Analisis Perbandingan Kinerja Reksa Dana Syariah Dengan Reksa Dana Konvensionaal

Djannah, Raudhatul (2012) Analisis Perbandingan Kinerja Reksa Dana Syariah Dengan Reksa Dana Konvensionaal. Other thesis, STIE Bank BPD Jateng.

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A.06.12 RAUDHATUL DJ_1A 081198 ANALISIS PERBANDINGAN KINERJA REKSA DANA SYARIAH DENGAN REKSA DANA KONVENSIONAL.pdf
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Abstract

This research aimed to determine the comparative perfomance of Islamic mutual funds and performance of conventional mutual funds are seen from the return and risks and know the comparative performance of Islamic mutual funds and conventional mutual funds are seen from the method of Sharpe Index, Treynor Index, Jensen Index, MM Index and TT Index. Population in this research is all mutual fund Islamic and conventional was active and registered in the BAPEPAM. In this research the sample used is a mixture of Islamic mutual funds and mixture of conventional mutual funds was active and registered in the BAPEPAM. The sampling techniques is by purposive sampling, the observation period is 3 (three) years in 2008-2010, so the total sample selected was 10 mutual fund companies that have a mix of Islamic mutual fund products and conventional mutual fund. Data analysis methods used are independent sample t-test. These result indicate that the performance of Islamic funds and conventional mutual fund performance seen from the return and the risk are not the same or different. While the result of hypothesis testing for the performance of Islamic funds and conventional mutual fund performance seen from the method of Sharpe Index, Treynor Index, Jensen Index, MM Index and TT Index is same or not different.

Item Type: Thesis (Other)
Uncontrolled Keywords: Reksa dana syariah, reksa dana konvensional, return, risiko, metode sharpe, metode treynor, metode jensen, metode mm, dan metode tt.
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HB Economic Theory
Divisions: Faculty of Law, Arts and Social Sciences > School of Art
Depositing User: Magang Magang Siswa
Date Deposited: 19 Feb 2024 05:58
Last Modified: 19 Feb 2024 05:58
URI: http://eprints.stiebankbpdjateng.ac.id/id/eprint/1585

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