Falahuddin Hasballah, Tinara Rama Dhani, M. M. Nur, Ahmad Fauzul Hakim Hasibuan, Fuadi
{"title":"比较伊斯兰重建基金在印尼的表现(2016-2020年期间)","authors":"Falahuddin Hasballah, Tinara Rama Dhani, M. M. Nur, Ahmad Fauzul Hakim Hasibuan, Fuadi","doi":"10.35870/emt.v7i3.1457","DOIUrl":null,"url":null,"abstract":"The purpose of this study was to compare the performance of Islamic equity mutual funds in 2016-2020 using the Sharpe method. Treynor, and Jensen. The method used in this research is descriptive quantitative research. The type of data used is secondary data. From the results of the study found differences in performance values using the three. Using the Sharpe method, almost all Islamic stock mutual funds have negative performance values in 2016-2020. Only the Syariah Mutual Fund Lautandhana, while the Batavia Mutual Fund Syariah Shares have the lowest performance values. Using the Treynor method, the 2017-2020 observation period was all negative, whereas in 2016, the Lautandhana Saham Syariah mutual fund performed positively. Mutual Fund Batavia Dana Saham Syariah has the best performance value, Sucorinvest Sharia Equity Fund has the lowest performance value. Using the Jensen method, during the 2016-2020 observation period, all of them had positive performance values. The Mandiri Investa-Attractive Syariah Mutual Fund has the highest performance value, and the Cipta Syariah Equity Mutual Fund has the lowest performance value.","PeriodicalId":231486,"journal":{"name":"Jurnal EMT KITA","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Membandingkan Kinerja Reksadana Syariah di Indonesia (Periode 2016-2020)\",\"authors\":\"Falahuddin Hasballah, Tinara Rama Dhani, M. M. Nur, Ahmad Fauzul Hakim Hasibuan, Fuadi\",\"doi\":\"10.35870/emt.v7i3.1457\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The purpose of this study was to compare the performance of Islamic equity mutual funds in 2016-2020 using the Sharpe method. Treynor, and Jensen. The method used in this research is descriptive quantitative research. The type of data used is secondary data. From the results of the study found differences in performance values using the three. Using the Sharpe method, almost all Islamic stock mutual funds have negative performance values in 2016-2020. Only the Syariah Mutual Fund Lautandhana, while the Batavia Mutual Fund Syariah Shares have the lowest performance values. Using the Treynor method, the 2017-2020 observation period was all negative, whereas in 2016, the Lautandhana Saham Syariah mutual fund performed positively. Mutual Fund Batavia Dana Saham Syariah has the best performance value, Sucorinvest Sharia Equity Fund has the lowest performance value. Using the Jensen method, during the 2016-2020 observation period, all of them had positive performance values. The Mandiri Investa-Attractive Syariah Mutual Fund has the highest performance value, and the Cipta Syariah Equity Mutual Fund has the lowest performance value.\",\"PeriodicalId\":231486,\"journal\":{\"name\":\"Jurnal EMT KITA\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-07-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Jurnal EMT KITA\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.35870/emt.v7i3.1457\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Jurnal EMT KITA","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.35870/emt.v7i3.1457","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
摘要
本研究的目的是使用夏普方法比较2016-2020年伊斯兰股票共同基金的表现。特雷纳和詹森。本研究采用的方法是描述性定量研究。使用的数据类型是辅助数据。从研究结果中发现,使用这三种方法在性能值上存在差异。使用夏普方法,几乎所有伊斯兰股票共同基金在2016-2020年的业绩值都为负。只有伊斯兰共同基金Lautandhana,而巴达维亚共同基金伊斯兰股份的业绩价值最低。使用Treynor方法,2017-2020年观察期均为负,而2016年,Lautandhana Saham Syariah共同基金表现为正。共同基金Batavia Dana Saham Sharia业绩价值最佳,Sucorinvest Sharia股票基金业绩价值最低。使用Jensen方法,在2016-2020年观测期内,它们都有正的性能值。Mandiri Investa-Attractive伊斯兰共同基金的业绩价值最高,Cipta伊斯兰股票共同基金的业绩价值最低。
Membandingkan Kinerja Reksadana Syariah di Indonesia (Periode 2016-2020)
The purpose of this study was to compare the performance of Islamic equity mutual funds in 2016-2020 using the Sharpe method. Treynor, and Jensen. The method used in this research is descriptive quantitative research. The type of data used is secondary data. From the results of the study found differences in performance values using the three. Using the Sharpe method, almost all Islamic stock mutual funds have negative performance values in 2016-2020. Only the Syariah Mutual Fund Lautandhana, while the Batavia Mutual Fund Syariah Shares have the lowest performance values. Using the Treynor method, the 2017-2020 observation period was all negative, whereas in 2016, the Lautandhana Saham Syariah mutual fund performed positively. Mutual Fund Batavia Dana Saham Syariah has the best performance value, Sucorinvest Sharia Equity Fund has the lowest performance value. Using the Jensen method, during the 2016-2020 observation period, all of them had positive performance values. The Mandiri Investa-Attractive Syariah Mutual Fund has the highest performance value, and the Cipta Syariah Equity Mutual Fund has the lowest performance value.