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.
Tuesday, November 4, 2008
Amgen 401k Plan PSDS Scan 9/30/2008
The 10 funds in the scan were FUSEX, FCNTX, NBGNX, VGSIX, PHIYX, FSHBX, FFFAX, FFFCX, VGTSX, EFA where VGTSX and EFA were proxies for the many individual stocks held in a 401k plan trust.
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