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Evaluasi perbandingan kinerja reksadanaSyariah dan konvensional periode Januari 2007-Desember 2008
The development of capital market in Indonesia make alternative selection of investment instrument as an important thing so investor will able to choose the right investment instrument. One of developing instrument in Indonesia nowadays is mutual fund. This paper discuss performance evaluation both sharia and conventional fund in period 2007-2008 and performance comparison between them. This study use four method of performance measurement namely Risk Adjusted, Sharpe?s Index, Treynor?s Index, Jensen?s Index. Calculation of mutual fund return shows that nine of ten fund observed have a negative return on that period. All method used in this study result that conventional fund have a superior performance compare to sharia fund in period of observation. Nevertheless, Mann Whitney Test result that performance?s difference of sharia and conventional fund statistically not significant.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 6548 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Departemen Akuntansi, Fakultas Ekonomi Universitas Indonesia 2009 |
|---|---|
| Edisi | - |
| Subjek | Performance measurement Mutual funds Performance parison Risk adjusted Sharia mutual funds |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiv, 80 p. : diagr. ; 30 cm. |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |