ANALISIS PERBANDINGAN KINERJA REKSA DANA SYARIAH DAN KINERJA REKSA DANA KONVENSIONAL YANG TERDAFTAR DI OTORITAS JASA KEUANGAN

ANGGRAEINI, RENI and Widiyanti, Marlina and Taufik, Taufik (2018) ANALISIS PERBANDINGAN KINERJA REKSA DANA SYARIAH DAN KINERJA REKSA DANA KONVENSIONAL YANG TERDAFTAR DI OTORITAS JASA KEUANGAN. Undergraduate thesis, Sriwijaya University.

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Abstract

This study aims to determine and analyze the performance of Islamic mutual funds and the performance of conventional mutual funds in the period January 2013-June 2017 using the methods Sharpe, Treynor and Jensen. The data used are secondary data with population 1,572. The sampling technique using purposive sampling samples used in this study are 32 mutual funds, 16 sharia mutual funds and 16 conventional mutual funds registered in the Financial Services Authority. Analytical methods used are Method Sharpe, Treynor and Jensen. Analyzer to prove hypothesis in this research is Mann Whitney Test and Independent Sample T-Test. The results show that by using Sharpe and Jensen method conventional mutual fund performance is better than the performance of Islamic mutual funds. While the Treynor method shows that the performance of Islamic mutual funds is better than conventional mutual fund performance. The implication of this research is the investment manager in order to improve the management of Islamic mutual fund performance and increase the mutual fund product so that it can have better performance. And for the next researcher should incorporate other factors and use other methods to be more accurate.

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: Sharia Fund Performance, Conventional Mutual Fund Performance, Sharpe, Treynor and Jensen Methods
Subjects: H Social Sciences > HG Finance > HG8011-9999 Insurance
Divisions: Faculty of Economics > 61201-Management (S1)
Depositing User: Mrs Dies Meirita Sari
Date Deposited: 02 Sep 2019 02:58
Last Modified: 02 Sep 2019 02:58
URI: http://repository.unsri.ac.id/id/eprint/5236

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