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, July 31, 2008
Weyerhaeuser 401k PSDS Scan 6/30/2008
The six funds in the scan were,
VFINX, VEXMX, VTINX, VBMFX, VGSTX, VWINX
This was the lowest PSR to date, a conservative low cost portfolio.
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