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, December 22, 2008
Top30 ETF Portfolio PSDS Scan 11/30/2008
The Top 30 ETFs based on 5yr Sharpe ratio were screened from the 11/30/2008 Thomson market data file with only one "money market" fund included, there are lots of them with high SRs and about the same low APR. Happy Holidays.
The Top 30 ETFs based on 5yr Sharpe ratio were screened from the 11/30/2008 Thomson market data file with only one "money market" fund included, there are lots of them with high SRs and about the same low APR. Happy Holidays.
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