JURNAL ILMIAH MANAJEMEN BISNIS DAN TERAPAN
Vol 15, No 2 (2018)

ANALISIS PERBANDINGAN KINERJA REKSA DANA SAHAM KONVENSIONAL PENDEKATAN METODE SHARPE DAN TREYNOR MEASUREMENT

Zastya Esfarenza (Jurusan Manajemen Fakultas Ekonomi Universitas Sriwijaya)
Sulastri Sulastri (Jurusan Manajemen Fakultas Ekonomi Universitas Sriwijaya)
Husni Thamrin (Jurusan Manajemen Fakultas Ekonomi Universitas Sriwijaya)



Article Info

Publish Date
11 Dec 2018

Abstract

             The aim of the study is to know the difference between the measurement of the performance of Conventional equity funds using Sharpe and Treynor Methods. The population of the study was a conventional equity funds listed in the Financial Services Authority for the year 2013-2016. The number of samples in this study were 32 conventional stock mutual funds by using purposive sampling. This study also used data Composite Stock Price Index (CSPI), the net asset value of connventional equity funds and the interest rate of Bank Indonesia Certificates (SBI) were taken on a monthly basis. This analysis technique using the Mann-Whitney test. The results showed a conventional equity fund performance as measured by the method Sharpe dan Treynor method showed better results than the market performance (JCI) and there is a difference between performance measurement using a conventional equity fund Sharpe and Treynor.  

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Journal Info

Abbrev

jembatan

Publisher

Subject

Economics, Econometrics & Finance

Description

Jurnal Ilmiah Manajemen Bisnis dan Terapan (Jembatan) adalah jurnal yang dipublikasi secara berkala oleh Fakultas Ekonomi Jurusan Manajemen Universitas Sriwijaya. Jurnal ini memuat 3 (tiga) kajian khusus bidang manajemen yaitu manajemen keuangan, manajemen pemasaran dan manajemen sumber daya ...