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"Tesis ini mencoba menganalisis mengenai kinerja Reksa Dana Saham, Campuran dan Pendapatan Tetap yang dimiliki oleh Yayasan Kesehatan ABC. Penelitian ini menggunakan Sampel sebanyak 84 reksa dana yang terdiri dari 25 Reksa Dana Saham, 28 Reksa Dana Campuran dan 21 Reksa Dana Pendapatan Tetap yang aktif pada periode tahun 2008, 2009 dan 2010 dengan metode Sharpe`s Ratio, Treynor`s Ratio dan Jensen Alpha`s Ratio yang hasilnya dibandingkan dengan kinerja IHSG. Hasil penelitian ini membuktikan bahwa keempat jenis perhitungan yang digunakan sepakat menyatakan bahwa masih terdapat beberapa reksa dana lain di pasar yang tidak dipilih oleh Yayasan Kesehatan ABC yang ternyata memiliki kinerja yang lebih baik. Sehingga menghasilkan kesimpulan bahwa Yayasan ABC masih belum menginvestasikan dana pada reksa dana Saham dan Campuran pada reksa dana yang tepat serta belum secara maksimal menginvestasikan dananya pada intrumen reksa dana kategori Pendapatan Tetap.

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This Thesis attempts to analyzed the performance of Stock Mutual Funds, Hybrid Fund and Fixed Income Mutual Funds which is owned by the ABC Health Foundation. This research used a sample of 84 mutual funds which consist of 25 Stock Mutual Funds, 28 Hybrid Mutual Funds and 21 Fixed Income Funds that are active in the period of 2008, 2009 and 2010 with the method of Sharpe`s Ratio, Treynor`s Ratio and Jensen Alpha`s Ratio which then compred with the performance index. The results proved that all four measurement agrees about there are still some mutual fund which are not choosen by ABC Foundation who has a better performances. So that it comes up with the conclusion that the ABC Foundation has not invested their funds to the right Stock Mutual Fund and Hybrid Fund and also has not optimally invested their funds in fixed income funds instruments."

"Penelitian ini bertujuan untuk menganalisa kinerja reksa dana sebelum dan selama pandemi COVID-19 pada empat tipe reksa dana, yaitu reksa dana pasar uang, pendapatan tetap, campuran, dan saham. Penelitian dilakukan mulai dari Januari 2018 sampai dengan Desember 2021 terhadap 509 reksa dana yang terdiri dari 52 reksa dana pasar uang, 205 reksa dana pendapatan tetap, 85 reksa dana campuran, dan 167 reksa dana saham. Metode penelitian menggunakan Sharpe Ratio, Alpha Jensen, dan Fama-French Three Factor Model. Hasil penelitian menunjukkan bahwa reksa dana pasar uang memiliki kinerja yang melebihi reksa dana lainnya dengan menggunakan metode Sharpe Ratio dan Alpha Jensen sebelum dan selama COVID-19. Sementara hasil untuk metode Fama-French Three Factor Model menunjukkan bahwa reksa dana pasar uang melebihi kinerja reksa dana lainnya sebelum COVID-19 dan reksa dana pendapatan tetap mampu melebihi kinerja reksa dana lainnya selama COVID-19.

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This study aims to analyze the performance of mutual funds before and during the COVID-19 pandemic on four types of mutual funds, which are money market, fixed income, mixed, and equity mutual funds. The research was conducted from January 2018 to December 2021 on 509 mutual funds consisting of 52 money market mutual funds, 205 fixed income mutual funds, 85 mixed mutual funds, and 167 equity mutual funds. The research method used are Sharpe Ratio, Alpha Jensen, and Fama-French Three Factor Model. The results of the study showed that money market mutual funds outperform other mutual funds using the Sharpe Ratio and Alpha Jensen methods before and during COVID-19. While the results for the Fama-French Three Factor Model method showed that money market mutual funds outperformed other mutual funds before COVID-19 and fixed income funds were able to outperform other mutual funds during COVID-19"