Dataset - F1000 - 109708.xlsx

This research was conducted on Islamic money market mutual funds registered with the OJK using three years (2015-2018) with a total sample of 36 Islamic money market mutual funds. There is one dependent variable in this research, namely the Islamic money market mutual funds’ performance, and three independent variables: asset allocation policy, investment manager performance, and risk level. The asset allocation policy variable was measured using Sharpe’s Asset Class Factor Model, the investment manager performance using the Treynor-Mazuy Model, the level of risk using the Standard Deviation Formula, and the performance of the Islamic money market mutual funds using the Shape Ratio