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.
Friday, March 28, 2014
Norfolk Southern 401k Updated Scan 12-31-2013
This Scan uses the 12-31-2013 Market data that was not available in January. I just want to update the 3D scan to show the large difference when 2008 data are not in the 5yr period scanned.
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