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, October 22, 2012
A World 20 ETF GTAA Portfolio Scan 12-31-2011
This post is part of a study I am doing, not a 401k Plan scan. They rarely have GTAA options that some pension funds use to hedge certain market risks.
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