Analisis Perbandingan Kinerja Reksa Dana Pendapatan Tetap dengan Reksa Dana Terproteksi pada Periode 1 Januari 2007-31 Desember 2007

Sugiarto, Heru (2008) Analisis Perbandingan Kinerja Reksa Dana Pendapatan Tetap dengan Reksa Dana Terproteksi pada Periode 1 Januari 2007-31 Desember 2007. Masters thesis, Universitas Terbuka.

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Abstract

People interest in financial investment grows with their awareness to make financial planning, to achieve their goals. Mutual fund is a kind of interesting investment, especially for investor who have no time and skill for manage the investment. In 2005, mutual fund reach the booming with more than 110 trillion rupiah, majority in fix income fund base on bond. Impact of macro economy slowdown, new regulation, and least of education for investor make such investment activity in mutual fund crash. Bapepam as a board of regulator issued new kind of mutual fund to make mutual fund industry recovery, such as protected mutual fund base on bond too, otherwise have some constraint. In 2007, investment in mutual fund grows up, and according to fund that managed, protected fund getting a second behind stock fund, and fix income fund down to the third. According to above condition, this research is to analyze how fix income fund and protected fund performance compare to the market performance and after that compare one another to know which is better. Analyze to be done on each of 15 mutual fund from the same fund manager, for period January 1 to December 31,2007, by using Net Asset Value/ weekly unit. Method in this research use Treynor method, Sharpe and Jensen by enclosing risk adjusted return. Test result shows that most of mutual fund performance upper of market performance, average performance of protected fund better than fix income fund. Although, according to statistic count, different of both of mutual fund performance un significant.

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