文章基本信息

标题：SHARE FUND PERFORMANCE ANALYSIS USING SHARPE, TREYNOR, AND JENSEN
本地全文：下载
作者：Ahmad Andri ; Dr. Emmy Indrayani
期刊名称：Faculty of Economics
出版年度：2009
卷号：0
期号：0
语种：English
出版社：Faculty of Economics
摘要：Keyword: Keywords: Mutual Shares Fund, the method of Sharpe, Treynor and JensenAbstrack:ABSTRACTThe purpose of this study to determine the performance of some equity funds. The author conducted research on the three equity fund products, namely Smart Plan, The Fund Shares, and Capital Trim. From the calculation results can be known that no single equity fund products that can outperform sequent for three years in succession. This is caused by changes in average return generated by each mutual fund products. In a ranking of mutual funds, Capital Trim first place in 2006 and 2007, while in 2008 occupied by Si Fund Shares.