ANALISIS KOMPARATIF KINERJA REKSADANA SAHAM DAN REKSADANA INDEKS BERDASARKAN METODE SHARPE, TREYNOR, DAN JENSEN

Jurnal Dinamika Ekonomi Pembangunan

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Title ANALISIS KOMPARATIF KINERJA REKSADANA SAHAM DAN REKSADANA INDEKS BERDASARKAN METODE SHARPE, TREYNOR, DAN JENSEN
 
Creator Lorencia, Maria
Taufiq, M
 
Description Mutual fund get investors attention cause the risk rate are smaller than the other investment instrument, its because mutual fund are managed by a reliable party on investment called professional management. Different types of mutual funds offer different ranks of risk and return. This study use secondary data and independent sample t-test analysis technique with computer assist program SPSS 13 to compare performance between equity fund that use active management strategies and mutual fund index that use passive management strategies. 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.
 
Publisher universitas pembangunan nasional veteran jawa timur
 
Date 2020-01-29
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
 
Format application/pdf
 
Identifier http://jdep.upnjatim.ac.id/index.php/jdep/article/view/100
10.33005/jdep.v3i1.100
 
Source Jurnal Dinamika Ekonomi Pembangunan; Vol 3 No 1 (2020): JDEP - Jurnal Dinamika Ekonomi Pembangunan; 257 - 267
2614-2546
10.33005/jdep.v3i1
 
Language eng
 
Relation http://jdep.upnjatim.ac.id/index.php/jdep/article/view/100/58
 
Rights Copyright (c) 2020 Maria Lorencia, M Taufiq
http://creativecommons.org/licenses/by/4.0
 

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