0.14953 -0.01167 0.12844
0.10217 0.03632 0.21226 -0.03540
-0.04366 -0.00482 0.08440 0.18947
0.33611 -0.07159 -0.11937 -0.14414
-0.09320 -0.01324 -0.01333 -0.09756
0.05026 -0.03412 0.05140 -0.02381
0.24342 0.12201 0.25882 0.14545
0.06667 -0.06067 -0.14787 -0.21986
-0.13875 0.03185 -0.02018 -0.24599
-0.12953 -0.04585 0.04282 -0.00532
-0.06763 -0.14393 -0.13696 -0.08738
-0.06966 -0.06140 -0.13858 0.40136
-0.00224 -0.10938 0.02299 0.13077
0.12626 0.00392 0.49143 -0.16667
0.05319 -0.01923 0.02941 0.09091
-0.13761 0.16071 -0.07609 -0.04027
0.07654 -0.03863 0.16825 -0.00667
-0.03341 -0.00427 -0.25708 0.63043
0.05276 0.09346 -0.05778 0.24324
-0.00500 0.01905 0.00000 -0.01333
0.05820 0.13147 -0.03295 -0.14773
0.10763 0.02145 -0.01235 -0.08333
-0.01944 -0.03347 -0.03953 -0.01031
-0.06494 0.13270 -0.10601 0.07778
0.06648 -0.02315 -0.01736 -0.02174
-0.01635 0.04096 0.01408 -0.03158
0.03380 -0.08174 0.07170 0.04396
-0.09898 -0.01522 0.03516 -0.02151
-0.02475 -0.05350 -0.10801 -0.04124
0.02020 -0.08733 -0.04967 0.04301
0.05600 0.00948 -0.08207 0.05682
0.00267 -0.02315 0.40598 0.03529
0.07532 -0.00129 -0.05645 0.07595
-0.09091 0.00926 -0.05344 0.12857
20% 20% 20% 20% 20%
BBCA SMGR JSMR PGAS BKSL
-0.00098 -0.01039 0.00357 -0.00381 -0.00992
-0.00291 -0.02566 -0.01333 0.01875 -0.03758
0.00651 0.00583 0.00961 -0.01268 0.03281
0.00601 0.02653 0.00257 -0.00569 0.00813
0.00429 0.00043 -0.01311 0.01020 0.01391
0.00871 -0.02889 0.00418 -0.02241 0.01698
-0.00018 -0.00541 0.02871 -0.00339 -0.03175
-0.00426 0.01937 0.01240 -0.01417 0.00488
0.01744 -0.00039 0.02991 -0.00233 0.02569
-0.00038 0.02043 0.00726 0.04245 -0.00708
0.02030 -0.00873 -0.00096 0.01688 0.03789
-0.00414 0.06722 -0.01432 -0.02387 -0.02883
-0.00524 -0.01864 -0.00265 -0.00267 -0.01951
0.01310 0.01005 -0.00682 0.01028 -0.00476
0.01676 0.04868 0.02440 0.05176 0.02909
-0.01079 0.01333 -0.01213 -0.02957 -0.04397
0.00699 -0.02775 0.00637 -0.00404 -0.04920
-0.01030 -0.02591 -0.00917 0.00856 -0.00106
0.00108 -0.01353 -0.02879 -0.02739 -0.01748
0.00396 -0.01393 -0.01228 -0.02772 0.08027
0.00753 -0.00045 -0.02188 0.00460 0.02615
0.01604 0.02525 0.00078 0.09829 -0.03333
-0.00526 0.01064 -0.00385 0.00588 0.01818
0.00591 -0.02752 0.03214 -0.01522 -0.00805
0.01425 0.01531 -0.00773 0.03365 -0.00133
0.00267 -0.00668 -0.00085 -0.05142 0.12609
0.00606 0.01055 0.01869 -0.01156 0.04865
0.01166 -0.00100 0.00381 0.00000 -0.00267
-0.00530 0.01164 0.02629 -0.00659 -0.02955
0.01450 0.02153 0.00429 -0.00247 -0.01667
0.01424 -0.00389 -0.00669 -0.00791 -0.00206
0.00196 -0.01299 0.02654 -0.02120 0.01556
-0.00161 0.01330 -0.00463 -0.00347 -0.00435
0.01678 -0.00327 0.00819 0.00282 -0.00632
-0.01578 0.00676 -0.01635 0.01434 0.00879
-0.00223 -0.01980 -0.00304 0.00703 -0.00430
0.00864 -0.00495 -0.01070 -0.02160 -0.00825
0.00830 0.00404 -0.01747 -0.00993 0.00860
0.01689 0.01120 0.00190 -0.01641 0.01136
0.00500 0.00053 -0.00463 0.08120 0.00706
-0.00077 0.01506 -0.00026 -0.01129 0.01519
-0.00376 -0.01818 0.00185 -0.01069 0.02571
-0.02703 0.01887 0.00191 0.22807 -0.00260 -0.00541 0.00377 0.00038 0.04561
-0.00732 -0.07826 -0.00759 0.01786 0.00573 -0.00146 -0.01565 -0.00152 0.00357
 100%
Portfolio Return
-0.02153 BBCA 2.10%
-0.06074 SMGR 0.83%
0.04207 JSMR 0.34%
0.03756 PGAS 0.41%
0.01572 BKLS 2.75%
-0.02143
-0.01201 Risk
0.01821 BBCA 0.86%
0.07031 SMGR 1.96%
0.06269 JSMR 1.44%
0.06537 PGAS 2.71%
-0.00394 BKLS 3.18%
-0.04871
0.02185 Expected Return 1.29%
0.17071 Risk 4.99%
-0.08314
-0.06762 BBCA SMGR JSMR PGAS BKSL
-0.03788 BBCA 1
-0.08610 SMGR 0.1 1
0.03030 JSMR 0.2 0.0 1
0.01596 PGAS 0.2 0.2 0.0 1
0.10703 BKSL 0.1 -0.1 0.0 -0.2 1
0.02559
-0.01274
0.05415
0.06981
0.07240
0.01180
-0.00350
0.02118
-0.00631
0.00987
-0.00076
0.01821
-0.00224
-0.02234
-0.03686
-0.00645
0.02493
0.08916
0.01794
-0.00506
 0.04177
-0.00934