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, October 10, 2012
Natl. Assoc. of Realtors 401k PSDS Scan 12-31-2011
I ran one scan including the stock of a NYSE realty company with little change in the Balanced portfolio performance. The last five years have not been the best of times.
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