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.
Thursday, May 30, 2013
FMC Corp. 401k (SIP) Plan PSDS Scan 12-31-2012
All the posted data in this Scan include covariance. I finally have that automated and this is the first 401k Scan that does not require a comparison chart.
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