IDX BUMN20 PERFORMANCE MEASUREMENT WITH SHARPE, TREYNOR, AND SORTINO

Portfolio asset management must minimize risk exposure for the investor. Measuring performance of any instrument can be done by looking at risk-reward. Observe stock listed in BUMN 20 Index with measurement analytical tools like Sharpe ratio, Treynor Ratio, and Sortino ratio. This study is descriptive quantitative research as this aims to explain how ratio between 2018 2021. All population focuses on IDX BUMN20 constituents. uses purposive sampling criteria. reveals that constituents use three produce dominated negative values so they have not been able exceed BI rate a risk-free investment instrument. helps investors make more accurate considerations making decisions investing.
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