ANALISIS PERBANDINGAN KINERJA REKSA DANA SIMAS SAHAM UNGGULAN DAN PINNACLE STRATEGIC EQUITY FUND DENGAN METODE SHARPE, TREYNOR DAN JENSEN (PERIODE JANUARI 2016 - DESEMBER 2018)
| Main Authors: | Krisnayanti Prameisela, Dwi Prasetyo A |
|---|---|
| Format: | Article info application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
Politeknik Bisnis dan Pasar Modal
, 2019
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| Subjects: | |
| Online Access: |
http://jurnal.bcm.ac.id/index.php/jma/article/view/22 http://jurnal.bcm.ac.id/index.php/jma/article/view/22/20 |
Daftar Isi:
- ABSTRACT : This study aims to analyze the performance of a stock mutual fund portfolio that considers returns and risks or risk adjusted returns. The Risk Adjusted Return method used for measurement is Sharpe, Treynor, Jensen.The research methodology used is the descriptive quantitative method. This research uses Panel data (cross section and time series) during the period January 2016 - December 2018. This data was obtained from secondary source, namely data that has been published by Bibit platform. The sampling technique uses a purposive sampling method. This study is on Simas Saham Unggulan mutual fund and Pinnacle Strategic Equity Fund. The analysis techniques used are Sharpe, Treynor, and Jensen.The results of this study indicate that the performance of leading shares of Simas mutual funds and Pinaccle Strategic Equity funds was positive. Both of these mutual funds performed beyond the IHSG benchkmark, except in 2017 using the Jensen method where the two mutual funds listed the Jensen index below the IHSG.