Dewi, Betari Ayu Kumala Sari (2018) Analisis Perbandingan Kinerja Reksa Dana Saham Dan Reksa Dana Terproteksi Dengan Menggunakan Metode Sharpe Dan Metode Treynor. Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui perbandingan kinerja Reksa Dana saham dan Reksa Dana Terproteksi. Metode yang digunakan dalam pengukuran kinerja Reksa Dana adalah metode Sharpe dan metode Treynor. Populasi dalam penelitian ini adalah seluruh Reksa Dana saham dan Reksa Dana terproteksi non-syariah yang sudah listing selama periode 2013 sampai dengan 2016. Pengambilan sampel dalam penelitian ini menggunakan metode purposive sampling yang memperoleh sampel 70 Reksa Dana saham dan 33 Reksa Dana terproteksi dengan total sebanyak 103 Reksa Dana. Hasil Penelitian ini menunjukkan bahwa terdapat perbedaan yang siginifikan antara kinerja Reksa Dana saham dan Reksa Dana terproteksi dengan menggunakan metode Sharpe dan metode Treynor. Hal ini dapat dibuktikan melalui uji Mann-Whitney dengan memperoleh P value < 0.05. Implikasi dalam penelitian ini ditunjukkan kepada investor untuk memilih investasi Reksa Dana menggunakan metode Sharpe dengan memperhitungkan risiko total. Manajer Investasi perlu mempertimbangkan alokasi aset yang tepat terhadap kinerja Reksa Dana saham dan Reksa Dana terproteksi.
English Abstract
This research aims to determine the comparison of the performance of equity fund and protected fund. The methods used in measuring the performance of mutual fund are Sharpe and Treynor methods. The population in this research consists of all equity fund and protected fund for non syariah companies that have been listed during 2013 until 2016 years. Sampling in this research using purposive sampling method that obtained a sampel of 70 equity funds and 33 protected funds with a total of 103 mutual funds. The results of this research indicate that there is a significant difference between the performance of equity fund and protected funds by using Sharpe method and Treynor method. This is justified by Mann-Whitney test by obtaining P value < 0.05. The implication in this research is shown to the investor to choose mutual fund investment using Sharpe method by taking into account the total risk. The investment manager should consider appropriate asset allocation to the performance of equity fund and protected fund.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FE/2018/110/051803568 |
| Uncontrolled Keywords: | Reksa Dana saham, Reksa Dana terproteksi, Metode Sharpe, Metode Treynor |
| Subjects: | 300 Social sciences > 332 Financial economics > 332.6 Investment |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Yusuf Dwi N. |
| Date Deposited: | 17 May 2018 06:59 |
| Last Modified: | 02 Nov 2021 04:12 |
| URI: | http://repository.ub.ac.id/id/eprint/10649 |
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