IDEAS home Printed from https://ideas.repec.org/a/uii/jrambr/v1y2021i1p27-34id18320.html
   My bibliography  Save this article

Mutual performance assessment model: Comparative analysis

Author

Listed:
  • Bazfa Azzah Zhorifah
  • Dwipraptono Agus Harjito

Abstract

This study aims to determine the comparison of mutual funds performance between stock mutual funds, fixed income mutual funds and mixed mutual funds in 2015-2017 using the Jensen, Sharpe, Treynor and Black models. Using purposive sampling method, this study used a sample of 30 mutual funds consisting of 10 equity funds, 10 fixed income mutual funds, and 10 mixed mutual funds during 2015-2017. The data analysis used to test the hypothesis was the One Way ANOVA test and the Kruskal-Wallis test. The results showed that there was no difference in performance between stock mutual funds, fixed income mutual funds, and mixed mutual funds in 2015-2017 which were analyzed using the Jensen, Sharpe, and Treynor models, there was a difference in performance between stock mutual funds, fixed income mutual funds, and mixed mutual funds in 2015. -2017 were analyzed using the Treynor and Black models.

Suggested Citation

  • Bazfa Azzah Zhorifah & Dwipraptono Agus Harjito, 2021. "Mutual performance assessment model: Comparative analysis," Asian Management and Business Review, Master of Management, Department of Management, Faculty of Business and Economics Universitas Islam Indonesia, vol. 1(1), pages 27-34.
    • Handle: RePEc:uii:jrambr:v:1:y:2021:i:1:p:27-34:id:18320
    as

    Download full text from publisher

    File URL: https://journal.uii.ac.id/AMBR/article/view/18320
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:uii:jrambr:v:1:y:2021:i:1:p:27-34:id:18320. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ana Yuliani (email available below). General contact details of provider: https://journal.uii.ac.id/AMBR/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.