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, March 14, 2011
Johnson & Johnson 401k (RSP) PSDS Scan 12-31-2010
Each year I look for this plan to change for the better and it does not. The Balanced portfolio is a GIC lifeboat again this year with 1.0% invested in company stock JNJ. There is not much to say.
Each year I look for this plan to change for the better and it does not. The Balanced portfolio is a GIC lifeboat again this year with 1.0% invested in company stock JNJ. There is not much to say.
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