Analisis Perbandingan Kinerja Reksa Dana Saham Syariah Dan Reksa Dana Saham Konvensional
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Institusion

STIE Indonesia Banking School

Author

Kusuma, Aditya Angga

Subject

HF5601 Accounting 

Datestamp

2024-07-17 01:24:25 

Abstract :
Theobjectiveofthisresearchistoevaluateperformancebetweenshariastock mutualfundconventionalstockmutualfundduringAugust2007untilOctober 2008.Besidethat,thisresearchwillevaluatethedifferencebetweenreturnand riskofshariamutualfundandconventionalmutualfund.Mutualfund performancecanbemeasuredbyusingSharpeIndex,TreynorIndex,andJensen Index.ThestatisticmethodusedtotestnormalityofdataisKolmogorovSmirnov test.Forevalutethedifferencebetweenriskandreturnofshariamutualfundand conventionalmutualfundusingindependentsamplet-test.Toevaluate performanceofshariamutualfundandconventionalmutualfundusing descriptivemethod.Finally,theresultsshowthattherearenodifferencebetween returnandriskofshariamutualfundandconventionalmutualfund.Byusing threemethodsofmutualfundperformance,shariamutualfundperformancehave beenabletooutperformtheconventionalmutualfundonSeptember2007, December2007,May2008,andJune2008.Theconventionalmutualfundhave beenabletooutperformetheshariamutualfundon August2007, November2007, January2008, July2008, August2008,September2008, andOctober2008. Keywords:shariahmutualfunds,conventionalmutualfunds,SharpeIndex, TreynorIndex, andJensenIndex 

File :
Aditya Angga K. (200412022).pdf