Pengukuran Reksadana Menggunakan Sharpe dan Treynor Model Jenis Pasar Uang, Pendapatan Tetap dan Saham (Hutagalung David Ferdinan, Eko A. Widyanto dan Burhanuddin Burhanuddin)

May 12, 2022
Filed under: Data Portal Mahasiswa S1 

Data Portal Mahasiswa S1

Submitted by: david, hutagalung
On: May 12, 2022 @ 10:53 AM
IP: 36.85.4.47

  • 1. Title [Judul]: Pengukuran Reksadana Menggunakan Sharpe dan Treynor Model Jenis Pasar Uang, Pendapatan Tetap dan Saham
  • 2. Creator [Pengarang/ penulis]: Hutagalung David Ferdinan, Eko A. Widyanto dan Burhanuddin Burhanuddin
  • 3. Subject [Subjek dan kata kunci]: mutual fund, sharpe method, treynor method
  • 4. Description [Abstrak] : The Purpose of this research determine the results of measuring the performance of each type of mutual funds, namely the type of Money Market, Fixed Income and stocks in 2016 – 2020, if using the Sharpe method and the Treynor method and finding the type of Mutual fund with the best performance from these measurements. Sampling technique in this study using purposive sampling technique, totaling 30 samples of mutual funds. The analytical tool used in performance measurement is Microsoft Excel. The result of this performance measurement is the performance measurement of money market mutual funds, resulting in the Sucorinvest Money Market fund with the best performance based on Sharpe and Treynor methods. Fixed income mutual funds with Danamas Stabil that have the best performance based on Sharpe measurements and from stock funds, there are 2 Mutual funds, namely Sucorinvest Equity Fund and Sucorinvest Maxi Fund. The results of these measurements are Danamas Stabil from fixed income mutual funds are able to have the best performance of the 3 types of mutual funds based on Sharpe measurement, while based on the Treynor method, produce money market funds that have the best performance.
  • 5. Publisher [Nama Lembaga Kontributor]: Program Studi Ilmu Administrasi Bisnis
  • 6. Contributor [Pembimbing, promotor, ilustrator, produser, dll.] : Eko A. Widyanto, SE., M.SA., Burhanuddin SE., M. Sc
  • 7. Date [Tanggal / tahun penciptaan atau penerbitan]: 21 April 2022
  • 8. Type: Artikel
  • 10. Right [Contoh: CCL, MIT, Open Document, dll.]: Artikel Ejournal

Loading

Print Friendly, PDF & Email