These Dow stocks all have Sharpe ratios greater than 1.0
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, November 30, 2015
Friday, November 27, 2015
Wednesday, November 25, 2015
Monday, November 23, 2015
Monday, November 16, 2015
Thursday, November 5, 2015
Tuesday, November 3, 2015
A "Harry Browne" Portfolio PSDS Scan 12-31-2014
In this "Harry Browne" portfolio gold was replaced with a US company well over 100 years old that performs better in all 4 market disasters than gold, Church & Dwight CHD.



























