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, January 29, 2009
Safeco 401k Plan PSDS Scan 12/31/2008
The funds in the scan were MNTRX, VBMFX, VBINX, HWLIX, AGTHX, GSSMX, and VTSMX. The inverted "efficient frontier" is again clear to see. The Balanced portfolio has most of the money invested in MNTRX and VBMFX.
The funds in the scan were MNTRX, VBMFX, VBINX, HWLIX, AGTHX, GSSMX, and VTSMX. The inverted "efficient frontier" is again clear to see. The Balanced portfolio has most of the money invested in MNTRX and VBMFX.
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