Analisis Komparatif Kinerja Reksa Dana Saham Syariah dan Reksa Dana Saham Konvensional di Indonesia

Ayu Nanda Pratiwi, Diyah Santi Hariyani, Liliek Nur Sulistyowati

Abstract


Tujuan dari penelitian ini adalah untuk menyelidiki perbedaan antara kinerja reksa dana saham syariah dan reksa dana saham konvensional dengan menggunakan rasio sharpe, rasio treynor, rasio jensen dan rasio sortino. Penelitian ini menggunakan metode kuantitaf dengan sampel penelitian sebanyak 5 produk reksa dana saham konvensional dan 5 produk reksa dana saham syariah berdasarkan teknik purposive sampling. Metode analisis yang digunakan dalam penelitian ini adalah uji beda statistik Independent Sample T-test. Hasil temuan pada penelitian ini menunjukkan bahwa terdapat perbedaan yang signifikan antara kinerja reksa dana saham syariah dan kinerja reksa dana saham konvensional mengggunakan rasio sharpe dan jensen dengan nilai tingkat signifikansi masing – masing sebesar 0.016 dan 0.021. Sedangkan pada rasio treynor dan sortino menunjukkan bahwa tidak terdapat perbedaan yang signifikan antara kinerja reksa dana syariah dan kinerja reksa dana konvensional dengan nilai tingkat signifikansi masing – masing sebesar 0.396 dan 0.493


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References


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