Kinerja Reksadana Terproteksi Syariah Dengan Indeks Sharpe, Treynor, Dan Jensen (Periode Tahun 2013-2016) Repository

Kinerja Reksadana Terproteksi Syariah Dengan Indeks Sharpe, Treynor, Dan Jensen (Periode Tahun 2013-2016)

ANINDITA MADITIARA, 041311433183 and Muhamad Nafik Hadi Ryandono, - (2018) Kinerja Reksadana Terproteksi Syariah Dengan Indeks Sharpe, Treynor, Dan Jensen (Periode Tahun 2013-2016). Jurnal Ekonomi Syariah Teori dan Terapan, 5 (11). pp. 955-969. ISSN 2407-1935, eISSN : 2502-1508

	Text (Artikel) M Nafik Hadi R_Karil412_.pdf Download (653kB)
	Text (Peer Review) Moh Nafik HR_PeerReview412.pdf Download (1MB)

Official URL: https://e-journal.unair.ac.id/JESTT/article/view/1...

Abstract

The objective of this research is to identify whether there is a difference of the performance of mutual fund shares among Sharpe, Treynor, and Jensen Index (Period 2013- 2016) by analyzing the performance of each sampling stock from Sharia-Protected Mutual Funds. The population of this research is all Sharia-Protected Mutual Funds registered at Bapepam-LK. The data used in this research are monthly Net Asset Value (NAV), Indonesian Sharia Stock index (ISSI), and Sukuk Ijarah. The approach that has been used in this research is quantitative with One-Way Anova analysis technique with three variables Sharpe Index (X1), Treynor Index (X2), Jensen Index (X3), as variables that measure the performance of ShariaProtected Mutual Fund.

Item Type:

Article

Uncontrolled Keywords:

Mutual funds Performance, Sharia Protected Mutual Funds, Sharpe, Treynor, Jensen

Subjects:

H Social Sciences
H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation
H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation > HG4530 Investment companies. Investment trusts. Mutual funds

Divisions:

04. Fakultas Ekonomi dan Bisnis > Ekonomi Syariah

Creators: