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Journal : Media Ekonomi

ANALISIS KOMPARASI KINERJA REKSADANA PENDAPATAN TETAP BAGI HASIL (SYARIAH) DENGAN INDEKS LQ45 MENGGUNAKAN METODE SHARPE, JENSEN DAN TREYNOR Ayu Rahmawati; Wida Purwidianti
Media Ekonomi Media Ekonomi : Vol 15 No 1 Januari 2015
Publisher : Lembaga Publikasi Ilmiah dan Penerbitan (LPIP)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.30595/medek.v15i1.1285

Abstract

This research was aimed at knowing the mutual fund’ performance of fixed-incom profit sharing (syariah) and comparing it to LQ45 indeks through sharpe, Jensen and Tteynor method in 2012. The proposed hypothesis was that there was a significant defference between the mutual funds’ performance of fixed-incom profit sharing (syariah) and comparing it to LQ45 indeks through sharpe, Jensen and Treynor method. The method of this reaserch was descriptive qualitative even though the data obtained was quantitatuf data. The population of this research was the fixed-income mutual funds which actively operated in Indonesia reffering to BAPEPAM during 2012. Thesample was taken through purposive sampling. There were 7 mutual funds which were analyzed. The data which were used in this research was the data of monthly NAB. Therefore the data wara totally 84 items. The data analysis was through paired sample-test. The result of this research was that the mutual funds’ performance of fixed-income profit sharing (syariah) with the method of sharpe was better than the performance of LQ45 with the average score 1224.83 while the LQ45 index score was -0.003608758. however, the statistical test did not show thesignificant difference. By using treynor method, both the mutual funds’ performance of fixed-income profit sharing (syariah) and LQ45 index were similarly positive, but the t-test computation did not show the significant difference. In addition, by using Jensen method, there was no significant difference between the mutual funds’ performance of fixed-income profit sharing (syariah) and LQ45 index after the t-test computation. Keywords: the mutual funds’ performance of fixed-income profit sharing (syariah), sharpe, Jensen and treynor method.
Co-Authors Abdul Azis Ade Rizki Nurmayadi Afifah Avilani Agus Supriatman Alpin Maulana Amiruddin Yahya Apriyana Triwulan Arvyndho Derra Aulia Fitri, Windy Binti Nuriyatul Muthi’ah Cepi Rahmat Hidayat Chandra Rizky Noviandi Dede Syahrul Anwar Devi Sri Agustin Dewi Nurhaliza Diana Santi Edi Suhardiana Efilia Meirita Elysa Eka Endang Lestari Ermira Nilansari Putri Esa Mahesa Evi Dewi Sri Mulyani Fauziah Tazkia Nur Fitratul Wahyuni Fitri Pujiyanti Fitria, Sarah Galih Pambayun Gya Tri Lestari Hari, Dewi Gulyla I Made Suartika Ida Bagus Gede Manuaba Indah, Indah Kurniawati Jannah, Nurul Kamiel Roesman Bachtiar Lusi Indriani Maulida Nur Maya Rida Us Alifah Mestika, Diani Miftakhul Huda Muhammad Arif Muhammad Nur Zakia Mutiara Harkit Kamilatul Pu’adah N. Nurjanah Nabila Destiana Naufal Anasyi Nawwar Irfan Nevi Susianty Nggulam Zakia Nilama Wadnaty nisa, Annisa Nurul Maharani Nitya Nurul Fadilah Nofriyaldi, Ali Nola Fitri Noveri Rahmawati Novita Sari Novtafia Endri Nurbaiti Nurhasanah Nurjannah Nursyafni Nurul Fahida Oktavianus Sarno Prasiska Kholidya Prembayun Miji Lestari Rahmat Permana Reja Firman Saputra Rizky Nurul Melyani Rizky Subagya Rizva Alvina Rudi Hartono Shakynna Suandha Shinta Siti Sundari Siti Nabilah Hasna Sri Purnama Sari Srie Rezeki Nur Endah Sukarni Sunanih Teguh Ikhlas Ramadhan Teuku Mufizar Tsalitsatul Maulidah Ulfa Lailatul Vincent O. Imieje Wida Purwidianti Widhi Wicaksono Widya Nurul Aini Wilda Prasetya Winarti Wulandari, Tri Ayu YANTO Yulika Wati Zahra Aulia Nugraha