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.
Sunday, August 10, 2008
Colgate Palmolive 401k PSDS Scan 6/30/2008
There were 8 Funds in the scan. DCPFX was a proxy for the core plus fixed income fund not clearly identified.
No comments:
Post a Comment