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, February 2, 2011
US Government 401k (TSP) Plan PSDS Scan 12-31-2010
The TSP plan has made modest year-over-year improvement and the Balanced portfolio has a few more funds as of 12-31-2010. All in all a very average plan that is slowly getting over 2008.
The TSP plan has made modest year-over-year improvement and the Balanced portfolio has a few more funds as of 12-31-2010. All in all a very average plan that is slowly getting over 2008.
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