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, December 21, 2011
2011 Sharpe Stock Portfolio PSDS Scan 12-31-2010
This year two stocks MCD and CHD carried my portfolio while BRK and the Mutual Funds were off their 2010 highs. In 2011 YTD they out performed GLD too, Merry Christmas everyone.
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