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, September 4, 2015
Prudential Financial 401k Plan PSDS Scan 12-31-2014
This scan includes only investment options that are 5% or more of Plan assets. In the scan the QMA U.S. Broad Market Index Fund is represented by the S&P 1500 Total Market Index S&P.TMI in the scan.
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