Total Aset Wakaf

Rp 150.2 M

+12.5% YTD

Total Return (Annualized)

8.45%

Above Benchmark

Risk Score (WARS)

42/100

Moderate Risk

Dana Abadi (Cash)

Rp 12.5 M

Liquidity Buffer

Pertumbuhan Aset Wakaf (IDR)

Komposisi Aset

Recent Transactions

Date	Asset	Type	Amount	Status
Oct 24, 2023	Sukuk SR017	Bond	Rp 500.000.000	Active
Oct 22, 2023	Emas Pegadaian	Commodity	Rp 100.000.000	Active
Oct 20, 2023	Pembiayaan UMKM A	Financing	Rp 250.000.000	Repaying

Portfolio Holdings

Import Excel Tambah Aset

Nama Aset	Kategori	Nilai Pasar (IDR)	Return %	Risk Level	Shariah Status	Action

Wakaf Asset Risk Scoring (WARS)

Overall Risk Grade

B+

Portfolio kondisi stabil dengan risiko pasar yang terkendali.

Score: 45/100 (Lower is better)

Basel III Risk Weighted Assets (RWA) Simulation

Simulasi kecukupan modal berdasarkan risiko aset tertimbang.

Total RWA

Rp 85.000.000.000

Capital Buffer (12.5%)

Rp 10.625.000.000

Actual Capital

Rp 15.000.000.000

Capital Adequacy Ratio (CAR)

17.6%

RWA Composition

Capital Buffer Status

Expected Loss (EL) = PD × LGD × EAD

Probability of Default (PD) - %

Loss Given Default (LGD) - %

Exposure at Default (EAD) - IDR (Millions)

Estimated Expected Loss

Rp 56.25 Jt

Potensi kerugian rata-rata per tahun.

Portfolio Duration & Convexity

Asset	Cash Flow	Yield	Macaulay Duration	Modified Duration
Sukuk SR017	Fixed	6.5%	2.4 Years	2.25
Sukuk Project	Float	8.2%	4.1 Years	3.85
Deposito Syariah	Fixed	4.5%	0.2 Years	0.19

Sensitivity Analysis (+1% Interest Rate Change)

Herfindahl-Hirschman Index (HHI)

HHI = Σ(si²)

Indeks konsentrasi portofolio. Semakin rendah, semakin terdiversifikasi.

1,850

Moderately Concentrated

Range: 0-10,000. < 1500 (Diversified).

Concentration Analysis

Economic Stress Simulation

Scenario: Market Crash / Economic Downturn (%)

Normal (0%) -10% Portfolio Value Crisis (50%)

Asset Value Projection

Projected Portfolio Value

Rp 135.18 M

From: Rp 150.2 M

Worst Asset Hit

Saham Syariah (-22%)

Wakaf Fund Growth Simulation

FV = PV(1+r)^n

Principal Wakaf (PV)

Expected Return (r) % p.a

Duration (n) Years

Calculate

Future Value

Rp 2.158.925.000

Total Profit

Rp 1.158.925.000

AI Portfolio Recommendation

Portfolio Health Summary

Portofolio Anda saat ini menunjukkan kesehatan yang Baik dengan skor 82/100.

Strategic Actions

Rebalance建议

Kurangi porsi Properti sebesar 5% dan alihkan ke Sukuk Pemerintah untuk mengurangi risiko likuiditas.

Laporan Transparansi Wakaf

Unduh laporan lengkap analisis risiko dan kinerja investasi untuk disebarluaskan kepada Wakif.

Download Annual Report