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.
Friday, March 13, 2015
Bank of America 401k Plan PSDS Scan 12-31-2014
This scan includes all of the investment options with 5% or more of the Plan plus a few Target Date Funds and other large employee holdings.
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