Kinerja Reksadana Terproteksi Syariah Dengan Indeks Sharpe, Treynor, Dan Jensen (Periode Tahun 2013-2016)
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...
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| Main Authors: | , |
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| Format: | Article PeerReviewed |
| Language: | Indonesian Indonesian |
| Published: |
Departemen Ekonomi Syariah FEB Universitas Airlangga
2018
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| Subjects: | |
| Online Access: | https://repository.unair.ac.id/113316/1/M%20Nafik%20Hadi%20R_Karil412_.pdf https://repository.unair.ac.id/113316/2/Moh%20Nafik%20HR_PeerReview412.pdf https://repository.unair.ac.id/113316/ https://e-journal.unair.ac.id/JESTT/article/view/13779 http://dx.doi.org/10.20473/vol5iss201811pp959-973 |
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| Institution: | Universitas Airlangga |
| Language: | Indonesian Indonesian |
| Summary: | 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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