Analisis dan Evaluasi Pengelolaan Portofolio Investasi Reksa Dana Campuran ABC

Deskripsi

The aims of this study are to observe ABC Mixed Mutual Fund (ABC) portfolio management processes and to analyze, evaluate, and propose recommendations to achieve better performance. This research uses a mixed method case study design. ABC’s managers need to provide a clear benchmark in ABC’s fund fact sheet in order to perform a fair assessment. Historical data shows that stocks have always been dominating the asset weight of ABC’s portfolio. ABC’s managers need to take advantage of this fund flexibility by building a well diversified portfolio in order to improve its risk-adjusted performance. The backtesting results in this study show that expansive management in the fixed income instruments improved ABC’s performance broadly. Constant Proportion Portfolio Insurance (CPPI) generated the best return compared to constant mix and buy and hold. Long-term asset allocation and rebalancing strategies in this study can be used as a reference for ABC’s managers, institutional, and individual investors to manage their portfolios.