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.
Friday, July 20, 2012
John Deere 401k (RSP) Choice 3 PSDS Scan 12-31-2011
This year the scan is for the Option Three-Other Funds on page 8 of the John Deere Retirement Savings Plan posted on the web. I have no information on employee asset allocations.
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