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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
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How to Cite
Zhorifah, B. A., & Harjito, D. A. (2021). Mutual performance assessment model: Comparative analysis. Asian Management and Business Review, 1(1), 27–34. https://doi.org/10.20885/AMBR.vol1.iss1.art3