Business Management Journal Program Studi Manajemen
Vol 7, No 1 (2011): Business Management Journal

ANALISA KINERJA REKSA DANA SAHAM BERBENTUK KIK BERDASARKAN RISK ADJUSTED PERFORMANCE METHOD PERIODE 1 JANUARI 2007 – 31 DESEMBER 2009

Angky Agani Purwanto (Unknown)
Arnold Japutra (Unknown)

Article Info

Publish Date
01 Aug 2017

Abstract

The background of this research is the growth of Indonesian people’s interest to put their money for investment in mutual fund. The purpose of this research is to evaluate the performance of the mutual fund which revolves in Indonesia with the risk adjusted return performance method. The subject of this research is the equity mutual fund in Indonesia which have been distributed and being actively sold since 1 January 2007 until 31 December 2009. The object of this research is the return of each mutual fund. The result of this research is Panin Dana Maksima, Pratama Saham, Schroder Dana Prestasi Plus, and Si Dana Saham has the best performance according the risk adjusted return performance method.  Key Words- Sharpe ratio, Treynor ratio, and Jensen’s Alpha.

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Journal Info
Business Management Journal Program Studi Manajemen
Website

Abbrev

business-management

Publisher

Universitas Bunda Mulia

Subject

Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Industrial & Manufacturing Engineering Social Sciences

Description

Business Management Journal (BMJ) is a scientific journal managed by the Bunda Mulia University Management Study Program. BMJ is published twice a year. BMJ publishes scientific articles resulting from empirical research in the field of management science. BMJ accepts scientific papers written by ...