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.
2003
Design Education in a Research
University.
A Material Geometry Kernel
for Composite and Biomaterials.
2005
An Application of Stochastic Methods
to Develop Hybrid Finite Element
Models of Nanostructures
2008
2012
An American Engineer’s Tale 2012 Addendum
2008
Retirement Income & Growth Investing
2009
A Rational and Emotional Market Paradox
A Confusion of Web Comparison Metrics
Digital Investment Data Exchange
Rebalanced IRA Portfolio
Q1 Performance
Rebalanced IRA Portfolio
Top 5yr 401k Plans – 2004 to 2008
Portfolio Stochastic Design Scans:
A Fractional Roth Conversion
Portfolio Stochastic Design Scans:
Annual Review of Model Assumptions
2010
Portfolio Stochastic Design Scans:
Profiling Target Date Retirement Funds
Portfolio Stochastic Design Scans:
Top 5yr 401k Plans – 2009
Portfolio Stochastic Design Scans:
Digital Investment Data Exchange - 2010
A Note on Solvency-Risk Models
2011
A Note on Pension Plan Solvency-Risk Models
2012
A Note on Portfolio Diversification Models
The World 20 ETF Portfolio & Covariance
2012 Top 401k Balanced Portfolios
2013
401-k Design Scans based on SEC 11-k Reports
Portfolio Design Space Max-Min Envelope
The 401k Portfolio In-Retirement
Target Date Retirement Income Funds
2014
Design for Portfolio Diversification
A Simple Metric for Portfolio Diversification
A Collection of “TSP” Retirement Portfolios
2015
A Grangaard Retirement Strategy Update
A Diversified Portfolio Design Study
401k Plan Portfolios - Menu Size
2016
4 comments:
I noticed in this scan that about half of the ETF's used in the portfolio fall below the line. In the other scans most of the funds selected in the 401k plans are above the line or close. It seems that the good results in the ETF scan indicated the there is a dramatic range of performance. Each ETF is always fully invested so you feel the full impact of both positive and negative periods. What is equally interesting is that with enough diversification you can overcome the impact any few poor performers have on the total portfolio. The passive vs. active management debate could be enhanced by looking more closely at portfolio differences using the PSDS.
The Sharep "Balanced Portfolio"
has almost all the money in four
of the ETFs; SHY, EFA, EEM,and GLD.
You are right about that and better
ETFs should be in the top 10 but
that is where Mr. Market put his
money.
When EEM split 3 for 1 on July 24
my Goolgle portfolio for the Top 10
was off by a huge amount. Google
did not automatically correct. You had to edit the portfolio to change
the number of shares by 3X and reduce the cost basis price by 1/3X. They should do that for you.
FAIRX, PRPFX, MDLOX, TEDMX, MEMAX,
NBGEX, PCVAX, PGNAX, TGVAX,
MY PORTFOLIO SCAN
PDMIX, PCVAX, MSUSX, TGVAX, NBGEX t
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