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.
Tuesday, October 6, 2015
A Harry Browne 4 Option Portfolio PSDS Scan 12-31-2014
In the portfolio I used CHD for GLD. It has been better than gold for a long time in my opinion at least.
In the 10yr scan VIG was replaced by VDIGX (mutual fund for ETF) because VIG does not yet have 10yr market data.
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