JDEP (Jurnal Dinamika Ekonomi Pembangunan)
Vol 3 No 1 (2020): JDEP (Jurnal Dinamika Ekonomi Pembangunan)

Analisis Komparatif Kinerja Reksadana Saham & Reksadana Indeks Berdasarkan Metode Sharpe, Treynor dan Jensen

Maria Lorencia (UPN Veteran Jawa Timur)
M Taufiq (UPN Veteran Jawa Timur)



Article Info

Publish Date
29 Jan 2020

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.

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Journal Info

Abbrev

jdep

Publisher

Subject

Economics, Econometrics & Finance

Description

JDEP (Jurnal Dinamika Ekonomi Pembangunan) has been published since 2018 by the Department of Economics, Faculty of Economics and Business, National Veterans Development University, East Java. This journal is published twice a year in January and July. JDEP focuses on issues related to empirical ...