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, July 11, 2014
Time Warner Inc. 401k PSDS Scan 12-31-2013
In the scan the Blackrock Extended Equity Trust Fund is represented by the Dow Jones US Completion TSM Index which in the scan is DWCPT.
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