Analisis Kinerja Reksadana Saham dengan Metode Sharpe, Treynor dan Jensen (Studi Kasus PT Bank Mandiri (Persero) Tbk)

Mega Astriani Sukri 1 Rusdiah Iskandara Astrid Napita Sitorus3

Abstract


This research aims to determine and analyze the performance of stock mutual funds using the Sharpe Index, Treynor Index and Jensen Index methods in 2023.

The theoretical basis of this research consists of financial management, capital markets, mutual funds. The data collection technique in this research is using library research. Secondary data is data obtained indirectly or is published data where the data is obtained from the Financial Services Authority. The analytical tool used in this research is the Risk Adjusted Performance method which consists of the Sharpe Index, Treynor Index, and Jensen Index.

The results of the research show that the Performance of Stock Mutual Funds at PT Bank Mandiri (Persero) Tbk in 2023 as measured by the Sharpe Index and Jensen Index has poor performance, while the Performance of Stock Mutual Funds at PT Bank Mandiri (Persero) Tbk in 2023 as measured by the Treynor Index have good performance.

Keywords


Stock Mutual Fund Performance, Sharpe Index, Treynor Index and Jensen Index

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References


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DOI: https://doi.org/10.31293/jma.v14i1.8666

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