Thursday, April 9, 2015

White Mountain 401k Plan PSDS Scan 12-31-2014

This scan only contains investment options that are 5% or more of plan assets. The stable value fund represented by WFSRF has a high Sharpe ratio that over weights that option in my opinion. That happens so often some mutual fund Plan trustees provide an alternative "Sharpe ratio" near the origin. Professor Sharpe assigns the value of the Sharpe ratio at the origin as 1 and that sounds good to me.






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