KINERJA REKSADANA TERPROTEKSI SYARIAH DENGAN INDEKS SHARPE, TREYNOR, DAN JENSEN (PERIODE TAHUN 2013-2016)

https://doi.org/10.20473/vol5iss201811pp959-973

Authors

  • Anindita Maditiara
    anindita.maditiara-13@feb.unair.ac.id
    Fakultas Ekonomi dan Bisnis-Universitas Airlangga
  • Nafik hnafik Fakultas Ekonomi dan Bisnis-Universitas Airlangga
Vol. 5 No. 11 (2018): November-2018
Articles
June 19, 2019

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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.

 

 

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