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, August 31, 2015
Phillips 66 401k Plan PSDS Scan 12-31-2014
Company stock PSX is the largest holding in the Plan but only has only 3 years of market data and is not in the scan. Conoco Phillips stock COP is also in the 401k Plan and is in the scan. Interesting.
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