Sofi, Nabillatus (2015) Analisis perbandingan evaluasi portofolio reksadana terproteksi (konvensional dan syariah) menggunakan metode Sharpe, Treynor, Jensen periode 2012-2014. Undergraduate thesis, Universitas Islam Negeri Maulana Malik Ibrahim.
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Abstract
INDONESIA:
Reksa dana merupakan salah satu bentuk investasi yang sedang berkembang saat ini. Pada perkembangannya mulai muncul reksa dana yang menerapkan prinsip syariah dalam kebijakan investasinya. Evaluasi terhadap kinerja reksa dana merupakan salah satu hal penting yang harus diperhatikan dalam memilih jenis reksa dana yang menjadi tujuan investasi. Penelitian ini bertujuan untuk melihat membandingkan kinerja antara reksa dana terproteksi konvensional dan terproteksi syariah dengan menggunakan metode sharpe index, treynor index, dan jensen index.
Populasi dalam penelitian ini adalah reksa dana yang dikelola oleh Manajer Investasi yang mengelola keduasub kategori, reksa dana terproteksi konvensional dan reksa dana terproteksi syariah. Metode analisis yang digunakan adalah uji beda rata-rata dengan menggunakan Independent Sample T-test. Jenis penelitian ini adalah penelitian komparatif.
Dari hasil analisis tersebut memperoleh hasil bahwa hasil penelitian terhadap reksa dana terproteksi konvensional dan syariah menunjukkan bahwa reksa dana konvensional memiliki return yang lebih besar dibandingkan reksa dana terproteksi syariah. Pengujian dengan independent sample t-test pada reksa dana terproteksi konvensional dan syariah menunjukkan bahwa secara keseluruhan kinerja kedua reksa dana tidak signifikan diukur dengan sharpeindex, treynor index, dan jensen index. Sehingga tidak ada perbedaan kinerja antara reksa dana terproteksi konvensional dan terproteksi syariah.
ENGLISH:
Mutual-funds is a form of investment that is being developed at this time. It appears in its development that applies syariah principles in their investment policy. Evaluation toward the performance of it is one of the important things that must be considered in choosing the type of Mutual-funds that is in doing investment destination. This study aimed to look and compare performance between Mutual-funds of conventional protected and syariah protected with using Sharpe index methods, Treynor index, and the jensen index.
The population in this study was Mutual-funds that was managed by the Investment Manager also managed both sub categories, Mutual-funds of conventional protected and syariah protected. The analysis method used was the average difference test using independent sample T-test. This research was a comparative study.
Results of the analysis obtained results that research results on Mutualfunds of conventional protected and syariah protected indicated that conventional Mutual-funds have a larger return than Syariah Mutual-funds protected. Testing by independent sample t-test on a conventional Mutual-funds and sharia indicated that the overall performance of the both Mutual-funds was insignificant measured by sharpeindex, Treynor index, and the jensen index. So there was no performance difference between Mutual-funds of conventional protected and syariah protected.
Item Type: | Thesis (Undergraduate) | ||||||
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Supervisor: | Lestari, Yona Octiani | ||||||
Contributors: |
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Keywords: | Reksadana, Sharpe index, Treynor index, Dan Jensen index ;Mutual-funds, Sharpe index, Treynor index, and Jensen index | ||||||
Subjects: | 15 COMMERCE, MANAGEMENT, TOURISM AND SERVICES > 1502 Banking, Finance and Investment > 150205 Investment and Risk Management | ||||||
Departement: | Fakultas Ekonomi > Jurusan Manajemen | ||||||
Location: | 150205 | ||||||
Depositing User: | Heni Kurnia Ningsih | ||||||
Date Deposited: | 07 Sep 2015 15:45 | ||||||
Last Modified: | 07 Sep 2015 15:45 | ||||||
URI: | http://etheses.uin-malang.ac.id/id/eprint/1599 |
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