Lorencia, Maria (2020) ANALISIS KOMPARATIF KINERJA REKSADANA SAHAM DAN REKSADANA INDEKS BERDASARKAN METODE SHARPE, TREYNOR, DAN JENSEN. Other thesis, UPN"VETERAN" JATIM.
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Abstract
Currently, investment in mutual fund instrument become the choice for people to allocate their funds to get profit. Mutual fund get investors attention cause the risk rate are smaller than the other instrument, its because mutual fund are managed by a reliable party called professional management. Different types of mutual funds offer different levels of risk and return. Based on this background, this research is used as one of the considerations for investors to choosing the type of mutual fund portfolio for invest their money. This study use secondary data and independent sample t-test analysis technique with computer assist program SPSS 13. Comparison test are used to compare performance between equity fund that use active management strategies and mutual fund index that use passive management strategies. This method is calculated based on sharpe, treynor, and jensen methods. Test result show that performance between equity fund and mutual fund index measured using sharpe, treynor and jensen methods are don’t have significant performance differences. So investors are free to invest their money on equity fund instrument or mutual fund index, cause its return and risk are similar. This also confirmed that mutual fund index are no less profitable compared to equity fund that are more widely known in Indonesia. Keywords: Equity Fund, Mutual Fund Index, Performance, Sharpe, Treynor, Jensen
| Item Type: | Thesis (Other) | ||||||||
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| Subjects: | H Social Sciences > HC Economics | ||||||||
| Divisions: | Faculty of Economic > Departement of Economics | ||||||||
| Depositing User: | Mujari Mujari | ||||||||
| Date Deposited: | 28 May 2021 01:51 | ||||||||
| Last Modified: | 28 May 2021 01:51 | ||||||||
| URI: | http://repository.upnjatim.ac.id/id/eprint/1579 |
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