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, September 9, 2014
Magnetek Inc. 401k Plan PSDS Scan 12-31-2013
This 401k Plan has good investment options but company stock MAG has been a poor invetment the last 5 yrs and is very volatile.
No comments:
Post a Comment