Wiratama, Aditra (2019) Analisis Kinerja Reksa Dana Pendapatan Tetap Menggunakan Metode Sharpe Dan Treynor (Studi Pada Reksa Dana Pendapatan Tetap Yang Terdaftar Di Otoritas Jasa Keuangan Periode Tahun 2015 – 2017). Sarjana thesis, Universitas Brawijaya.
Abstract
Penelitian ini bertujuan untuk mengetahui hasil kinerja Reksa Dana pendapatan tetap dan membandingkan kinerja Reksa Dana pendapatan tetap dengan benchmark (IHSG) menggunakan metode Sharpe dan metode Treynor. Penelitian menggunakan pendekatan deskriptif kuantitatif. Populasi dalam penelitian ini adalah seluruh Reksa Dana pendapatan tetap konvensional yang aktif terdaftar di Otoritas Jasa Keuangan selama periode tahun 2015 – 2017. Pengambilan sampel dalam penelitian ini menggunakan metode purposive sampling sehingga diperoleh jumlah sampel sebanyak 110 Reksa Dana pendapatan tetap. Penelitian ini menggunakan data sekunder yang diperoleh dari laporan publikasi di Otoritas Jasa Keuangan, Bursa Efek Indonesia, Bank Indonesia, dan Data Kontan. Hasil penelitian ini menunjukkan bahwa selama periode pengamatan (2015 – 2017) tidak ada Reksa Dana pendapatan tetap yang konsisten berkinerja outperform dan berada di peringkat 10 besar setiap tahun, namun terdapat 1 Reksa Dana pendapatan tetap yang mampu memperoleh nilai positif dan berkinerja outperform terhadap kinerja benchmark (IHSG) selama periode pengamatan. Reksa Dana pendapatan tetap tersebut adalah Reksadana Net Dana Gemilang dari Manajer Investasi PT Net Assets Management. Implikasi dalam penelitian ini ditujukan kepada investor untuk memberikan alternatif investasi Reksa Dana pendapatan tetap menggunakan metode Sharpe dan Treynor. Selain itu, Manajer Investasi juga perlu mengevaluasi alokasi aset yang tepat dalam portofolio Reksa Dana pendapatan tetap.
English Abstract
This study aims to determine the performance of fixed income mutual funds and compare the performance of fixed income mutual funds with benchmarks (CSPI) using the Sharpe method and the Treynor method. The study used a quantitative descriptive approach. The population in this study were all conventional fixed income mutual funds that were actively registered with the Financial Services Authority during the period 2015 - 2017. Sampling in this study used a purposive sampling method to obtain a total sample of 110 fixed income mutual funds. This study uses secondary data obtained from published reports in the Financial Services Authority, Indonesia Stock Exchange, Bank Indonesia, and Cash Data. The results of this study indicate that during the observation period (2015 - 2017) there were no fixed income mutual funds that consistently performed outperform and were ranked in the top 10 every year, but there were 1 fixed income fund that was able to obtain positive values and performs outperforms on benchmark performance (CSPI) during the observation period. The fixed income mutual fund is Mutual Fund Net Dana Gemilang from Investment Manager of PT Net Assets Management. The implications in this study are aimed at investors to provide fixed income mutual fund investment alternatives using Sharpe and Treynor methods. In addition, the Investment Manager also needs to evaluate the right allocation of assets in the fixed income mutual fund portfolio.
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/71/051903508 |
| Uncontrolled Keywords: | Reksa Dana pendapatan tetap, Metode Sharpe, Metode Treynor / Fixed income mutual funds, Sharpe Method, Treynor Method |
| Subjects: | 600 Technology (Applied sciences) > 658 General management > 658.3 Personnel management (human resource management) > 658.306 Job analysis |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Endang Susworini |
| Date Deposited: | 20 Jul 2020 04:44 |
| Last Modified: | 20 Jul 2020 04:44 |
| URI: | http://repository.ub.ac.id/id/eprint/170238 |
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