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.
Tuesday, March 8, 2011
A PCRA 457 Plan PSDS Scan 12-31-2010
This plan has improved a little over last year with about the same return and lower volatility. It was designed for my grandchildren and young people in general rather than retirees.
This plan has improved a little over last year with about the same return and lower volatility. It was designed for my grandchildren and young people in general rather than retirees.
No comments:
Post a Comment