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.
Monday, June 23, 2008
Nordstrom 401k PSDS Scan 5/31/2008
The funds in the scan were,
VBINX, AEPGX, PGEOX, PGRWX, PVISX, VISGX, NMIRX
several funds are index proxies for plan funds without online market data.
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