PortfolioDesignScan

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.

Tuesday, January 21, 2014

A Diversified ETF Portfolio on the Web 12-31-2012 Scans

I am still waiting on 2013 Market Data and found an interesting diversified ETF portfolio and ran scans with 3yr and 5yr market data. The Red data are with covariance and the Blue without covariance. What a difference 2008 makes.

Edward L. Stanton, Ph.D. at 10:45 AM

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About Me

Edward L. Stanton, Ph.D.: The backyard Walden house design studio cost less than $500 to solar power up. The solar panels and kit cost $315 at COSTCO and the 12-volt rechargeable battery cost $73 at the House of Batteries. We posted the first solar powered PSDS scan from here 05-16-2009. The new marine is the boy at the front of the group picture and his older cousin in front of the tall blond girl is a marine veteran. The grandchildren are mostly grown and the great-grandchildren are now learning solid geometry and making Platonic solids.

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Tuesday, January 21, 2014

A Diversified ETF Portfolio on the Web 12-31-2012 Scans

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