Perwiratama, Aditya (2019) Analisis Kinerja Reksa Dana Syariah Dengan Metode Sharpe Dan Treynor ( Studi Pada Reksa Dana Syariah Yang Terdaftar Di Otoritas Jasa Keuangan Periode 2016 – 2018 ). Sarjana thesis, Universitas Brawijaya.
Abstract
Reksa Dana syariah memiliki karakteristik tertentu sebagai implikasi dari penerapan prinsip syariah. Keunggulan yang dimiliki antara lain, dikelola secara risk managable dan sesuai dengan kelompok masyarakat yang memperhatikan aspek kehalalan pada investasi. Kelemahan yang dimiliki yaitu kecenderungan memiliki tingkat pendapatan yang stabil serta memiliki aturan syariah yang ketat. Potensi industri keuangan diharapkan dapat terus berkembang seiring dengan mayoritas penduduk Indonesia beragama Islam. Penelitian ini bertujuan untuk mengetahui dan menganalisa kinerja Reksa Dana syariah. Metode yang digunakan dalam pengukuran kinerja Reksa Dana adalah metode sharpe dan metode treynor. Populasi dalam penelitian ini adalah seluruh Reksa Dana syariah yang sudah listing selama periode 2016 – 2018. Pengambilan sampel dalam penelitian ini menggunakan metode purposive sampling sehingga diperoleh jumlah sampel sebanyak 45 Reksa Dana syariah. Selama periode pengamatan (2016 – 2018) terdapat fluktuasi kinerja Reksa Dana, namun terdapat beberapa Reksa Dana syariah yang memiliki kinerja lebih baik diantara Reksa Dana lainnya karena mampu outperform dan bernilai positif. Implikasi dalam penelitian ini ditujukkan kepada investor untuk memilih investasi Reksa Dana menggunakan metode sharpe dan treynor. Manajer investasi perlu mempertimbangkan alokasi dana yang tepat terhadap kinerja Reksa Dana syariah
English Abstract
Islamic mutual funds have certain characteristics as an implication of the application of sharia principles. The advantages possessed, among others, are managed risk management and in accordance with community groups that pay attention to aspects of halal investment. The weakness is owned by the tendency to have a stable income level and have strict sharia rules. The potential of the financial industry is expected to continue to grow along with the majority of Indonesia's population are Muslim. This study aims to determine and analyze the performance of Islamic mutual funds. The method used in measuring the performance of mutual funds is the Sharpe method and the Treynor method. The population in this study are all Islamic mutual funds that have been listed during the period 2016 - 2018. Sampling in this study uses a purposive sampling method so that the number of samples obtained is 45 Islamic mutual funds. During the observation period (2016 - 2018) there were fluctuations in the performance of Mutual Funds, but there were several Islamic Mutual Funds that had better performance among other Mutual Funds because they were able to outperform and were positive. The implication in this study is pointed out to investors to choose Mutual Fund investments using Sharpe and Treynor methods. Investment managers need to consider the proper allocation of funds to the performance of Islamic mutual funds
Other obstract
-
| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | SKR/FEB/2019/428/051907978 |
| Uncontrolled Keywords: | Kinerja Reksa Dana, Reksa Dana syariah, Metode sharpe, Metode treynor, Islamic mutual funds, mutual fund performance, Sharpe method, Treynor method |
| Subjects: | 600 Technology (Applied sciences) > 658 General management > 658.3 Personnel management (human resource management) > 658.31 Elements of personnel management > 658.312 Conditions of employment, performance rating, utilization of personnel > 658.312 5 Performance rating (evaluation) |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Nur Cholis |
| Date Deposited: | 04 Nov 2020 12:55 |
| Last Modified: | 04 Nov 2020 12:56 |
| URI: | http://repository.ub.ac.id/id/eprint/174047 |
Actions (login required)
 |
View Item |