Thursday, June 26, 2008

Intel 401k Plan PSDS Scan 5/31/2008

A 3D scatter plot of the 20 Fund Intel portfolio scanned





The Intel 401k plan has over 50 funds. This scan has 50 funds
and produced the highest Sharpe ratio to date by far. The 50
funds in the scan were,

RGAFX, BLUEX, PCFAX, TGCEX, QQQQ, FCNTX, FDGRX,
VIGIX, CEYIX, DODGX, LMNVX, VIIIX, TWEAX,
VLUDX, VWNEX, IWD, FMCSX, PFMAX, TGVOX,
VSEVX, VMCIX, FLPSX, GCMAX, LLPFX, VISGX,
GSSIX, PENNX, ASCQX, ASVIX, VISVX, MDGCX,
TGADX, DPIEX, AEPGX, ISMAX, VTRIX, REACX,
GLDAX, GMCEX, LZEMX, SSEMX, MALOX, FPURX,
VCVSX, FRIAX, PGOVX, VFIUX, CBDIX, PTTRX,
PHIYX

I also selected the best 20 funds and ran another scan.

RGAFX, BLUEX,DODGX, FLPSX, GCMAX, PENNX,
MDGCX, TGADX,DPIEX, AEPGX, ISMAX, VTRIX,
REACX, GMCEX,LZEMX, MALOX, FPURX, VCVSX,
FRIAX, PHIYX

This portfolio had a high Sharpe ratio but lower
than the 50 fund portfolio. I posted a 3D image of
the scan and welcome comments on it.

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