Jurnal Ekonomi Syariah Teori dan Terapan
Vol. 4 No. 5 (2017): Mei-2017

Perbandingan Kinerja Reksadana Syariah dan Pasar JII Menggunakan Metode Treynor (Studi Kasus Reksadana Saham Syariah, Reksadana Syariah Pendapatan Tetap dan Reksadana Syariah Pendapatan Campuran Periode 2011-2015)

Sarah Aulia Rahma (Airlangga University)
Ari Prasetyo (Airlangga University)

Article Info

Publish Date
15 Dec 2017

Abstract

This research aims to find out the comparison between the performance of Islamic mutual funds of stock, Islamic mutual funds of fixed income and combined Islamic mutual funds with the market (Jakarta Islamic Index) as benchmark by using Treynor method. The method of this measuring calculates upon the risk factors and the return rate of those three kinds of Islamic mutual fund and benchmark. This research uses 21 samples of Islamic mutual fund in Indonesia which consist of seven Islamic mutual funds of stock, seven Islamic mutual funds of fixed income and seven combined Islamic mutual. The approach used is a quantitative approach with the analysis technique of ANOVA. The result of this study shows that there is no difference between the performances of Islamic mutual funds of stock, Islamic mutual funds of fixed income, combined Islamic mutual funds and the market onperiod of January 2011 until December 2015.

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Journal Info
Jurnal Ekonomi Syariah Teori dan Terapan
Website

Abbrev

JESTT

Publisher

Universitas Airlangga

Subject

Economics, Econometrics & Finance

Description

Jurnal Ekonomi Syariah Teori dan Terapan (JESTT) accepts original manuscripts in the field of Islamics Economics, including research reports, case reports, application of theory, critical studies and literature ...