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, August 6, 2012
WSJ-ETF Market Cap Portfolio Scan 12-31-2011
The Wall Street Journal today 8-6-2012 on page R4 published the July 31, 2012 largest asset ETF funds and this scan portfolio is for the 12 largest ETFs.
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