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, January 2, 2013
Piper Jaffray 401k (RP) Plan PSDS Scan 12-31-2011
The Advisory Research Funds in the Plan do not yet have 5yr market data and proxies were used for them; ADVIX (TAVIX), ADVGX(JICVX) and ADVWX(VTRIX).
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