CD Skripsi
Analisis Perbandingan Kinerja Reksadana Saham Syariah Dengan Reksadana Saham Konvensional
This study aims to find out about 1) The performance difference Islamic stock mutual funds and conventional stock mutual funds (in terms of return and risk), 2) The difference in the performance of Islamic and conventional stock mutual funds (in term of Sharpe Index, Treynor Index and Jensen Index).
The data used in the form of data on Net Asset Value/Unit of Participation (NAV/Unit), Composite Index (IHSG), the data rate of Bank Indonesia Certificates (SBI) period 2009-2012. The number of sample that examined is 7 Islamic stock mutual fund and 7 conventional stock mutual fund, all 14 mutual funds. Mutual fund performance can be measured by using Sharpe Index, Treynor Index and Jensen Index. The research method used are Independent T-Test for normal distribution data, and Mann Whitney Test for not normal distribution data.
The results showed that the performance of mutual funds, both Islamic and conventional are same, but not significantly according to Sharpe Index method, Treynor Index and Jensen Index.
Keywords: Performance Islamic stock mutual fund, performance conventional stock mutual fund, risk and return, Sharpe Index, Treynor Index, Jensen Index.
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