Evaluasi kinerja reksa dana saham konvensional dan syariah dengan metode erov, sortino, sharpe, Treynor, Jensen, dan Modigliani di Indonesia
| Main Author: | Eka Januar Prasetia |
|---|---|
| Other Authors: | titi dewi warninda |
| Format: | bachelorThesis |
| Bahasa: | ind |
| Terbitan: |
UIN Syarif Hidayatullah Jakarta: Fakultas Ekonomi dan Bisnis
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| Subjects: | |
| Online Access: |
http://repository.uinjkt.ac.id/dspace/handle/123456789/40166 |
Daftar Isi:
- The aim of this research is to evaluate the performance of Conventional Equity Funds and Shari’a Equity Funds listed in OJK Indonesia with EROV, Sortino, Sharpe, Treynor, Jensen, and Modigliani Ratios. This study used Equity Funds that were active from 2014 until 2017. The data used in this research were collected from 30 Conventional Equity Funds and 10 Shari’a Equity Funds. The sampling technique used in this research is purposive sampling method. The test used in this research is Kruskal-Wallis test. The results of this research showed that performance of Conventional Equity Funds with 6 ratios, EROV, Sortino, Sharpe, Treynor, Jensen, and Modigliani have a significant impact at significant level 5%. This test indicated that the performance of these ratios were different. Whereas for Shari’a Equity Funds with 6 ratios, EROV, Sortino, Sharpe, Treynor, Jensen, and Modigliani have no a significant impact at significant level 5%. This test indicated that the performance of these ratios were not different. And the test of the second hypotesis on Conventional Equity Funds and Shari’a Equity Funds indicated that they have a significant impact at significant level 5% and have a better performance than market performance. Overall, Sortino is the highest ratio performance in this research.