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, September 29, 2014
S&P500 Top20 1957-2012 PSDS Scan 12-31-2013
A 10yr period scan for this all stock portfolio shows it is not as diverse or high performing as the 5yr scan would indicate. No surprise there and it is probably more representative "long run" performance.
No comments:
Post a Comment