World 20 ETF Porfolio Scan With Covariance

As this 12-31-2011 Chart shows the World 20 ETF Portfolio has more true volatility than an older investor like myself may want to manage. It requires frequent trades as Countries move in and out of the Balanced portfolio defined by the highest Sharpe ratio. That portfolio's true standard deviation is a lot higher than I expected. More on this issue in a TechNote I am writing.

Snap-on, Inc. 401k(SP) Plan PSDS Scan 12-31-2011

Hewlett-Packard 401k Plan PSDS Scan 12-31-2011

Agilent Technologies 401k Plan PSDS Scan 12-31-2011

American Science and Engineering 401k PSDS Scan 12-31-2011

Marriott International 401k (RSP) PSDS Scan 12-31-2011

Southern Co. 401k (ESP) Plan PSDS Scan 12-31-2011

Burger King 401k (SP) Plan PSDS Scan 12-31-2011

Burger King went private in 2010 (BKC old stock ticker) and went public again this week as BKW. There is no company stock in the scan this year.

Waters Corp. 401k (EIP) Plan PSDS Scan 12-31-2011

A Sharpe Stock Portfolio PSDS 3 Test Case

Franklin Templeton 401k (RP) Plan PSDS Scan 12-31-2011

Sharpe Roth Prototype Design Scan 12-31-2011

Wells Fargo & Co. 401k Plan PSDS Scan 12-31-2011

UnitedHealth Group 401k Plan PSDS Scan 12-31-2011

DreamWorks Animation SKG 401k Scan 12-31-2011

Aon 401k (SP) Plan PSDS Scan 12-31-2011

Morningstar 401k Plan PSDS Scan 12-31-2011

This portfolio was posted on Morningstar's website in 2011.

Dun & Bradstreet 401k Plan PSDS Scan 12-31-2011