ANALISIS PERBANDINGAN KINERJA REKSA DANA SAHAM MENGGUNAKAN METODE REWARD TO VARIABILITY (RVAR), REWARD TO VOLATILITY (RVOL), DAN REWARD TO DIVERSIFICATION (RDIV)
Mutual funds are investment product that has been known to the public since 1997 and recently popular as an alternative investment besides personal savings, time deposits, stocks and bonds. Mutual funds are solution for investors, who have funds but do not have enough time or knowledge on the capita...
محفوظ في:
| المؤلفون الرئيسيون: | , |
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| التنسيق: | Theses and Dissertations NonPeerReviewed |
| منشور في: |
[Yogyakarta] : Universitas Gadjah Mada
2012
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://repository.ugm.ac.id/99780/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=55939 |
| الوسوم: |
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| الملخص: | Mutual funds are investment product that has been known to the public
since 1997 and recently popular as an alternative investment besides personal
savings, time deposits, stocks and bonds. Mutual funds are solution for investors,
who have funds but do not have enough time or knowledge on the capital market.
Many types of mutual fund in Indonesia, investors should choose mutual fund
products which are compatible with their investment objectives. Investor should
calculate returned gained and the risks to be faced. The problem is the type
of indicators that the investor can use as a measure to choose the mutual fund.
This research is a case study that discuss about how to measure and evaluate the
performance of equity mutual fund with the period 2006-2010. To get the result
outperformed equity mutual fund this study using the method of measurement
reward to variability (RVAR), reward to volatility (RVOL), and reward to
diversification (RDIV). Researcher conducted a study of 10 equity mutual funds
which are active in Indonesia with the period of December 31, 2005 until
December 31, 2010. Researcher positioning all of the equity mutual funds in
accordance with its performance, and compares the performances of the market
(IHSG). Then, result of its performance ranked starting from the best until the
worst equity mutual fund. The results showed that 9 of 10 equity mutual funds
that have examined were outperformed. This research can be used as a reference
for investors who want to invest their funds in euity mutual fund, but investors
still need to routinely evaluate the portofolio since present performance does not
guarantee the future performance. |
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