Yudawanto, Alvis (2017) Analisis Kinerja Reksa Dana Pendapatan Tetap Dengan Metode Sharpe,Treynor Dan Jensen (Studi Pada Reksa Dana Pendapatan Tetap Yang Terdaftar Di Bapepam Tahun 2011-2015). Sarjana thesis, Universitas Brawijaya.
Abstract
Pasar modal di Indonesia mengalami perkembangan dari tahun ke tahun. Peranan pasar modal adalah sebagai tempat atau wadah dana yang diperoleh dari para pemodal. Dalam berinvestasi dibidang saham memerlukan dana yang tidak cukup sedikit, alternatif yang ada adalah reksa dana karena memiliki keunggulan untuk pemodal yang ingin berinvestasi tapi terbatas ,tidak mempunyai efesiensi waktu dalam memantau kinerja investasi dan kemampuan menghitung risiko atas investasi yang mereka pilih. Pengukuran kinerja reksa dana terhadap risiko dan return pada penelitian ini menggunakan metode Shape, Treynor dan Jensen. Tujuan penelitian ini adalah memberikan kesimpulan performa kinerja reksa dana pendapatan tetap berdasarkan metode Sharpe, metode Treynor dan metode Jensen. Jenis penelitian yang dilakukan adalah deskriptif dengan pendekatan kuantitatif. Hasil penelitian ini adalah bahwa reksa dana pendapatan tetap menurut metode Sharpe, metode Treynor dan metode Jensen,yang layak dijadikan pilihan invetasi. selama periode pengamatan 2011 sampai 2015 Nilai kinerja reksa dana pendapatan tetap yang positif untuk metode Sharpe 2011 sebanyak 49 reksa dana, metode Treynor sebanyak 40 reksa dana, dan metode Jensen reksa dana 52 reksa dana. Pada reksa dana metode Sharpe 2012 sebanyak 48 reksa dana, metode Treynor sebanyak 46 reksa dana, dan metode Jensen 31 reksa dana. untuk metode Sharpe 2013 sebanyak 3 reksa dana, metode Treynor sebanyak 50 reksa dana, dan metode Jensen reksa dana 3 reksa dana. Pada metode Sharpe 2014 sebanyak 38 reksa dana, metode Treynor sebanyak 13 reksa dana, dan metode Jensen reksa dana 41 reksa dana, Sedangkan metode Sharpe 2015 sebanyak 11 reksa dana, metode Treynor sebanyak 3 reksa dana, dan metode Jensen reksa dana 31 reksa dana. Selama periode pengamatan 2011 sampai 2015 Nilai kinerja reksa dana pendapatan tetap tidak terdapat reksa dana yang konsisten menghasilkan berkinerja positif, namun terdapat 1 reksa dana yang memiliki kinerja terbaik yaitu reksa dana pendapatan tetap selama 3 tahun yaitu reksa dana Danamas Pasti yang layak dijadikan pilihan berinvestasi di tahun 2015.
English Abstract
Indonesian capital market has evolved over the years. The role of the capital market is a place or container funds raised from investors. In investing in stocks requires quite a bit of funds, alternatives there is a mutual fund because it has advantages for investors who want beriinvestasi but limited, do not have time efficiency in monitoring the performance of investments and ability to calculate the investment risk of their choosing. Measurement of fund performance for risk and return in this study using the method of Shape, Treynor and Jensen. The purpose of this study is to provide a conclusion the performance of fixed income fund performance by Sharpe, Treynor and Jensens method method. Type of research is descriptive with quantitative approach. The results of this study is that the fixed income funds, according to Sharpe, Treynor and Jensens method method, which is worthy of investing their choice. During the observation period 2011 to 2015 Performance values fixed income mutual funds were positive for Sharpe in 2011 as much as 49 mutual funds, Treynor method as many as 40 mutual funds and 52 mutual funds Jensen method mutual funds. In mutual funds Sharpe 2012 as many as 48 mutual funds, Treynor method as many as 46 mutual funds and 31 mutual funds Jensen method. for Sharpe in 2013 as many as three mutual funds, Treynor method as many as 50 mutual funds, and mutual funds Jensen method three mutual funds. In the method of Sharpe in 2014 as many as 38 mutual funds, Treynor method as many as 13 mutual funds and 41 mutual funds Jensen method mutual funds. While the method of Sharpe in 2015 as many as 11 mutual funds, Treynor method as much as three mutual funds, mutual funds and methods Jensen 31 mutual funds. During the observation period 2011 to 2015 Performance values fixed income funds there are mutual funds that consistently produce positive performance, but there is one mutual fund that has the best performance, namely fixed income funds for three years mutual funds Danamas certainly live able choice to invest in 2015.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FIA/2017/182/051703767 |
| Commentary on: | Eprints 0 not found. |
| Subjects: | 600 Technology (Applied sciences) > 658 General management |
| Divisions: | Fakultas Ilmu Administrasi > Ilmu Administrasi Bisnis / Niaga |
| Depositing User: | Kustati |
| Date Deposited: | 31 May 2017 08:45 |
| Last Modified: | 19 Oct 2021 06:53 |
| URI: | http://repository.ub.ac.id/id/eprint/119470 |
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