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All Journal Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan
Audita, Atika Yasyfa
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Economics, Econometrics & Finance

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The effect of expense ratio, fund size and fund age on performance of ETF mutual funds with interest rate as a moderating variable Audita, Atika Yasyfa; Iskandar, Rusdiah; Azis, Musdalifah
Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan Vol. 6 No. 1 (2023): Fair Value: Jurnal Ilmiah Akuntansi dan Keuangan
Publisher : Departement Of Accounting, Indonesian Cooperative Institute, Indonesia

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Abstract

The focus of this study is to exploraton the impact of expense ratio, fund size, and fund age on ETF mutual fund performance with interest rates as a moderating. The population is ETF Mutual Funds registered with the Financial Services Authority (OJK) using a purposive sampling technique in taking a sample of 20 Mutual Funds with an observation period of 4 years. The review technique used in this  evidence is the moderated regression analysis (MRA) with the STATA 17 program to tabulate the data. These findings indicate that the expense ratio has a positive and insignificant effect on the sharpe ratio; fund size has a negative and significant effect on the sharpe ratio; fund age has a positive and significant effect on the sharpe ratio; then, the interest rate is not a moderating variable that influences the expense ratio positively and is not significant to the sharpe ratio; interest rate is not a moderating variable that affects fund size negatively and significantly to the sharpe ratio; while the interest rate is a moderating variable that influences fund age positively and significantly to the sharpe ratio.
Co-Authors Musdalifah Azis Rusdiah Iskandar