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, April 15, 2014
The CoffeeHouse Vanguard Portfolio Scan 12-31-2013
There are several CoffeHouse portfolios on the Web. This one was posted at assetbuilder.com and was interesting to me. The 5 yr 12-31-2013 scan shows it is well diversifed. The 10 yr scan like everthing else shows the impact of 2008.
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