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, April 25, 2014
Computer Sciences MAP 401k Plan PSDS Scan 12-31-2013
The portfolio in the Scan has only the funds that are 5% or more of the Plan assets. In the Scan DWCPT is the Mellon Bank Daily Market Completion Fund for which I have market data. VFINX is a proxy for the other Mellon Bank fund in the 5% portfolio.
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