Ramadhani, Aulya (2019) Perbandingan Kinerja Reksa Dana Saham Dan Reksa Dana Terproteksi Dengan Menggunakan Metode Sharpe (Studi Pada Reksa Dana Saham Dan Reksa Dana Terproteksi Yang Terdaftar Di Otoritas Jasa Keuangan Tahun 2015-2017). 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. Populasi dalam penelitian ini adalah seluruh Reksa Dana saham dan Reksa Dana terproteksi non-syariah yang sudah listing selama periode 2015 sampai dengan 2017. Pengambilan sampel dalam penelitian ini menggunakan metode purposive sampling sehingga diperoleh jumlah sampel sebanyak 112 Reksa Dana saham dan 161 Reksa Dana terproteksi. Perbandingan kinerja diukur dengan teknik analisis statistik uji Mann-Whitney. Hasil penelitian ini menunjukkan bahwa terdapat perbedaan yang signifikan antara kinerja Reksa dana saham dan Reksa Dana terproteksi dengan menggunakan metode sharpe. Implikasi dalam penelitian ini ditunjukkan kepada investor untuk memilih investasi Reksa Dana menggunakan metode sharpe dengan memperhitungkan risiko total. Manajer Investasi perlu mempertimbangkan alokasi dana 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 and the method being used to measure the performance of mutual fund is sharpe method. The population in this reasearch consisting of all equity fund and non-sharia protected fund companies that has been registered in 2015 until 2017. Moreover, the sample are obtained by using purposive sampling method, therefore the sample consisting of 112 equity funds and 161 protected funds. This research used statistical analysis technique Mann-Whitney test. The result of this research shows that there is a significant difference between the performance of equity fund and protected funds by using Sharpe method. The implication in this research is directed to the investor to choose mutual fund investment using Sharpe method by taking the total risk into account. In addition the investment manager should consider appropriate budget allocation on the performance equity fund and protected fund.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/250/051903645 |
| Uncontrolled Keywords: | Reksa Dana saham, Reksa Dana terproteksi, Metode sharpe /Equity Fund, Protected Fund, Sharpe Method |
| Subjects: | 600 Technology (Applied sciences) > 658 General management > 658.1 Organization and financial management > 658.15 Financial management > 658.153 Taxes, insurance, charitable donations |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Endang Susworini |
| Date Deposited: | 28 Jul 2020 07:54 |
| Last Modified: | 28 Jul 2020 07:54 |
| URI: | http://repository.ub.ac.id/id/eprint/170221 |
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