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 8, 2014
WSJ Model Portfolio PSDS Scan 12-31-2013
This Mornings WSJ September 8- 2014 looked interesting. All but two of the funds have 5yr market data. In the scan MOATX is VASGX and FRXIX is FRSEX.
No comments:
Post a Comment