Analisis Perbandingan Tingkat Keuntungan Dan Resiko Reksa Dana Pendapatan Tetap (Konvensional Dan Syariah) Sebagai Suatu Evaluasi Portofolio Investor Di Pasar Modal

Diyah Tri Utami • Akhmad Darmawan

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(Bahasa Indonesia, 11 pages)

Abstract

The aim of this research is finding out the diference of the level of return, risk, and risk adjust performance of conventional fixed income mutual fund and syariah fixed income mutual fund. This reserach is ex post facto. Research the sample of this reserch of conventional fixed income mutual fund which potentially for the research period wich is first semester 2012. The data is fixed income mutual fund NAB, IHSG, Jll, and SBI on December 2011 June 2012 this research uses Mann-Whitney Test. The analysis result showed there are no difference betwen the return of conventional fixed income mutual fund and syariah fixed income mutual fund, mean while there is difference betwen the convential fixed income mutual fund and syariah fixed fund mutual found of risk, sharpe method, Treynor method and jensen method Keyword : return, risk, sharpe, Treynor, and jensen

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Media Ekonomi Universitas Muhammadiyah Purwokerto

Media Ekonomi merupakan jurnal terbitan berkala yang dikeluarkan oleh Fakultas Ekonomi dan Bisnis... see more