Mutual performance assessment model: Comparative analysis

Bazfa Azzah Zhorifah () and Dwipraptono Agus Harjito ()

Asian Management and Business Review, 2021, vol. 1, issue 1, 27-34

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.

Keywords: Mutual funds performance; equity mutual funds; fixed income mutual funds; and mixed mutual funds (search for similar items in EconPapers)
Date: 2021
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://journal.uii.ac.id/AMBR/article/view/18320 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:uii:jrambr:v:1:y:2021:i:1:p:27-34:id:18320

Access Statistics for this article

More articles in Asian Management and Business Review from Master of Management, Department of Management, Faculty of Business and Economics Universitas Islam Indonesia
Bibliographic data for series maintained by Ana Yuliani ().