Pengujian Konsistensi Pengukuran Kinerja Reksa Dana Campuran Dengan Menggunakan Methode Sharpe, Treynor dan Jensen
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, Trey...
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| Format: | Thesis |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2011
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| _version_ | 1826043740370763776 |
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| author | , Jekson B. Simanjuntak , Prof. Dr. Eduardus Tandelilin, MBA, CWM |
| author_facet | , Jekson B. Simanjuntak , Prof. Dr. Eduardus Tandelilin, MBA, CWM |
| author_sort | , Jekson B. Simanjuntak |
| collection | UGM |
| description | 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. |
| first_indexed | 2024-03-13T22:08:32Z |
| format | Thesis |
| id | oai:generic.eprints.org:89836 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T22:08:32Z |
| publishDate | 2011 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:898362014-08-20T02:52:12Z https://repository.ugm.ac.id/89836/ Pengujian Konsistensi Pengukuran Kinerja Reksa Dana Campuran Dengan Menggunakan Methode Sharpe, Treynor dan Jensen , Jekson B. Simanjuntak , Prof. Dr. Eduardus Tandelilin, MBA, CWM ETD 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. [Yogyakarta] : Universitas Gadjah Mada 2011 Thesis NonPeerReviewed , Jekson B. Simanjuntak and , Prof. Dr. Eduardus Tandelilin, MBA, CWM (2011) Pengujian Konsistensi Pengukuran Kinerja Reksa Dana Campuran Dengan Menggunakan Methode Sharpe, Treynor dan Jensen. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=51097 |
| spellingShingle | ETD , Jekson B. Simanjuntak , Prof. Dr. Eduardus Tandelilin, MBA, CWM Pengujian Konsistensi Pengukuran Kinerja Reksa Dana Campuran Dengan Menggunakan Methode Sharpe, Treynor dan Jensen |
| title | Pengujian Konsistensi Pengukuran Kinerja Reksa Dana Campuran Dengan Menggunakan Methode Sharpe, Treynor dan Jensen |
| title_full | Pengujian Konsistensi Pengukuran Kinerja Reksa Dana Campuran Dengan Menggunakan Methode Sharpe, Treynor dan Jensen |
| title_fullStr | Pengujian Konsistensi Pengukuran Kinerja Reksa Dana Campuran Dengan Menggunakan Methode Sharpe, Treynor dan Jensen |
| title_full_unstemmed | Pengujian Konsistensi Pengukuran Kinerja Reksa Dana Campuran Dengan Menggunakan Methode Sharpe, Treynor dan Jensen |
| title_short | Pengujian Konsistensi Pengukuran Kinerja Reksa Dana Campuran Dengan Menggunakan Methode Sharpe, Treynor dan Jensen |
| title_sort | pengujian konsistensi pengukuran kinerja reksa dana campuran dengan menggunakan methode sharpe treynor dan jensen |
| topic | ETD |
| work_keys_str_mv | AT jeksonbsimanjuntak pengujiankonsistensipengukurankinerjareksadanacampurandenganmenggunakanmethodesharpetreynordanjensen AT profdreduardustandelilinmbacwm pengujiankonsistensipengukurankinerjareksadanacampurandenganmenggunakanmethodesharpetreynordanjensen |