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, October 27, 2014
Extra Space Storage Inc. 401k Plan PSDS Scan 12-31-2013
It is not often that company stock has a higher Sharpe ratio than the Balanced portfolio. Company stock for Extra Space Storage Inc. the last five years had a Sharpe ratio of 1.78 and the Balanced portfolio in this scan has a Sharpe ratio of 1.55.
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