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, June 14, 2010
Roth IRA Rebalanced Portfolio PSDS Scan 6-14-2009
This is not a 401k plan but it is what I am working on today instead of the usual scans. The portfolio has 8 investment options and some are stocks. The grandchildren are the plan participants and although they are not retired yet some are over 30.
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