文章基本信息

标题：PERFORMANCE MEASUREMENT ANALYSIS OF MUTUAL FUND SHARES IN PT. SECURITIES TBK PANIN
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作者：Bagus Pandu Wahana ; Untara Untara
期刊名称：Faculty of Economics
出版年度：2008
卷号：0
期号：0
语种：English
出版社：Faculty of Economics
摘要：This research was conducted to evaluate a mutual fund that has optimalperformance during the period 2007 to 2008. In this study as the research objectis a mutual fund that has a Net Asset Value per unit that is always changing,which is an equity fund Panin Maksima Fund, mutual fund performancemeasurement in this study using the method of time weighted rate of return andSharpe. Thats because Sharpe methods include the element of risk in theircalculations. Where the objective in-time method of weighted rate of return is toknow the historical performance of a particular period of a mutual fund and thepurpose is to compare the methods on average Sharpe excess rate of return onaverage portfolio from risk-free investment over the term of the portfolio riskmeasurement. The data used is the Net Asset Value per unit (NAV / unit)months during the years 2007 to 2008.