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, June 26, 2015
UnitedHealth Group 401k Plan PSDS Scan 12-31-2014
The scan this year is for the portfolio of investment options that are 5% or more of Plan assets and company stock UNH. Most of that portfolio are Target Date Retirement funds which produced an interesting diversification improvement.
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