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, March 19, 2009
Dell 401k Plan PSDS Scan 12/31/2008
This scan included Dell stock and the plan's stable value fund represented by Morley Financial's stable value fund. The employees had about 10% their money invested in the stock as of the 12/31/2007 SEC 11-k filing.
This scan included Dell stock and the plan's stable value fund represented by Morley Financial's stable value fund. The employees had about 10% their money invested in the stock as of the 12/31/2007 SEC 11-k filing.
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