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Performance Comparison of Islamic Mutual Funds with Conventional Mutual Funds

Jihbiz : Journal of Islamic Economy, Finance, and Banking

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Title Performance Comparison of Islamic Mutual Funds with Conventional Mutual Funds
Komparasi Kinerja Reksadana Syariah dengan Reksadana Konvensional
 
Creator Amin, Moch.
 
Subject kinerja reksadana
Jensen Index
Sharpe Index
Treynor Index
MM Index
TT Index
mutual fund performance
Jensen Index
Sharpe Index
Treynor Index
MM Index
TT Index
 
Description The purpose of this study is to determine whether or not there is a difference in mutual fund performance between sharia mutual funds and conventional mutual funds from 2016 to 2018. The data used is secondary data in the form of NVA report data of 34 mutual funds consisting of 16 sharia mutual funds and 18 conventional mutual funds. The data analysis method used is the Jensen Index, Sharpe index, Treynor Index, MM Index, and TT Index methods and uses the t-test to see whether there are differences in mutual fund performance. The results of this study conclude that quantitatively there is no difference in mutual fund performance between sharia mutual funds and conventional mutual funds. Likewise, the statistical test with the t-test shows that there is no difference in performance in terms of the Jensen Index, Sharpe index, Treynor Index, MM Index, and TT Index.
Tujuan penelitian ini adalah untuk mengetahui ada atau tidak ada perbedaan kinerja reksadana antara reksadana syariah dengan reksadana konvensional dari tahun 2016 sampai dengan 2018. Data yang dipergunakan adalah data sekunder berupa data laporan NAB 34 reksadana terdiri dari 16 reksadana syariah dan 18 reksadana konvensional. Metode analisis data yang digunakan berupa metode Jensen Index, Sharpe index, Treynor Index, MM Index, dan TT Index serta menggunakan uji t untuk melihat ada tidaknya perbedaan kinerja reksadana. Hasil penelitian ini menyimpulkan bahwa secara kuantitatif tidak terdapat perbedaan pada kinerja reksadana antara reksadana syariah dengan reksadana konvensional. Begitu juga secara uji statistik dengan uji t menunjukkan tidak ada perbedaan kinerja ditinjau dari Jensen Index, Sharpe index, Treynor Index, MM Index, dan TT Index.
 
Publisher Universitas Islam Raden Rahmat
 
Date 2019-01-22
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
 
Format application/pdf
 
Identifier https://ejournal.uniramalang.ac.id/index.php/jihbiz/article/view/787
10.33379/jihbiz.v3i1.787
 
Source Jihbiz : Journal of Islamic Economy, Finance, and Banking; Vol. 3 No. 1 (2019); 38-54
Jihbiz : Jurnal Ekonomi, Keuangan dan Perbankan Syariah; Vol 3 No 1 (2019); 38-54
2807-6028
2549-0397
10.33379/jihbiz.v3i1
 
Language eng
 
Relation https://ejournal.uniramalang.ac.id/index.php/jihbiz/article/view/787/540
 
Rights Copyright (c) 2019 Jihbiz : jurnal ekonomi, keuangan dan perbankan syariah
https://creativecommons.org/licenses/by-nc/4.0