Ghoziyah Inas Mumtazah, . (2022) ANALISIS KINERJA REKSA DANA SAHAM DENGAN METODE SHARPE, TREYNOR, DAN JENSEN SELAMA MASA PANDEMI. Skripsi thesis, Universitas Pembangunan Nasional Veteran Jakarta.
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Abstract
Mutual funds are alternative funding instruments for investors who have limited capital and time to manage and measure the rate of return and risk on their investments. Performance measurement needs to be carried out by capital owners in selecting mutual funds, so that the investment they choose is prospective. This study aims to determine the performance of conventional equity mutual funds using the Sharpe, Treynor, and Jensen methods. Furthermore, it is compared with the performance of the benchmark. The research method uses descriptive techniques with a quantitative approach. Purposive sampling technique was used in selecting the sample based on the specified criteria, with the final sample being 78 equity funds. Performance measurement with the method of Sharpe, Treynor, and Jensen. Meanwhile, to test the hypothesis with the Kruskal Wallis difference test. The results of the study show that 48 mutual funds have positive performance using the Sharpe and Treynor method, 17 mutual funds have positive results using the Jensen method, and there are still many conventional stock mutual funds that have not been able to outperform the benchmark performance. In addition, the conclusion of this study is that there is no difference in performance results with each method used, namely Sharpe, Treynor, and Jensen.
| Item Type: | Thesis (Skripsi) |
|---|---|
| Additional Information: | [No.Panggil: 1810111176] [Pembimbing: Yul Tito Permadhy] [Penguji 1: Siwi Nugraheni] [Penguji 2: Ardhiani Fadila] |
| Uncontrolled Keywords: | Mutual Fund Performance, Sharpe, Treynor, Jensen Method, Market Performance |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Fakultas Ekonomi dan Bisnis > Program Studi Manajemen (S1) |
| Depositing User: | Ghoziyah Inas Mumtazah |
| Date Deposited: | 02 Mar 2022 02:17 |
| Last Modified: | 02 Mar 2022 02:17 |
| URI: | http://repository.upnvj.ac.id/id/eprint/16669 |
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