| Title | EVALUASI KINERJA PORTOFOLIO SAHAM PADA PT CHUBB LIFE INSURANCE INDONESIA DENGAN METODE SHARPE RATIO, TREYNOR RATIO, DAN INFORMATION RATIO |
|---|---|
| Author | DINA NUR FITRIANA |
| Date Issued | 06/14/2021 |
| Subject | METODE SHARPE RATIO, TREYNOR RATIO, DAN INFORMATION RATIO |
| Abstract | Tujuan dari penelitian ini untuk menganalisis kinerja fund unit link khususnya yang memiliki portfolio saham dengan menggunakan metode Sharpe Ratio, Treynor Ratio, dan Information Ratio. Periode penelitian yang digunakan adalah tahun 2016 – 2018. Penelitian ini merupakan penelitian kuantitatif deskriptif. Populasi penelitian ini adalah seluruh fund yang dimiliki PT Chubb Life Insurance Indonesia pada periode 2016 – 2018. Pemilihan sampel ditentukan dengan Teknik purposive sampling dengan kriteria fund yang dijadikan sampel adalah fund dengan benchmark yang sama yaitu IHSG. Hasil penelitian menggunakan metode Sharpe Ratio, Treynor Ratio, dan Information Ratio ini terdapat satu fund yang konsisten memiliki kinerja yang mendekati benchmark yaitu fund Rupiah Equity III. Sedangkan kedua fund sampel lainnya memiliki kinerja yang tidak konsisten terhadap benchmark dan risiko pasar. Kata kunci : sharpe ratio, treynor ratio, information ratio, outperform, underperform |
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| Size : | 0.48 MB | Description : | Bab 1 |
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| Size : | 0.28 MB | Description : | Bab 3 |
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| Size : | 0.46 MB | Description : | Bab 4 |
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| Size : | 0.09 MB | Description : | Bab 5 |
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| Size : | 0.08 MB | Description : | DAFTAR PUSTAKA |
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| Size : | 0.58 MB | Description : | Lampiran |
| Name : | HAL.JUDUL-dikompresi.pdf | Format : | Please Sign in to download file | |
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| Size : | 0.39 MB | Description : | JUDUL |
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