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, March 19, 2014
A Diversified Roth Portfolio PSDS Scan 12-31-2013
This is an actual Roth portfolio that was designed to use diversification to reduce the volatility risk of the portfolio. It is described in a Technical Note I am working on that will be posted this summer.
This is the same portfolio scanned with 10yr Market data.
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