Analisis Kinerja Reksa Dana Syariah Di Indonesia Berdasarkan Indeks Sharpe

Shafhah, Maharani Callista (2023) Analisis Kinerja Reksa Dana Syariah Di Indonesia Berdasarkan Indeks Sharpe. Other thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Realisasi investasi Indonesia mengalami tren peningkatan pada lima tahun terakhir. Reksa dana merupakan instrumen investasi di pasar modal yang sangat sesuai untuk individual kecil. Namun dalam praktiknya, tidak sedikit investor individual besar bahkan investor institusional yang menjadikan instrument reksa dana sebagai bagian dari portofolio investasi mereka. Pada perkembangannya, reksa dana mulai menerapkan prinsip syariah dalam menjalankan strategi bisnisnya. Penelitian ini bertujuan untuk mengetahui kinerja reksa dana syariah di Indonesia yang memiliki 9 jenis reksa dana yang terdaftar di OJK pada tahun 2019-2021 apakah terdapat perbedaan yang signifikan dari reksa dana - reksa dana tersebut. Indeks pengukuran kinerja yang digunakan adalah indeks Sharpe serta diperkuat dengan uji statistik yaitu uji ANOVA. Hasil penelitian ini diharapkan dapat memberikan informasi kepada para investor dalam memiliki jenis reksa dana yang tepat agar mempertimbangkan risiko yang ada untuk mendapatkan keuntungan yang optimal. Hasil penelitian menunjukkan bahwa reksa dana syariah terbaik berdasarkan indeks Sharpe selama tiga tahun (pada tahun 2019 hingga 2021) adalah reksa dana SHAM (Shinhan Sukuk Syariah I) dengan manajemen investasi berasal dari PT Shinhan Asset Management dan bank custodian dari PT Bank Mega Tbk dan jenis reksa dana yaitu sukuk. Dan uji ANOVA pada data kinerja reksa dana syariah disimpulkan bahwa berdasarkan jenis reksa dana yang berbeda tidak memberikan pengaruh signifikan terhadap kinerja reksa dana pada periode tahun 2019-2021
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Indonesia's investment realization has experienced an increasing trend in the last five years. Mutual funds are investment instruments in the capital market that are very suitable for small individuals. However, in practice, there are not a few large individual investors and even institutional investors who make mutual fund instruments part of their investment portfolio. In its development, mutual funds began to apply sharia principles in carrying out their business strategy. This study aims to determine the performance of Islamic mutual funds in Indonesia, which has 9 types of mutual funds registered with the OJK in 2019-2021, whether there are significant differences between these mutual funds. The performance measurement index used is the Sharpe index and is strengthened by a statistical test, namely the ANOVA test. The results of this study are expected to provide information to investors in having the right type of mutual funds in order to consider the existing risks in order to get optimal returns. The results showed that the best sharia mutual funds based on the Sharpe index for three years (2019 to 2021) were SHAM mutual funds (Shinhan Sukuk Syariah I) with investment management from PT Shinhan Asset Management and custodian bank from PT Bank Mega Tbk and type mutual funds, namely sukuk. And the ANOVA test on the performance data of Islamic mutual funds concluded that based on different types of mutual funds it does not have a significant effect on the performance of mutual funds in the 2019-2021

Item Type:	Thesis (Other)
Uncontrolled Keywords:	Reksa Dana Syariah, Sharpe, ANOVA.
Subjects:	H Social Sciences > HG Finance > HG4529 Investment analysis H Social Sciences > HG Finance > HG4910 Investments
Divisions:	Faculty of Vocational > 49501-Business Statistics
Depositing User:	Maharani Callista Shafhah
Date Deposited:	27 Feb 2023 01:02
Last Modified:	27 Feb 2023 01:02
URI:	http://repository.its.ac.id/id/eprint/97702

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