My interest is in scanning 401k portfolios to image the
efficient frontier and highlite portfolios that have
high risk adjusted returns. The portfolio with highest Sharpe ratio will appear in the scan image for each 401k
plan posted.
Thursday, March 6, 2008
Google 401k plan PSDS scan 1/31 & 6/30 2008
The same 15 funds were scanned with 6/30/2008 data. Note the large bear market changes in the last six months.
The next 401k plan posted will be for Chevron Texaco.
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