Analysis of the Performance of Mutual Funds Share (As an alternative to investing in Indonesian mutual funds)

Investment is the exchange of money with other forms of wealth such as shares or immovable property expected to be held for a certain period of time in order to generate income. It is also sacrifice of property at this moment to acquire future assets. Investing in capital markets is one way for the capitalist community to make a profit quickly. Investment in financial assets is one form of investment other than investment in real assets. The purpose of this research is to know the effect of risk on the return of fund, to know beta value of mutual fund and to know the difference of mutual fund performance based on Sharpe, Treynor and Jensen method. The period of this research is 2006 - 2010. The sample used is 13 equity funds or mutual funds. The results showed that risk has a significant effect on return, beta value of mutual fund is greater than one, and there is a significant difference of mutual fund performance.