Proceeding International Conference on Information Technology and Business
2016: INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND BUSINESS (ICITB) 2

RISK AND TURNOVER FROM INVESTING IN EQUITY MUTUAL FUND PERFORMANCE

Abshor Marantika (Department of Economic1 , IBI Darmajaya, Lampung)
Nurfiana Nurfiana (Unknown)



Article Info

Publish Date
27 Oct 2016

Abstract

Measurement of equity funds committed so far, that was done several previous studies have only done manually, so the process is more vulnerable to errors, the result is a slower, less accurate, less rapidly. The findings of this study with previous differentiate is in the measurement of equity funds used all approaches methods Sharpe, Mayer, Treynor and Jensens  models, and information sharpe ratio, also financial information system applications as media performance measurement system in mutual fund shares. Knowing how to interpret this information correctly will make it easier for investor to make responsible and informed investment recommendations to their investors.Based on the calculation results in mutual and stock, mix and fixed income using the Sharpe model of it, it can be concluded that the fund Batavia Shares Fund Optimal who had the best performance, this is caused because reksdana Batavia equity fund Optimal has a return value of the highest in comparison with other funds. Based on the calculation results in mutual and stock, mix and fixed income using methods Sharpe, Mayer, Treynor and Jensens  models then, it can be concluded that the fund Shares Fund Optimal who had the best performance, this is caused because reksdana Batavia equity fund Optimal has a return value of the highest in comparison with other funds Key Words : Risk, Turnoverr, Mutual Fund Performance

Copyrights © 2016






Journal Info

Abbrev

icitb

Publisher

Subject

Computer Science & IT Economics, Econometrics & Finance

Description

Proceeding International Conference on Information Technology and Business is a series of one-year international conferences organized by the Informatics and Business Institute Darmajaya, with local and international partners. The conference will provide a unique opportunity for the productive ...