UI - Tesis (Membership) :: Kembali

UI - Tesis (Membership) :: Kembali

Perbedaan kinerja reksa dana konvensional dan syariah pendekatan indeks Sharpe, Treynor, Jensen, Appraisal Ratio M2 measure dan T2 measure (periode Januari 2012 sampai dengan April 2015) = Performance differences between conventional and islamic mutual funds with Sharpe, Treynor, Jensen index appraisal ratio M2 measure and T2 measure approach from January 2012 until April 2015 period / Khamim Hudori

Khamim Hudori; Nurul Huda, supervisor; Muhammad Luthfi Zuhdi, examiner; Irwan Abdalloh, examiner (, 2015)
 Abstrak
[ABSTRAK

Hal mendasar yang membedakan reksa dana syariah dengan reksa dana
konvensional terletak pada pengelolaan portofolio investasinya. Reksa dana syariah
melakukan screening process dan cleansing dari hal yang riba, dan hal lain yang
diharamkan oleh Islam. Model pengolahan data dalam penelitian ini dilakukan
dengan pendekatan indeks sharpe, treynor, jensen, appraisal ratio, m2 measure, dan
t2 measure lalu membuat pemeringkatan kinerja reksa dana tersebut. Proses
berikutnya membandingkan rata-rata kinerja reksa dana saham dan campuran
konvensional dengan syariah untuk periode Januari 2012 sampai dengan April 2015
kemudian dilakukan analisis. Penelitian ini menggunakan data bulanan NAB/UP
reksa dana, JII, IHSG, dan tingkat suku bunga SBI. Hasil penelitian menunjukkan
bahwa kinerja reksa dana konvensional dan syariah selama periode tahun 2012-
2015 tidak berbeda secara signifikan pada level α 5%.


ABSTRACT

The fundamental difference between Islamic and conventional mutual funds
is the managing of their investment portfolio. Islamic mutual funds conducts
screening process and cleansing from riba and any other elements that are forbidden
by Islam. The data processing model of this research is done with sharpe, treynor,
jensen index, appraisal ratio, m2 measure, and t2 measure approach, then the
performance of the mutual funds is ranked. Next, the average of equity and balanced
conventional mutual fund performance is compared and analyzed with Islamic
mutual fund from January 2012 until April 2015 period. This research uses monthly
data of NAB/UP mutual funds, JII, IHSG, and SBI interest rate. The result shows
that the performance of conventional mutual funds and Islamic in 2012-2015 period
are not significantly different at the α level of 5%., The fundamental difference between Islamic and conventional mutual funds
is the managing of their investment portfolio. Islamic mutual funds conducts
screening process and cleansing from riba and any other elements that are forbidden
by Islam. The data processing model of this research is done with sharpe, treynor,
jensen index, appraisal ratio, m2 measure, and t2 measure approach, then the
performance of the mutual funds is ranked. Next, the average of equity and balanced
conventional mutual fund performance is compared and analyzed with Islamic
mutual fund from January 2012 until April 2015 period. This research uses monthly
data of NAB/UP mutual funds, JII, IHSG, and SBI interest rate. The result shows
that the performance of conventional mutual funds and Islamic in 2012-2015 period
are not significantly different at the α level of 5%.]
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No. Panggil : T-Pdf
Pengarang :
Pengarang/kontributor lain :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2015
Program Studi :
Naskah Ringkas :
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Deskripsi Fisik : xvi, 170 pages : illustration ; 28 cm + appendix
Catatan Bibliografi : pages 127-131
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
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