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.
Wednesday, March 25, 2009
State of Michigan 401k Plan PSDS Scan 12/31/2008
This scan has the SSgA stable value fund in the scan represented by FUND G. The SSgA Target Retirement funds are represented in the scan by the same T. Rowe Price funds used in the South Carolina 401k scan
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