relation: https://digilib.uin-suka.ac.id/id/eprint/46004/
title: ANALISIS PERBANDINGAN KINERJA REKSA DANA SYARIAH PREMIER EXCHANGE TRADED FUND JAKARTA ISLAMIC INDEX DENGAN PORTOFOLIO OPTIMAL SAHAM INDEKS ACUANNYA DI BURSA EFEK INDONESIA PERIODE 2015 – 2019
creator: Vini Rinzani Karyadi Putri, NIM.: 17108030018
subject: Manajemen Keuangan Syariah
description: This study aims to evaluate and test the differences in the performance of the Premier ETF JII Syariah Mutual Funds with the JII optimal portfolio based on risk adjusted returns from 2015 to 2019. The sampling technique in this study is the total sampling technique. Premier ETF JII’s performance and optimal portfolio are measured using three methods, namely, the Sharpe, Treynor, and Jensen methods. Hypothesis testing is done using the Mann-Whitney difference test with the help of SPSS 23. Performance measurement using the three methods shows that the optimal portfolio has better performance than the Premier ETF JII on the Sharpe and Treynor methods. Meanwhile, the Jensen method shows that the Premier ETF JII performance has better performance. The test results show that there is a significant difference between the performance of the Premier ETF JII and the JII optimal portfolio in the Treynor and Jensen method. Meanwhile, in the Sharpe method, the performance of the Premier ETF JII with the JII optimal portfolio did not find any significant differences in performance.
date: 2021-06-02
type: Thesis
type: NonPeerReviewed
format: text
language: id
identifier: https://digilib.uin-suka.ac.id/id/eprint/46004/2/17108030016_BAB-I_IV-atau-V_DAFTAR-PUSTAKA.pdf
format: text
language: id
identifier: https://digilib.uin-suka.ac.id/id/eprint/46004/1/17108030016_BAB-II_sampai_SEBELUM-BAB-TERAKHIR.pdf
identifier:   Vini Rinzani Karyadi Putri, NIM.: 17108030018  (2021) ANALISIS PERBANDINGAN KINERJA REKSA DANA SYARIAH PREMIER EXCHANGE TRADED FUND JAKARTA ISLAMIC INDEX DENGAN PORTOFOLIO OPTIMAL SAHAM INDEKS ACUANNYA DI BURSA EFEK INDONESIA PERIODE 2015 – 2019.  Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.