Penggunaan Omega Ratio Untuk Menganalisis Kinerja Reksa Dana Campuran Konvensional Periode 2014-2017

Sari

This study aims to analyze a mixture of conventional mutual funds’ performance and which a mixture of conventional mutual funds that is the best by using Omega ratio. This research is quantitative descriptive. The scope of this research is the mixture of conventional mutual funds registered with the Financial Services Authority (OJK). The total research population in this research was 83 a mixture of conventional mutual funds. Samples taken were 46 by using the method of purposive sampling technique while the data collection used documentation techniques. The data analysis technique used was quantitative analysis. The results of this study showed that the best mixture of conventional mutual fund that uses the omega ratio in 2014 is KresnaFlexima, Henan Henan-HPAM Premium in 2015, Sucorinvest Flexi Fund in 2016 and 2017. In 2014 there were 36 mutual funds that is out performance and 10 mutual funds that is under performance, while in 2015 there were 13 mutual funds that is out performance and 33 mutual funds is under performance, in 2016 there were 28 mutual funds categorized in out performance and 18 mutual funds in under performance. The last is in 2017 that there were 41 mutual funds which is out performance and 5 mutual funds that is under performance.

Keywords : mix fund, omega ratio