GDL

Journal from JBPTPPOLBAN / 2012-03-22 14:00:43
Oleh : Mardha Tri Meilani ; Diharpi Herli Setyowati
Dibuat : 2012-03-22, dengan 1 file

Keyword : ranking, pairwise comparison, mean, variance, mutual fund

A performance measure of mutual fund is useful in ranking the performance of mutual funds. This study examines mutual fund performance using pairwise comparison with mean-variance dominance for fixed income mutual funds in 2009. The sample of this research is 10 product of fixed income mutual funds. The method used in this research is a method of ranking the performance of mutual funds used method of pairwise comparison with the mean-variance dominance criterion which develop by Owen (1999). The result of fixed income mutual fund performance rating model using the pairwise comparison method based on the mean-variance dominance suggests that mutual fund products which have an average rate of return (mean) and variance or standard deviation (risk) will have the highest high score so that it has a chance to obtain the highest rating. While the mutual fund product that has the lowest average rate of return and risk would have a low score so having the opportunity to obtain the lowest rating.

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