Detail The Analysis of Sharia-Compliant Equity Fund and Conventional Equity Fund Performance in Relation to the Economic Conditions of Indonesia (article of International Journal of Contemporary Applied Researches Vol. 7, No. 4, April 2020) Bibliografi Author: Utami, Novia ; Sitanggang, Marsiana Luciana Topik: Jensen's Alpha; Performance of Equity Funds; Sharpe Ratio; Treynor Ratio; JABFUNG-FEB-MLS-2021-02; JABFUNG-FEB-NU-2021-01 Bahasa: (EN )     Penerbit: International Journal of Contemporary Applied Researches (IJCAR)     Tahun Terbit: 2020     Jenis: Article - diterbitkan di jurnal ilmiah internasional Fulltext: 2 - Analysis of Sharia-Compliant Equity Fund.pdf (298.96KB; 2 download) [Informasi yang berkaitan dengan koleksi ini di internet] Abstract This study aims to evaluate the performance of Islamic equity funds by comparing the Sharpe ratio, Treynor ratio, and Jensen's Alpha Sharia equity funds with conventional equity funds, in January 2014 to December 2018 observation period. This sample selection uses purposive sampling with specific criteria. The results of a direct comparison of the performance of conventional equity mutual funds and sharia equity funds showed no different results, meaning that the two types of mutual fund shares performed equally well. In this case, it shows that Sharia mutual fund shares have returns that are almost similar compared to conventional stock mutual funds. Islamic sharia mutual funds and conventional shares have no different risks and returns, but sharia mutual funds carry out Islamic law. In addition, the three methods used are still considered good because they have a high level of similarity in ranking mutual fund performance with Kendall's W test. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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