Analisi Perbandingan Kinerja Reksadana Saham Konvensional dan Reksadana Saham Syariah dengan Metode Sharpe, Treynor dan Jensen.

Riska, Della (2019) Analisi Perbandingan Kinerja Reksadana Saham Konvensional dan Reksadana Saham Syariah dengan Metode Sharpe, Treynor dan Jensen. Other thesis, Universitas Islam Riau.

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Abstract

This study aims to compare and analyze the performance of conventional stock mutual funds and Islamic stock mutual funds with Sharpe, Treynor and Jensen methods. This research is all stock mutual funds registered with the Financial Services Authority (OJK). The sample selection technique of this study used a purposive sampling method and obtained as many as 20 stock mutual funds as a research sample, consisting of 10 conventional stock mutual funds and 10 sharia stock mutual funds. The variables of this study are return on mutual funds, JCI return, return on JII, portfolio standard deviation, risk free and portofolio beta. The results of research conducted using the mann whitney u-test stated that there was no significant difference between the performance of conventional stock mutual funds and Islamic stock mutual funds using the Sharpe and Treynor methods, but there were significant differences between the performance of conventional stock mutual funds and sharia stock mutual funds using the Jensen method . While the average performance of conventional stock mutual funds is better than the performance of Islamic stock mutual funds using the three methods.

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