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Journal articles on the topic 'Mutual fund performance research'

Author: Grafiati

Published: 4 June 2021

Last updated: 7 February 2022

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1

Hsieh, Lu-Chen, and Ying-Shing Lin. "Inflows and outflows of mutual funds: a performance comparison of funds offered by traditional banks, insurance companies and mutual fund companies." Investment Management and Financial Innovations 15, no. 4 (2018): 258–72. http://dx.doi.org/10.21511/imfi.15(4).2018.21.

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The transformations in internet technology and financial innovation have led to the prevalence of direct finance, causing indirect finance to contract and concerns among traditional banks and insurance channel operators to seek transformation to innovate traditional services with advanced technology applications. The research compares the sales revenue flows of traditional banks, insurance companies, and mutual fund institutions, using quantile regression methods with five mutual fund factors: Jensen’s indexes, expenses, risks, sizes, and turnover rates. The sample statistics from 2001 to 2016

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2

Sianipar, Rivandi Uchok Imanuel, Bambang Mulyana, and Sri Marti Pramudena. "Performance Evaluation of Equity Funds: 2017-2019." Journal of Business and Management Studies 3, no. 2 (2021): 43–54. http://dx.doi.org/10.32996/jbms.2021.3.2.5.

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Mutual funds are said to perform very well if they can provide a higher rate of return and minimize risk. This study aims to find out if the performance of stock mutual funds has a better performance than the market as a comparison (JCI) using sharpe and jensen methods and to find out if there is a difference in the rating of stock mutual fund performance measurement results between sharpe method and Jensen method.The analysis results using Sharpe method and Jensen method show that 30 mutual funds have a good performance where the performance value of stock mutual funds from sharpe and jensen

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3

Alvi, Jahanzaib, and Muhammad Rehan. "Factors affecting mutual fund performance in Pakistan." Global Journal of Business, Economics and Management: Current Issues 10, no. 2 (2020): 124–43. http://dx.doi.org/10.18844/gjbem.v10i2.4907.

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The crux of this research is to critically evaluate the potential mutual fund performance drivers. This research will benefit the stakeholders in terms of smart investment decisions. The study is based on convenient sampling method covering 16 out of 19 asset management companies (AMCs) that comprise 114 outstanding funds in the Mutual Fund Association of Pakistan (MUFAP). The data were collected quarterly from March 2013 to March 2018. The findings reveal that the asset under management, fund risk, KSE-100 returns, total income, total expense, age of the fund and lagged returns have a signifi

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Robiyanto, Robiyanto, Michael Alexander Santoso, and Rihfenti Ernayani. "Sharia mutual funds performance in Indonesia." Business: Theory and Practice 20 (January 9, 2019): 11–18. http://dx.doi.org/10.3846/btp.2019.02.

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The study aims to measure each Sharia mutual fund performance and compare with market performance in Indonesia. Sharia mutual fund investment instruments in Indonesia have positive developments over the period from 2012 to 2017. These positive developments add to the option of investment instruments for public, especially investors who put forward the principles of Sharia. This research was conducted so that the public could have scientific information about Sharia mutual funds that have the best performance. The study found consistent results regarding Sharia mutual funds with the best perfor

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Basuki, Novianto, and Moh Khoiruddin. "Comparative Performance Islamic Shares Mutual Funds Between Indonesia And Malaysia." Ekuilibrium : Jurnal Ilmiah Bidang Ilmu Ekonomi 13, no. 1 (2018): 26. http://dx.doi.org/10.24269/ekuilibrium.v13i1.918.

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The objective of this study is to evaluate the performance of Islamic mutual funds in Indonesia and Malaysia. Research conducted on the types of shares mutual funds in the period 2014 until 2016. The technique sample used was purposive sampling method with 13 Islamic mutual funds in Indonesia and 72 Islamic mutual funds in Malaysia. Fund performance measured by Sharpe index, Treynor index, and Index of jenesen’s Alpha. The results of this study showed in 2014 and 2016 Islamic mutual fund performance be superior to Indonesia than Malaysia. While in 2015 Islamic mutual fund performance Malaysia

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6

Azis, Nur Rohman, and Atina Shofawati. "PENGUKURAN METODE RASIO INFORMASI, RASIO SORTINO DAN ROY SAFETY FIRST RATIO PADA KINERJA REKSADANA SAHAM SYARIAH PERIODE 2015-2017." Jurnal Ekonomi Syariah Teori dan Terapan 6, no. 8 (2020): 1644. http://dx.doi.org/10.20473/vol6iss20198pp1644-1659.

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The Objective of this research is to identify whether there is a different level performance of mutual funds in syariah shares among Information Ratio, Sortino Ratio, and Roy Safety First Ratio. This analysis using qualitative descriptive. In this case, the authority of money service website mentions there are 21 mutual funds in syariah shares could be taken as the sample of the analysis by using purposive sampling method. Verification result is done by One-way Anova test. The measurement result of the mutual fund in syariah shares uses the method Information Ratio provides 3 mutual funds in s

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Hassan, Hafinaz Hasniyanti, and Nazimah Hussin. "Conceptual Framework for the Determinants of Mutual Fund Performance in Malaysia." Journal of Finance and Banking Review Vol. 3 (4) Oct-Dec 2018 3, no. 4 (2018): 48–53. http://dx.doi.org/10.35609/jfbr.2018.3.4(2).

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Objective - The aim of the study is to identify the determinants of mutual fund performance. Mutual funds have grown in the global financial scene since the 1890s. Past studies have examined various issues associated with mutual funds. However, in Malaysia, mutual fund related studies are rather limited. While most global researches observe the determinants of conventional mutual fund performance, the literature in Malaysia focuses only on a comparison of the performance of mutual funds. Hence, this study aims to fill that gap by providing a framework to assess the determinants of mutual fund

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Bella, Clara, and Yul Tito Permadhy. "ANALISIS PERBANDINGAN KINERJA REKSADANA SAHAM MENGGUNAKAN METODE SHARPE DAN TREYNOR PADA REKSADANA SAHAM." Jurnal Equity 21, no. 1 (2019): 49. http://dx.doi.org/10.34209/.v21i1.631.

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This study aims to determine the comparison of stock mutual fund performance using sharpe method and treynor method. The research method used in this research is descriptive method with quantitative approach. The object of this study using all mutual fund shares listed on the Indonesia Stock Exchange period 2013-2016. The technique of determining the sample using purposive sampling method so that 66 mutual funds were chosen as research sample. The results of this study explain that there are differences in the results of the performance of stock mutual funds using sharpe method and treynor met

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Bella, Clara, and Yul Tito Permadhy. "ANALISIS PERBANDINGAN KINERJA REKSADANA SAHAM MENGGUNAKAN METODE SHARPE DAN TREYNOR PADA REKSADANA SAHAM." Equity 21, no. 1 (2019): 49. http://dx.doi.org/10.34209/equ.v21i1.631.

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This study aims to determine the comparison of stock mutual fund performance using sharpe method and treynor method. The research method used in this research is descriptive method with quantitative approach. The object of this study using all mutual fund shares listed on the Indonesia Stock Exchange period 2013-2016. The technique of determining the sample using purposive sampling method so that 66 mutual funds were chosen as research sample. The results of this study explain that there are differences in the results of the performance of stock mutual funds using sharpe method and treynor met

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Avramov, Doron, Si Cheng, and Allaudeen Hameed. "Mutual Funds and Mispriced Stocks." Management Science 66, no. 6 (2020): 2372–95. http://dx.doi.org/10.1287/mnsc.2019.3319.

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We propose a new measure of fund investment skill, active fund overpricing (AFO), encapsulating the fund’s active share of investments, the direction of fund active bets with regard to mispriced stocks, and the dispersion of mispriced stocks in the fund’s investment opportunity set. We find that fund activeness is not sufficient for outperformance: high (low) AFO funds taking active bets on the wrong (right) side of stock mispricing achieve inferior (superior) fund performance. However, high AFO funds receive higher flows during periods of high investor sentiment, when the performance–flow rel

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Nguyen, Hoa Thi, and Dung Thi Nguyet Nguyen. "The impact of country-level and fund-level factors on mutual fund performance in Vietnam." Journal of Economics and Development 21, no. 1 (2019): 42–56. http://dx.doi.org/10.1108/jed-06-2019-0007.

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Purpose The purpose of this paper is to examine the determinants of mutual funds’ performance at both a country level and a fund level in Vietnam. Design/methodology/approach The different types of funds with more than three-year operation are selected to remove outliers of the stock market boom from 2015 to 2018. The data set includes 54 mutual funds operating during the period from 2008 until November 2018. Findings The research finds that there is a positive relationship between macroeconomics and mutual funds’ performance. Furthermore, country-level governance such as regulation effectiven

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Pujiarti, Trisiwi, and Farida Ratna Dewi. "Analisis Kinerja Reksa Dana Saham Dengan Menggunakan Metode Sharpe Dan Jensen Untuk Periode 2005 – 2009." Jurnal Manajemen dan Organisasi 2, no. 2 (2016): 97. http://dx.doi.org/10.29244/jmo.v2i2.14199.

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Every investment option are risky because of uncertainty. Each investment instruments have different risk levels. Measurement of risk impact depends on the type of Investment. "Do not put all your eggs into one basket" is frequently echoed to warning investors as suggestions effort to minimize the risks by investing in diversified portfolio to avoid losses. The sharpe method and Jensen method are the main analytical tools to analize Equity Fund Performance. The research are analyzing many of mutual fund such as TRIM Kapital mutual fund, Firtis Ekuitas mutual fund, Batavia Dana Saham mutual fun

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Abdul Hamid, Ahmad Karim, and Iwan Fahri Cahyadi. "Analisis Kinerja Reksadana Saham Syariah Di Pasar Modal Indonesia Menggunakan Metode Sharpe, Treynor, Dan Jensen Periode 2017-2018." MALIA: Journal of Islamic Banking and Finance 3, no. 2 (2020): 95. http://dx.doi.org/10.21043/malia.v3i2.8408.

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<p><em>This research aims to find out the performance of sharia stock mutual funds in the Indonesian Capital Market based on sharpe, treynor and jensen methods and to find out the comparison of the performance of sharia stock mutual funds with benchmark performance in the research period of 2017-2018. This type of research is evaluative research with a quantitative approach. The population in this study includes all sharia mutual funds registered and still active in the Financial Services Authority (OJK) until December 2018. Sampling techniques used purposive sampling techniques an

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Alexandri, Moh Benny, Meita Pragiwani, and Dhylla Laiela. "Performance of Sharia Mutual Fund: The Analysis of Asset Allocation in Indonesia." Mediterranean Journal of Social Sciences 8, no. 3 (2017): 163–69. http://dx.doi.org/10.5901/mjss.2017.v8n3p163.

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Abstract Mutual fund has already existed in Indonesia since 1995 but it has not been socialized. It was due to lack of information to the public about how to invest in stock market, especially in mutual fund. So that, the public have difficulties in assessing and selecting the mutual fund that can provide optimum performance and has benefits affecting the growth of mutual fund. The purpose of this research is to analyze the effect of asset allocation policy (sharia stocks, sharia bonds (sukuk), and mudharabah deposits) on the performance of mixed sharia mutual fund in Indonesia during 2010-201

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15

Vyšniauskas, Povilas, and Aleksandras Vytautas Rutkauskas. "Performance Evaluation of Investment (Mutual) Funds." Business: Theory and Practice 15, no. 4 (2014): 398–407. http://dx.doi.org/10.3846/btp.2014.421.

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The efficiency of an investment fund is one of the main components in evaluating the performance of the fund. This study seeks for introducing and comparing risk and performance evaluation ratios. The paper is aimed at testing the worked out ratios and at distinguishing between the best ones for the purpose of evaluating the performance of Lithuanian mutual funds. Scientific studies show that a standard deviation, alpha, beta, Sharpe and Treynor ratios are mostly employed for identifying the performance of mutual funds that are also compared with their benchmark index to establish if these fun

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16

Siagian, Victor. "Analysis of Stock Mutual Fund in Indonesian Economy." Business and Entrepreneurial Review 5, no. 1 (2016): 19. http://dx.doi.org/10.25105/ber.v5i1.985.

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Mutual Fund is one of developing industries. Since it was launched in 1996, mutual fund industry has repidly grown. This fact was indicated by more and more mutual funds that are operated. This condition provides more choices for by investors. Beside considering of benefit and value which will be given by mutual fund, investors must also consider performance of mutual fund. The objective of this research is to evaluate performance of mutual fund in Indonesia and what factors which influence the performance of mutual fund. Measure the performance of the mutual fund, this research used model a&l

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Kusumastiti, Febrita, and Muhammad Nafik Hadi Ryandono. "Pengaruh Risiko Sistematis, Market Timing, dan Ukuran Dana Terhadap Kinerja Reksa Dana Pendapatan Tetap Syariah di Indonesia (Periode 2014-2018)." Jurnal Ekonomi Syariah Teori dan Terapan 6, no. 12 (2020): 2409. http://dx.doi.org/10.20473/vol6iss201912pp2409-2421.

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The purpose of this study is to determine the effect of the systematic of risk, market timing, and fund size toward sharia fixed income mutual funds in Indonesia period 2014-2018 partially and simultaneously. This research uses a quantitative approach and uses multiple linear regression tests to determine the relationship between exogenous variables and endogenous variable. The result of this research shows that systematic risk and fund size are partially have significant influence to the sharia fixed income mutual funds performance. Meanwhile, market timing is partially have insignificant inf

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18

Adelia, Meidiana Rizki, and Muhammad Nafik Hadi Ryandono. "DETERMINAN KINERJA REKSADANA SAHAM SYARIAH." Jurnal Ekonomi Syariah Teori dan Terapan 7, no. 5 (2020): 940. http://dx.doi.org/10.20473/vol7iss20205pp940-954.

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There are a lot of factors that determine the sharia equity mutual funds performance, included stock selection skill, market timing ability, and fund age. This study aims to understand the effect of stock selection skill, market timing ability, and fund age on the sharia equity mutual funds performance in Indonesia from 2012 to 2018. This research uses a quantitative approach using an explanatory research type. The sampling technique in this study was purposive sampling and 6 sharia equity mutual funds were selected as samples. This study uses multiple linear regression analysis. The result of

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Maftukhah, Anni. "The Performance of Sharia Equity Fund Investment Manager." Jurnal Iqtisaduna 1, no. 1 (2020): 81. http://dx.doi.org/10.24252/iqtisaduna.v1i1.16056.

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Sharia mutual funds are fund raising activities from investors to be managed by investment managers with sharia-based management, namely by not investing funds in companies whose types and scope of business are not in accordance with Islamic sharia. This study was conducted to determine the effect of turnover ratio, expenses ratio, fund size, managerial tenure, and fund selection skills on the performance of sharia mutual fund investment managers in Indonesia. The data used in this study are monthly Net Asset Value, BI rate, IHSG, annual turnover data, annual expenses ratio data, and prospectu

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Helmi, Muhammad, and Jumali Jumali. "ANALISIS UMUR REKSADANA, EXPENSE RATIO DAN KINERJA REKSADANA SAHAM DI PERUSAHAAN MANDIRI INVESTASI PERIODE 2014-2019." JEMBATAN (Jurnal Ekonomi, Manajemen, Bisnis, Auditing, dan Akuntansi) 6, no. 1 (2021): 1–12. http://dx.doi.org/10.54077/jembatan.v6i1.54.

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Mutual funds are investment facilities that are used to raise funds from the investor community for further investment in securities portfolios by investment managers, and subsequently invested in stocks, bonds, time deposits, money market, and so on. Mutual fund performance is influenced by the determining factors of whether a mutual fund performs well or poorly, the mutual fund performance factor, namely the first is the age / age of the mutual fund (Fund Age), the second is the comparison between operating costs in one year and the average net asset value in one year (Expense Ratio) and the

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Rachmawati, Rina, Sugeng Wahyudi, Irene Rini Demi Pangestuti, and Najmudin . "Funds Manager and Mutual Funds Characteristics on Mutual Funds Performance: Empirical Evidence of Equity Mutual Funds in Indonesia." International Journal of Financial Research 11, no. 2 (2020): 77. http://dx.doi.org/10.5430/ijfr.v11n2p77.

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This study examines the effect of investment fund managers' characteristics in the form of tenure, and mutual fund characteristics with proxy turnover portfolios, market timing and stock selectivity on the performance of stock mutual funds. The research sample is 27 stock mutual funds in Indonesia that were active from 2013 to 2017. On the analysis of the relationships between the characteristics of investment managers and mutual funds characteristics on the performance of stock mutual funds, a series of OLS regressions were run. The panel data regression was included based on using the Eviews

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Chong, Venny Sin-Woon, Ming-Ming Lai, and Lee-Lee Chong. "Does Fund Managers's Human Capital Add Value for The Fund Performance in Malaysia." 12th GLOBAL CONFERENCE ON BUSINESS AND SOCIAL SCIENCES 12, no. 1 (2021): 92. http://dx.doi.org/10.35609/gcbssproceeding.2021.12(92).

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This study examines the integration of fund managers' human capital characteristics (including education, gender, race, experience, age, team manager) relative to the fund performance model. A few previous empirical studies paid attention to human capital characteristics and mutual fund performances based on developed markets and have obtained mixed result findings. However, very little attention has focused on fund managers' human capital characteristics in the Malaysian mutual funds industry. Hence, this study attempts to fill this research gap.Based on a sample of Malaysian mutual fund mana

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Arora, Ruchi, and T. V. Raman. "A study on performance evaluation of equity mutual funds schemes in India." International Journal of Financial Engineering 07, no. 02 (2020): 2050017. http://dx.doi.org/10.1142/s2424786320500176.

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Mutual Funds give a platform for everyone to participate within the Indian capital market with skilled fund management no matter the number endowed. In the past few years, among the various financial products in India, Mutual Funds have emerged as the favorite. There is no doubt that acceptance of mutual funds as an investment vehicle has certainly increased among investors as many investors are earning from mutual fund — as result of increase in information and awareness among investors. Smaller amount of risk is associated with mutual fund investment than directly investing in stocks. Fund m

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Kiymaz, Halil. "A performance evaluation of Chinese mutual funds." International Journal of Emerging Markets 10, no. 4 (2015): 820–36. http://dx.doi.org/10.1108/ijoem-09-2014-0136.

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Purpose – The purpose of this paper is to examine the performance of Chinese mutual funds during the period of January 2000 to July 2013. Emerging market funds provide investors with alternative risk exposure for their portfolios. The Chinese market has developed rapidly and differs from developed markets regarding wide range of market and economic characteristics, including size, liquidity, and regulation. The performance of these funds is investigated by using various risk adjusted measures. The study also compares performances of mutual fund subgroups and explains the factors influencing th

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Wang, Ching-Chang, and Chiulien C. Venezia. "The Effect Of Market Structure On Mutual Fund Performance In Taiwan." International Business & Economics Research Journal (IBER) 11, no. 5 (2012): 487. http://dx.doi.org/10.19030/iber.v11i5.6967.

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This paper illustrates the relationship between industry concentration and performance in Taiwans mutual fund industry. Our research mainly focuses on the relation between a funds average performance and market structure. Typically, a funds manager who faces price uncertainty will dedicate his efforts to determine the scale and compositions of portfolio to achieve a better performance in the near future. Since mutual funds are price takers, the empirical results for this industry may go beyond the scope of the SCP paradigm. This study focuses on the open-end equity mutual fund in the Taiwan ma

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Kuhle, James L. "Manager Tenure - Real Estate Mutual Fund (REMF) Versus Equity Mutual Fund Performance." Journal of Business & Economics Research (JBER) 11, no. 1 (2012): 17. http://dx.doi.org/10.19030/jber.v11i1.7519.

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<span style="font-family: Times New Roman; font-size: small;"> </span><p style="margin: 0in 0.5in 0pt; text-align: justify; mso-pagination: none;" class="MsoNormal"><span style="font-size: 10pt; mso-bidi-font-style: italic;"><span style="font-family: Times New Roman;">Historically, mixed evidence has been reported suggesting that mutual fund managers exhibit superior returns based on the length of their tenure.<span style="mso-spacerun: yes;"> </span>Further, the result of tenure performance for real estate mutual fund managers has been reported with m

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Buana Putra, Bintang Pratama, and Imron Mawardi. "Perbandingan Kinerja Reksadana Syariah Di Indonesia Menggunakan Metode SHARPE (Studi Kasus Reksadana Syariah Saham, Reksadana Syariah Pendapatan Tetap dan Reksadana Syariah Campuran periode 2012-2014)." Jurnal Ekonomi Syariah Teori dan Terapan 3, no. 9 (2017): 683. http://dx.doi.org/10.20473/vol3iss20169pp683-698.

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This research aims to find out the comparison between the performance of Islamic mutual funds of stock, Islamic mutual funds of fixed income and combined Islamic mutual funds. The method of this measuring calculates upon the risk factors and the return rate of those three kinds of Islamic mutual fund. This research uses 21 samples of Islamic mutual fund in Indonesia which consist of seven Islamic mutual funds of stock, seven Islamic mutual funds of fixed income and seven combined Islamic mutual funds. The approach used is a quantitative approach with the analysis technique of ANOVA. The result

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Fan, Yuhong. "Position adjusted turnover ratio and mutual fund performance." Studies in Economics and Finance 35, no. 1 (2018): 65–80. http://dx.doi.org/10.1108/sef-03-2016-0075.

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Purpose The purpose of this study is to examine the impact of position adjusted turnover ratio on mutual fund performance. Design/methodology/approach The author calculates position adjusted turnover ratio in the same three steps as Edelen et al. (2013). Position adjusted turnover ratio is intended to be a trading cost proxy that captures both fund trading volume and per-trade costs. A metric of eight Morningstar performance measures is utilized. Findings Results show that funds with a higher position adjusted turnover ratio tend to have a lower risk-adjusted performance, such as indicated by

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Tripathi, Shivam, and Gurudutta Japee. "PERFORMANCE EVALUATION OF SELECTED EQUITY MUTUAL FUNDS IN INDIA." GAP GYAN - A GLOBAL JOURNAL OF SOCIAL SCIENCES 3, no. 1 (2020): 65–71. http://dx.doi.org/10.47968/gapgyan.31009.

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In India capital market provide various investment avenues to the investors, to assist them to take a position in various industries and to make sure the profitable return. Among various financial products, open-end fund ensures the minimum risks and maximum return to the investors, Growth, and developments of varied mutual funds products has proved to be one among the foremost catalytic instruments in generating momentous investment growth within the capital market. During this context, close monitoring and evaluation of mutual funds became essential. Therefore, choosing profitable mutual fun

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Kumaraswamy, Sumathi, and Ibrahim Al Ezee. "Performance evaluation of Saudi equity mutual funds: Fama decomposition model." Investment Management and Financial Innovations 15, no. 4 (2018): 158–68. http://dx.doi.org/10.21511/imfi.15(4).2018.13.

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This paper is in pursuit of analyzing and elongating prior research on the performance evaluation of mutual funds by a comparative analysis with three categories of 82 Saudi equity funds during 2011 to 2016 using Fama’s decomposition model. The paper also made an attempt to explore the relationship with the risk reward ratio to the relative performance measure in predicting the future performance of the Saudi equity fund returns. The empirical results show that Saudi local equity funds perform better followed by Arabian and international/global equity funds in terms of expected signs and diagn

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Bano, Yasmeen, and S. Vasantha. "Performance Analysis of the Index Mutual Fund." Asian Journal of Managerial Science 8, no. 1 (2019): 1–5. http://dx.doi.org/10.51983/ajms-2019.8.1.1472.

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A mutual fund is a professionally managed investment fund that pools together the savings of a number of investors who shares the common financial goals. These investors may be retail or institutional in nature. It offers small or individual investors access to professionally managed portfolios of equities, bonds and other securities. The paper is the study of the performance of Index fund. This is analyzed empirically since the period of 2012 – 2017. The main objective of this research is to evaluate the performance of Index funds. The study examined three parameters such as active returns, t

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Ben Belgacem, Samira, Wafa Ghardallou, and Razan Alshebel. "Investigating key funds characteristics influencing their investment performance in Saudi Arabia: A dynamic panel data approach." Investment Management and Financial Innovations 18, no. 2 (2021): 298–311. http://dx.doi.org/10.21511/imfi.18(2).2021.24.

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The study examines if specific characteristics of funds influence the performance of Saudi equity mutual funds. Previous research has explored various aspects of mutual funds. However, the Saudi Arabia literature focuses on evaluating the funds’ performance. Hence, this study seeks to close this gap by providing a framework to explain the equity fund performance. Several risks adjusted performance measures are applied such as Jensen’s alpha, lower partial moment alpha, Sharpe ratio, LPM-Sharpe ratio using the dynamic panel specification over the period 2010–2019. Based on the LPM alpha, the ri

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Rahma, Sarah Aulia, and Ari Prasetyo. "Perbandingan Kinerja Reksadana Syariah dan Pasar JII Menggunakan Metode Treynor (Studi Kasus Reksadana Saham Syariah, Reksadana Syariah Pendapatan Tetap dan Reksadana Syariah Pendapatan Campuran Periode 2011-2015)." Jurnal Ekonomi Syariah Teori dan Terapan 4, no. 5 (2017): 410. http://dx.doi.org/10.20473/vol4iss20175pp410-423.

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This research aims to find out the comparison between the performance of Islamic mutual funds of stock, Islamic mutual funds of fixed income and combined Islamic mutual funds with the market (Jakarta Islamic Index) as benchmark by using Treynor method. The method of this measuring calculates upon the risk factors and the return rate of those three kinds of Islamic mutual fund and benchmark. This research uses 21 samples of Islamic mutual fund in Indonesia which consist of seven Islamic mutual funds of stock, seven Islamic mutual funds of fixed income and seven combined Islamic mutual. The appr

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Syauqiyah, Shafira Sa’adah, and Muhammad Nafik H. R. "PERBANDINGAN KINERJA REKSADANA SYARIAH DAN REKSADANA NON-SYARIAH DI INDONESIA BERDASARKAN RETURN, RESIKO, DAN KOEFISIEN VARIASI." Jurnal Ekonomi Syariah Teori dan Terapan 5, no. 2 (2019): 122. http://dx.doi.org/10.20473/vol5iss20182pp122-133.

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This research aims to find out the performance comparison between sharia mutual funds and non-sharia mutual funds in Indonesia during 2013-2015 by using return, risk, and coefficient of variation in the three types of mutual funds; equity mutual fund, mixed mutual fund, and fixed income mutual fund. The approach used is quantitative approach by using independent samples t-test or mann whitney in the test analysis with 5% significant level. The result of this study indicate that there is no significant difference between return, risk, and coefficient of variation of sharia mutual funds and non-

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Faadilah, Farah, and Puji Sucia Sukmaningrum. "FAKTOR INTERNAL YANG BERPENGARUH TERHADAP KINERJA REKSADANA SYARIAH DI INDONESIA PERIODE 2014-20171)." Jurnal Ekonomi Syariah Teori dan Terapan 6, no. 1 (2020): 114. http://dx.doi.org/10.20473/vol6iss20191pp114-124.

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This study aims to determine the effect of fund size, expense ratio and turnover ratio. The data used in this research is the net asset value data and shariah mutual fund prospectus of 4 shariah equity funds for the period 2014-2017. This study describes using multiple linear regression test to prove the relationship between exogenous and endogenous variables. The result of the test shows that partially fund size and positive effect is not significant on the performance of Islamic stock mutual funds, the expense ratio has no significant negative effect on the performance of Islamic equity mutu

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Kusumawati, Eka, and Ega Bagja Nugraha. "Evaluation of Mutual Funds Performance And Consistency test over the use of Performance Sizing Methods." International Journal of Innovative Science and Research Technology 5, no. 6 (2020): 650–56. http://dx.doi.org/10.38124/ijisrt20jun542.

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The development of mutual fund industry in Indonesia has increases every year. From those several types of equity funds, the Net Asset Value (NAV) of mutual funds has increased by quite high number from year to year compared to other types. This research was assess the performance of mutual funds and examine those several consistency over the use of performance sizing methods from Sharpe ratio, Treynor index and Jensen's Alpha methods. Current problem who was stumbled was how the performance of stock mutual funds was measured by the Sharpe ratio, Treynor index and Jensen's Alpha methods and wh

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Shamim, Asif, Atif Mumtaz, and Bilawal Ali. "An empirical study to explore the risk adjusted performance of mutual funds: A case of Pakistan." International Journal of Financial Engineering 07, no. 01 (2020): 2050001. http://dx.doi.org/10.1142/s2424786320500012.

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The research aims to explore the risk adjusted performance of mutual funds in Pakistan. The research is based on inductive approach and secondary sources of data. The data has been collected for a total of 29 mutual funds from authentic sources such as the website of Mutual Fund Association of Pakistan and other online websites for Beta and Risk-Free Return. The tests are run on the data processed using Treynor Measure and Sharpe Ratio to reach at the conclusion if risk adjusted performance of measure mutual funds is up to the mark. It can be concluded that the risk adjusted performance of the

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Kaprielyan, Margarita, Md Miran Hossain, and Charles Armah Danso. "Mutual fund trading around mergers and fund performance." International Journal of Managerial Finance 16, no. 1 (2019): 1–20. http://dx.doi.org/10.1108/ijmf-07-2017-0134.

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Purpose The purpose of this paper is to investigate whether mutual funds (MFs) take positions in companies that subsequently engage in M&As and whether fund managers adjust portfolio holdings in the same direction as wealth creation from mergers. Further, the study is the first to examine the relation between active trading surrounding M&As and risk-adjusted performance in MFs. Design/methodology/approach The sample includes mergers conducted by publicly traded acquirers of public and private targets over 2003–2016. Several measures of MF managerial activeness in M&As are introduce

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Kumalaputri, Septini. "Equity Mutual Fund Performance Analysis using Sharpe and Treynor Indices 2012-2013." Eduvest - Journal Of Universal Studies 1, no. 9 (2021): 911–22. http://dx.doi.org/10.36418/edv.v1i9.208.

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This research examines stock mutual fund performance compared with market performance (IHSG) by Sharpe and Treynor approaches. The research problems are whether there are significant difference between stock mutual fund performance and market performance (IHSG) in Indonesia Stock Exchange (IDX) by Sharpe approach, whether there are significant difference between stock mutual fund performance and market performance (IHSG) in Indonesia Stock Exchange (IDX) by Treynor approach, and which one of stock mutual fund has the best performance if measured using Sharpe and Treynor approach. The sample in

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Vidal-García, Javier, Marta Vidal, Sabri Boubaker, and Riadh Manita. "Idiosyncratic risk and mutual fund performance." Annals of Operations Research 281, no. 1-2 (2018): 349–72. http://dx.doi.org/10.1007/s10479-018-2794-2.

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Kenneth Malefo, Boikanyo, Heng-Hsing Hsieh, and Kathleen Hodnett. "Performance evaluation of actively managed mutual funds." Investment Management and Financial Innovations 13, no. 4 (2016): 188–95. http://dx.doi.org/10.21511/imfi.13(4-1).2016.04.

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Motivated by the growing attraction of the mutual fund industry worldwide, this research seeks to explore the economic benefits contributed by the South African equity unit trust managers over the period from 6 January 2002 to 2 September 2012. The performance statistics of selected equity unit trusts are examined for the overall examination period and two sub-periods: 6 January 2002 to 6 May 2007 and 7 May 2007 to 2 September 2012. The first sub-period captures the bullish performance of the unit trusts before the 2008 global financial crisis. The second sub-period captures the global financi

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Lailiyah, Elliv Hidayatul, and Rahmat Setiawan. "Stock Selectivity Skill, Market Timing Ability, Risiko, Size, and Comparison of Performance Islamic Share Mutual Funds." IQTISHODUNA: Jurnal Ekonomi Islam 9, no. 2 (2020): 137. http://dx.doi.org/10.36835/iqtishoduna.v9i2.489.

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Indonesia is one of the countries with the largest Muslim population about 87%. The high population of the Muslim in Indonesia should be able to provide great potential in terms of Islamic finance as investment activity, which will certainly contribute positively to the Indonesian economy. Investors will always be interested in investment with high return and low risk. One of the alternative is mutual fund especially sharia equity mutual funds. The choice of the right mutual fund should pay attention to how the performance of the mutual fund. This study examine how performance of sharia equity

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Wijaya, Dimas Rahmat, and Dedi Rusdi. "PERSISTENSI KINERJA REKSA DANA SAHAM DI BURSA EFEK INDONESIA." Jurnal Akuntansi Indonesia 3, no. 1 (2016): 13. http://dx.doi.org/10.30659/jai.3.1.13-28.

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Investors are required to be more prudent in determining the investment option since many choices For investing in a mutual funds are popped . So some research is needed to review the performance of mutual funds that active in Stock exchange to be a reference in predicting the performance of mutual funds next year. This research use data from the beginning of the period 2007 until the end of 2012 or from the beginning of the global crisis period and during the crisis period is underway , it is expected to provide accurate results as a benchmark to invest in mutual funds . Because nowaday, the

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Iswadi, Iswadi, and Agustina Agustina. "KINERJA PORTOFOLIO REKSADANA SYARIAH DI BURSA EFEK INDONESIA TAHUN 2013-2017." Jurnal Akuntansi dan Keuangan 7, no. 1 (2019): 51. http://dx.doi.org/10.29103/jak.v7i1.1840.

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This study aims to determine the performance of the Sharia Mutual Fund portfolio on the Indonesia Stock Exchange. The data used in this study are primary data is the performance of Islamic mutual fund portfolio in the Indonesian stock exchange. The data used are data from January 2013 to December 2017 consisting of 18 names of stock mutual funds that have reached the target of the last five years. While the type of research used is qualitative descriptive research, namely researchers analyzing the performance of the Sharia Mutual Fund portfolio on the Indonesia Stock Exchange. The results show

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Zaenal Arifin and Sri Mulyati. "Prediction Model for the Persistence of Sharia Mutual Fund Performance in Indonesian Capital Market." International Journal of Business and Society 21, no. 3 (2021): 1033–44. http://dx.doi.org/10.33736/ijbs.3309.2020.

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Over the period of 2010 to 2012, the performance of Islamic mutual funds in Indonesia saw a high degree of persistence. However, the persistence rate decreased in the period of 2014 to 2016. Given such fluctuated rate, this research tries to identify the factors that influence the persistence of the mutual fund performance and, based on these factors, creates the predictive modelling of persistence rate. The samples of the study included all sharia mutual funds offered from 2010 to 2016 in Indonesian capital market. To construct the model, we used the Logit equation, while to evaluate the accu

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Maditiara, Anindita, and Nafik Hnafik. "KINERJA REKSADANA TERPROTEKSI SYARIAH DENGAN INDEKS SHARPE, TREYNOR, DAN JENSEN (PERIODE TAHUN 2013-2016)." Jurnal Ekonomi Syariah Teori dan Terapan 5, no. 11 (2019): 959. http://dx.doi.org/10.20473/vol5iss201811pp959-973.

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The objective of this research is to identify whether there is a difference of theperformance of mutual fund shares among Sharpe, Treynor, and Jensen Index (Period 2013- 2016) by analyzing the performance of each sampling stock from Sharia-Protected Mutual Funds. The population of this research is all Sharia-Protected Mutual Funds registered at Bapepam-LK. The data used in this research are monthly Net Asset Value (NAV), Indonesian Sharia Stock index (ISSI), and Sukuk Ijarah. The approach that has been used in this research is quantitative with One-Way Anova analysis technique with three varia

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Bajracharya, Rajan Bilas. "Mutual fund Performance in Nepalese Mutual fund units: An analysis of Monthly Returns." Journal of Advanced Academic Research 3, no. 2 (2017): 92–100. http://dx.doi.org/10.3126/jaar.v3i2.16758.

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Mutual funds dwell in a small market in Nepal. Around seven mutual funds listed in the Nepal stock exchange trade (NEPSE). This paper focused on evaluating the performance of five mutual funds of NEPSE on the basis of monthly returns compared to benchmark return. Risk adjusted performance measures suggested by Jenson, Treynor, Sharpe and statistical models are employed. It is found that, most of the mutual funds have performed better according to Jenson and Treynor measures but not up to the benchmark on the basis of Sharpe ratio. However, few mutual funds are well diversified and have reduced

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Lapatto, Anni, and Vesa Puttonen. "Life after death: acquired fund performance." Managerial Finance 44, no. 3 (2018): 389–402. http://dx.doi.org/10.1108/mf-02-2017-0031.

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Purpose The purpose of this paper is to study how the target fund in mutual fund mergers performed compared to the acquiring funds had they not been merged but continued on their own as buy-and-hold portfolios. Design/methodology/approach The authors develop a novel approach to examine post-merger wealth effects. The authors’ study how the target portfolios would have performed compared to the funds acquiring them had they not been merged but continued on their own as passive portfolios. The data set consists of 793 merging US equity funds from January 2003 to December 2014. Findings The autho

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Patel, Saurin, and Sergei Sarkissian. "To Group or Not to Group? Evidence from Mutual Fund Databases." Journal of Financial and Quantitative Analysis 52, no. 5 (2017): 1989–2021. http://dx.doi.org/10.1017/s0022109017000655.

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Despite the overwhelming trend in mutual funds toward team management, empirical studies find no performance benefits for this phenomenon. We show it is caused by large discrepancies in reported managerial structures in Center for Research in Security Prices and Morningstar Principia data sets versus U.S. Securities and Exchange Commission records, resulting in up to 50-basis-points underestimation of the team impact on fund returns. Using more accurate Morningstar Direct data, we find that team-managed funds outperform single-managed funds across various performance metrics. The relation betw

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Sun, Yen. "Analisis Kinerja 14 Reksa Dana Saham Terbaik Periode 2010." Binus Business Review 2, no. 1 (2011): 216. http://dx.doi.org/10.21512/bbr.v2i1.1129.

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Capital Market is a significant indicator of an economy for a country. However, in Indonesia many people are not familiar yet with the investment activity in capital market. The writer is then interested to study the performance of the best (15) mutual fund (shares) 2010 version of Investor Magazine for the next period investment decision in 2011. The research will be focused on several stages. First, it will compute the return for 14 mutual funds, market return and risk-free rate for one year period. Then, the performance will be evaluated using Sharpe, Treynor to find which mutual fund outpe

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