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, October 30, 2015
Citygroup 401k Plan PSDS Scan 12-31-2014
Only investment options marked as 5% of Plan assets in the SEC 401 11-k report are in the scan.
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