| Summary: | The purpose of this research is to evaluate mix mutual fund which was
listing in Bursa Efek Jakarta (Jakarta Stock Exchange) during period of January 2006
until December 2009 and also to see consistancy of relationship between
measurement method for mutual fund�s performance which are Sharpe, Treynor and
Jensen.
This research involved 42 samples which had fulfilled criteria. The criteria
is the samples must be listed in Jakarta Stock Exchange during the research period.
To rank mix mutual fund�s performances, this research used Sharpe, Treynor dan
Jensen methods. To solve the problem, this research used non parametrik
correlation- Kendall�s Tau_b.
The result showed that the best performance mix mutual fund consistantly
during January 2006 until December 2009 are Danamas Fleksi and Fortis Equitra..
the worst performance mix mutual fund consistantly during January 2006 until
December 2009 is Schroder Dana Terpadu. The result also showed that there is
cconsistancy between three variables, Sharpe, Treynor and Jensen.
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