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.
Monday, August 25, 2014
Royal Bank of Canada USA 401k PSDS Scan 12-31-2013
This 401k will get you to retirement but the ride will be very bumpy; it is not well diversified with a PDR = 0.04.
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