Research Article
Analysis of Factors Affecting the Performance of Fixed Income Mutual Funds in Indonesia (Study on RDPT Registered on OJK for the Period 2014-2018)
@INPROCEEDINGS{10.4108/eai.26-9-2020.2302719, author={Ferby Wijaya Kusumawati and V. Santi Paramita}, title={Analysis of Factors Affecting the Performance of Fixed Income Mutual Funds in Indonesia (Study on RDPT Registered on OJK for the Period 2014-2018)}, proceedings={Proceedings of The International Conference on Environmental and Technology of Law, Business and Education on Post Covid 19, ICETLAWBE 2020, 26 September 2020, Bandar Lampung, Indonesia}, publisher={EAI}, proceedings_a={ICETLAWBE}, year={2020}, month={12}, keywords={mutual fund performance past performance fund size inflation interest rates}, doi={10.4108/eai.26-9-2020.2302719} }- Ferby Wijaya Kusumawati
V. Santi Paramita
Year: 2020
Analysis of Factors Affecting the Performance of Fixed Income Mutual Funds in Indonesia (Study on RDPT Registered on OJK for the Period 2014-2018)
ICETLAWBE
EAI
DOI: 10.4108/eai.26-9-2020.2302719
Abstract
The aim of this research is to determine the influence of the past performance, fund size, inflation and interest rate toward fixed income mutual funds’ performance in Indonesia on 2014-2018. This research used 95 fixed income mutual funds which listed and published by OJK and still active during the period on 2014-2018. This research uses a quantitative approach and use pooled regression to determine the effects between past performances, fund size, inflation and interest rate toward fixed income mutual funds’ performance. The result of this research shows that partially past performance and interest rate are have a significantly positive influence and inflation have a significantly negative influence. Meanwhile fund size is partially has insignificant influence. While simultaneously, past performance, fund size, inflation and interest rate have a significant influence with the coefficient of determination is 97.9% while the rest is influenced by other variables not included in this research.
