ANALISIS KINERJA REKSA DANA SAHAM SYARIAH DAN REKSA DANA PENDAPATAN TETAP SYARIAH DENGAN METODE SHARPE, EROV DAN SORTINO TAHUN 2017-2020

Muslimatuzzahroh, NIM.: 17108030067 (2022) ANALISIS KINERJA REKSA DANA SAHAM SYARIAH DAN REKSA DANA PENDAPATAN TETAP SYARIAH DENGAN METODE SHARPE, EROV DAN SORTINO TAHUN 2017-2020. Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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Abstract

The purpose of this study is to analyze the performance of Sharia Equity Mutual Funds and Sharia Fixed Income Mutual Funds based on the method of Sharpe, Erov, and Sortino. The research sample is 10 Sharia Equity Mutual Funds and 10 Sharia Fixed Income Mutual Funds which have the largest NAV and are registered with the OJK. The collection of samples using purposive sampling method. This study compares the performance of mutual funds with their market performance using the JII (Jakarta Islamic Index) benchmark for Sharia equity mutual funds and the ISBI (Infovesta Sharia Bond Index) benchmark for Sharia fixed income mutual funds. The results showed that there were Sharia Equity Mutual Funds and Sharia Fixed Income Mutual Funds that had positive values and outperformed their market performance.

Item Type: Thesis (Skripsi)
Additional Information: Pembimbing: Dr. Darmawan, S.Pd, MAB
Uncontrolled Keywords: Risiko, Return, Sharpe, Erov, Sortino, Benchmark, Outperform
Subjects: Manajemen Keuangan Syariah
Divisions: Fakultas Ekonomi dan Bisnis Islam > Manajemen Keuangan Syariah (S1)
Depositing User: Muh Khabib, SIP.
Date Deposited: 25 Apr 2022 14:35
Last Modified: 25 Apr 2022 14:35
URI: http://digilib.uin-suka.ac.id/id/eprint/50781

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