Analisis kinerja portofolio reksadana dengan metode rasio sharpe dan non risk premium

Musdallifah Azis, Ike Purnamasari

Abstract


Penelitian ini bertujuan untuk memahami perbedaan kinerja portofolio reksadana dengan menggunakan metode sharpe yang mempertimbangakan risk premium dan non risk premium. Data diperoleh dari laporan portofolio saham yang disampaikan pada catatan neraca setiap perusahaan reksa dana laporan kemitraan dengan bank sebagai agen penjual reksa dana. Metode yang digunakan adalah program linier dengan aplikasi multiple regression yang dianalisis dengan menggunakan metode sharpe. Hasil penelitian menyatakan bahwa kinerja portofolio reksadana saham dan portofolio campuran yang diukur dengan menggunakan metode sharpe ratio tidak perlu membedakan pengukuran risk premium dengan non risk premium. Tapi bagi kinerja portofolio reksadana pendapatan tetap dan portofolio reksadana pasar uang yang diukur dengan menggunakan metode sharpe ratio perlu membedakan pengukuran risk premium dengan non risk premium.


Keywords


Portofolio reksadana; kinerja portofolio reksadana; metode sharpe; risk premium

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DOI: https://doi.org/10.29264/prosiding%20snmeb.v0i0.3071

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