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.
Wednesday, May 18, 2016
GE 11-k Retirement Savings Plan PSDS Scan 12-31-2014
I have looked at this portfolio using 7.31.2015 market data and the 5yr returns are slightly higher and the STD is too.
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