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.
Thursday, August 27, 2015
Fidelity National Information Services 401k Plan Scan 12-31-2014
Company stock FIS was removed from the 401k Plan in 2011 and is not in this scan. If it were in the scan the Balanced portfolio APR would increase about 0.5% and the portfolio diversification ratio PDR would decrease slightly.
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