ANALISIS KINERJA REKSA DANA SYARIAH SAHAM TAHUN 2009 - 2012
Syariah mutual fund is an investment product with restrictions on its investment portfolio. Syariah Fund is able to generate optimal returns with a screening process. This study provides an overview of the performance of Syariah Equity Fund, in particular the feasibility of rate of return and risk a...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
|
| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/125474/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65643 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universitas Gadjah Mada |
| Summary: | Syariah mutual fund is an investment product with restrictions on its
investment portfolio. Syariah Fund is able to generate optimal returns with a
screening process. This study provides an overview of the performance of Syariah
Equity Fund, in particular the feasibility of rate of return and risk as compared
with the single index market returns (JII).
Performance measurement of Syariah Equity Fund used measurement
methods with parameters that are commonly used, namely Sharpe, Treynor and
Jensen Measures, to investigate the performance of outperforming or
underperforming mutual fund. In addition Snail Trail was also used to see the
effort and ability of the Investment Manager portfolio consistently make low riskhigh
return.
Sharpe Index and Jensen Index in the period 2009-2012 shows 5 of 8
performance of Syariah Fund Shares that is above comparison. Treynor Index in
the period 2009-2012 shows the performance of 6 of 8 Syariah Equity Fund were
above the quote. By using Sharpe, Treynor and Jensen Measure, BNP Paribas
Pesona Amanah Mutual Fund is in the first rank the best performance. With Snail
Trail, Manulife Mutual Funds Sectoral Amanah Syariah ranks first for their efforts
consistently maintaining its investment portfolio is in quadrant 1 and 2. |
|---|