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The stages of the investment decision process include five stages of decision, which is the determination of investment objectives; investment policy determination; selection of portfolio strategy; asset selection; measurement and evaluation of portfolio performance. This study aims is to find out (1) which optimal portfolio is best performing after being measured by Sharpe, Treynor, and Jensen Indexes (2) Comparison of the performance rankings of the Sharpe, Treynor, and Jensen models of the optimal portfolios of the Jakarta Islamic Index which were formed before, medium, and after the crisis whether the results obtained are the same or there are differences between the three models. The results of this study indicate that there is no significant difference in the measurement of optimal portfolio performance in the period before, during, and after the 2008 global crisis using the Sharpe, Treynor, and Jensen methods.