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.
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Text (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)
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Text (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)
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Abstract
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.
| Item Type: | Thesis (Skripsi) |
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| Additional Information: | Pembimbing : Dr. Darmawan, S.Pd., MAB |
| Uncontrolled Keywords: | Reksa Dana, Premier ETF JII, XIJI, Portofolio Optimal, Model Indeks Tunggal, Sharpe, Treynor, dan Jensen. |
| Subjects: | Manajemen Keuangan Syariah |
| Divisions: | Fakultas Ekonomi dan Bisnis Islam > Manajemen Keuangan Syariah (S1) |
| Depositing User: | Muh Khabib, SIP. |
| Date Deposited: | 27 Oct 2021 14:43 |
| Last Modified: | 27 Oct 2021 14:43 |
| URI: | http://digilib.uin-suka.ac.id/id/eprint/46004 |
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