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Zhorifah, Bazfa Azzah
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Decision Sciences, Operations Research & Management Social Sciences

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Journal : Asian Management and Business Review

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Mutual performance assessment model: Comparative analysis Zhorifah, Bazfa Azzah; Harjito, Dwipraptono Agus
Asian Management and Business Review Volume 1 Issue 1, 2021
Publisher : Master of Management, Department of Management, Faculty of Business and Economics Universitas Islam Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (266.25 KB) | DOI: 10.20885/AMBR.vol1.iss1.art3

Abstract

This study aims to determine the comparison of mutual funds performance between stock mutual funds, fixed income mutual funds and mixed mutual funds in 2015-2017 using the Jensen, Sharpe, Treynor and Black models. Using purposive sampling method, this study used a sample of 30 mutual funds consisting of 10 equity funds, 10 fixed income mutual funds, and 10 mixed mutual funds during 2015-2017. The data analysis used to test the hypothesis was the One Way ANOVA test and the Kruskal-Wallis test. The results showed that there was no difference in performance between stock mutual funds, fixed income mutual funds, and mixed mutual funds in 2015-2017 which were analyzed using the Jensen, Sharpe, and Treynor models, there was a difference in performance between stock mutual funds, fixed income mutual funds, and mixed mutual funds in 2015. -2017 were analyzed using the Treynor and Black models.
Co-Authors DWIPRAPTONO AGUS HARJITO, DWIPRAPTONO AGUS