Analisis Perbandingan Kinerja Reksa Dana Saham Syariah Dan Reksa Dana Saham Konvensional
| Main Author: | Kusuma, Aditya Angga |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | ind |
| Terbitan: |
, 2010
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| Subjects: | |
| Online Access: |
http://repository.ibs.ac.id/1623/1/Aditya%20Angga%20K.%20%28200412022%29.pdf http://repository.ibs.ac.id/1623/ http://lib.ibs.ac.id/index.php?p=show_detail&id=472&keywords=Aditya+Angga+Kusuma |
Daftar Isi:
- Theobjectiveofthisresearchistoevaluateperformancebetweenshariastock mutualfundconventionalstockmutualfundduringAugust2007untilOctober 2008.Besidethat,thisresearchwillevaluatethedifferencebetweenreturnand riskofshariamutualfundandconventionalmutualfund.Mutualfund performancecanbemeasuredbyusingSharpeIndex,TreynorIndex,andJensen Index.ThestatisticmethodusedtotestnormalityofdataisKolmogorovSmirnov test.Forevalutethedifferencebetweenriskandreturnofshariamutualfundand conventionalmutualfundusingindependentsamplet-test.Toevaluate performanceofshariamutualfundandconventionalmutualfundusing descriptivemethod.Finally,theresultsshowthattherearenodifferencebetween returnandriskofshariamutualfundandconventionalmutualfund.Byusing threemethodsofmutualfundperformance,shariamutualfundperformancehave beenabletooutperformtheconventionalmutualfundonSeptember2007, December2007,May2008,andJune2008.Theconventionalmutualfundhave beenabletooutperformetheshariamutualfundon August2007, November2007, January2008, July2008, August2008,September2008, andOctober2008. Keywords:shariahmutualfunds,conventionalmutualfunds,SharpeIndex, TreynorIndex, andJensenIndex