Maria Lorencia
UPN Veteran Jawa Timur

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Analisis Komparatif Kinerja Reksadana Saham & Reksadana Indeks Berdasarkan Metode Sharpe, Treynor dan Jensen Maria Lorencia; M Taufiq
JDEP (Jurnal Dinamika Ekonomi Pembangunan) Vol 3 No 1 (2020): JDEP (Jurnal Dinamika Ekonomi Pembangunan)
Publisher : Prodi Ekonomi Pembangunan FEB Universitas Pembangunan Nasional "Veteran" Jawa Timur

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (285.849 KB) | DOI: 10.33005/jdep.v3i1.100

Abstract

Mutual fund get investors attention cause the risk rate are smaller than the other investment instrument, its because mutual fund are managed by a reliable party on investment called professional management. Different types of mutual funds offer different ranks of risk and return. This study use secondary data and independent sample t-test analysis technique with computer assist program SPSS 13 to compare performance between equity fund that use active management strategies and mutual fund index that use passive management strategies. Test result show that performance between equity fund and mutual fund index measured using sharpe, treynor and jensen methods are don’t have significant performance differences. So investors are free to invest their money on equity fund instrument or mutual fund index, cause its return and risk are similar.