ANALISIS PENGUKURAN KINERJA REKSA DANA DENGAN METODE SHARPE DAN METODE TREYNOR (Studi Pada Reksa Dana Saham Periode Tahun 2011–2012)

BARUS, Gratia Atanka and MAHFUD, Mohammad Kholiq (2013) ANALISIS PENGUKURAN KINERJA REKSA DANA DENGAN METODE SHARPE DAN METODE TREYNOR (Studi Pada Reksa Dana Saham Periode Tahun 2011–2012). Undergraduate thesis, Fakultas Ekonomika dan Bisnis.

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Abstract

Mutual fund shares generally have better performance than the performance comparison (market return and risk-free interest rate). A mutual fund is said to have performed exceptionally well when able to provide a higher rate of return and may reduce the risk. This study aimed to determine whether the performance of equity funds have performed better than the market as a comparator (IHSG) by using Sharpe and Treynor and to to see if there are differences in the performance measurement results ranking equity funds between methods Sharpe and Treynor methods. There were 10 mutual funds which are used as a sample study. The sampling method used was purposive sampling. This study uses Sharpe and Treynor methods. The type of data used is secondary data is data that NAB is a sample of March 2011 to March 2012 in the form of daily data. Mutual fund shares are said to have good performance when the greater value of Sharpe and Treynor ratio, the better the performance of mutual fund shares. The results of the analysis using the Sharpe suggests that there are 5 (five) Mutual Funds that have a good performance and are 5 (five) Mutual Funds have performed below IHSG performance analysis using Treynor shows that there are 9 Mutual Funds that have performed well, which has a value of Treynor Treynor Ratio Ratio above the market value of the stock (IHSG) and the performance of the Mutual Fund Shares that have performed under the IHSG performance MNC Fund Equity Fund. At 10 Active Equity Fund that invests in a portfolio of shares, there are 5 (five) Equity Fund active rank is not changed either using the method of Sharpe and Treynor methods and 5 (five) Equity Fund whose ranking changed using either the method of Sharpe and Treynor methods

Item Type:Thesis (Undergraduate)
Additional Information:Mutual fund shares, IHSG, Methods Sharpe, Treynor and Methods
Uncontrolled Keywords:Mutual fund shares, IHSG, Methods Sharpe, Treynor and Methods
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Management
ID Code:38986
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:17 Apr 2013 11:06
Last Modified:17 Apr 2013 11:06

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