The Effects of Asset Under Management, Sharpe Ratio, Inflation and IHSG on the Performance of Stock Mutual Funds and Fixed-Income Funds for the Period 2012-2017

DOI

10.2991/aebmr.k.210831.023How to use a DOI?

Keywords

Asset Under Management, Sharpe Ratio, Inflation, IHSG, Performance

Abstract

This thesis examines the internal and external factors of return on mutual funds, fixed income mutual funds. The sample used is stock mutual funds and fixed income mutual funds listed on the Indonesia Stock Exchange and actively traded from January 2013 to December 2017. The number of mutual funds that meet the research criteria is 175 mutual funds. The form of data used in this study is panel data. The analytical tool used is a regression with the EViews 9.0 statistical program. The result shows the independent variable consisting of managed funds, Sharpe ratio, inflation, and IHSG jointly influence the dependent variable (stock return). Partially, managed funds, Sharpe ratio, inflation have a significant effect on stock mutual fund returns and return on fixed income mutual funds, but managed and inflation funds have a negative effect, while IHSG does not affect the return of stock mutual funds and return on fixed income funds.

Copyright

© 2021, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Dian Windu Pratama
PY  - 2021
DA  - 2021/09/02
TI  - The Effects of Asset Under Management, Sharpe Ratio, Inflation and IHSG on the Performance of Stock Mutual Funds and Fixed-Income Funds for the Period 2012-2017
BT  - Proceedings of the 5th Global Conference on Business, Management and Entrepreneurship (GCBME 2020)
PB  - Atlantis Press
SP  - 112
EP  - 114
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.210831.023
DO  - 10.2991/aebmr.k.210831.023
ID  - Pratama2021
ER  -