ANALISIS KINERJA REKSADANA SAHAM, PENDAPATAN TETAP, DAN CAMPURAN DENGAN METODE SHARPE DAN TREYNOR PERIODE 2008-2010

SARI, DEVA NURMALA (2011) ANALISIS KINERJA REKSADANA SAHAM, PENDAPATAN TETAP, DAN CAMPURAN DENGAN METODE SHARPE DAN TREYNOR PERIODE 2008-2010. S2 thesis, Universitas Mercu Buana Jakarta-Menteng.

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Abstract

T h e s tu d y c o m p a r e th r e e m u tu a l fu n d s p r o d u c t o ffe r e d b e tw e e n P T . S c h r o d e r In v e s tm e n t M a n a g e m e n t In d o n e s ia a n d P T . M a n u life A s s et M a n a g e m e n t In d o n e s ia . T h r e e p r o d u c ts in c lu d e fix e d in c o m e fu n d p r o d u c t c a lle d S c h r o de r D a n a M a nta p P lu s a n d M a n ulife D a n a T e ta p P e m e r in ta h , m ix e d in c o m e fu n d p r o d u c ts c alle d S c h r o d er D a n a P r e s ta s i d a n M a n u life D a n a S ta b il B e r im b a n g , e q u ity fu n d p r o d u ct c a lle d S c hr o d e r D a n a M a nta p P lu s a n d M a n ulife D a n a Saham. T h is s tu d y c o m p a r e th e re tu r n a n d r is k th e s e p r o d u c ts . U s in g tw o q u a n titav e to o ls n a m e d S h a r p e M e th o d a n d T r e y n o r M eth o d . U s in g m o n th ly d a te fr o m J a n u a r i 2 0 0 8 to D e c e m b e r 2 0 1 0 . T h is s tu d y fin d th a t th e p e rfo r m a n c e o f th es e p r o d u c ts is c o ns id e r e d o ve r p e rfo r m a n c e th a n m a r k e t return. U sing T he Sharpe m e th o d th is stu d y fin d th at d u rin g p er io d e 2 0 0 8 - 2 0 1 0 all m u tu a l fu n d a r e a b o v e m a rk e t retu rn .. U s in g T h e T r e y n o r M e th o d th is s ud y fin d th a t all e q u ity fu n d a b o v e m a r k et r etu r n , a n d a ll fix incom e below m arket return. U sin g T h e S h a rp e M eth o d a n d T reyn o r M eth o d for a ll m u tu a l fu n d offer e d b y P T . S c h r o d e r In v e s tm e n t M a n a ge m e n t In d o n e sia is b e tte r p e r for m a n c e th a n m u tu a l fu n d o ffer e d P T . M a n u life A sset M a n a g em en t In d o n esia . K e y W o rd s : M utu a l F u n d , S h a rp e , Tre y n o r P e n e litia n in i m em b a n d in g k a n tig a je n is reksadana y a n g dita w ark a n d a ri ole h P T . S c hro d e r Investm e n t M an a g e m e nt In d o n e sia d a n P T . M a n ulife A sse t M a na g e m e nt In d o n e sia . R e k sa d a n a y a n g d iteliti a da la h re k s a d a n a p e n d a p a ta n teta p y aitu , S c hro d e r D a n a M a n ta p P lu s d a n M a n u life D ana T e ta p P e m e rin ta h , re k s a d a n a c a m p ura n y a itu S c h ro d er D a n a P re s ta si d a n M a n u life D a n a S ta b il B e rim ba n g , d a n re k s a da n a s a h am y a itu S c h ro d e r D a n a P re s tas i P lus d a n M a n ulife D a n a S a h a m . P e n e litia n in i m e m b a n din g k a n tin g k at p e n g e m b a lia n d a n re s ik o re ks a d a n a m enggunakan p e rh itu n ga n k u a n tita tif y a itu M e to d e S h a rpe d a n M e to d e T re y n o r. P e n elitia n ini m e n g g u n a k a n d a ta N A B b u la n a n d a ri J a n u a ri 2 0 0 8 s a m p ai d e n g a n D e s e m b e r 2 0 1 0 . P e n e liria n ini m e n g u k u r k in e rja p ro d u k re ks a d a n a te rh a d a p tin g k at p e n g e m b alia n pa s a r. D en g a n M e to d e S h arp e m e n u n ju k k a n b a h w a u n tu k s e m ua p ro d u k re k s a d a na m em p u n y a i k in erja d ia ta s tin g k at p e n g em b a lia n p a s ar. D e n g a n M e to d e T re y n o r m e n u n ju k k a n b a h w a u n tu k re ks a d a n a s a h am m e m p u n ya i k in erja d ia ta s tin g k a t p e n g e m b alia n pa s a r, d a n re k d a n a p e n d a pa ta n te te p m e m p u n ya i k ine rja d ib a w a h tin g k a t p e n g e m b a lia n p a s ar. K a ta k u n c i : R e k sa da n a , S h a rp e , T re y n or

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