This is the 3yr scan for the Hewlett Packard 401k.
It held up better than most compared to the 5yr scan
because 11 funds had negative Sharpe ratios and thus
were automatically given zero dollars. The entire
portfolio was invested in the best 19 funds, interesting,
while only 2 funds had negative 5yr Sharpe ratios. I
need to address Bear market behavior in a White Paper.
I had to rescan the 401k because PISIX did not have
5yr data (it was null). I used VISGX as a proxy in
the above scan. It made a small positive change.
This was a large 401k plan consisting of 29
funds (registered investment companies) and
hundreds of individual stocks. I used VGTSX
as a proxy for the hundreds of stocks. The
30 funds in the scan were,
ICAEX, ARTIX, PHIYX, LZEMX, PRTNX,
VPMAX, NEWFX, PAIIX, MIDAX, DODFX,
DSEFX, FMAGX, FCNTX, FGRIX, FRESX,
FLPSX, DODGX, LMCYX, PAALX, PEBIX,
PISIX, PIGIX, PTRIX, PFMIX, PRAIX,
PSHAX, PGOVX, VEXMX, SPY, VGTSX
I posted a uniform asset allocation
portfolio with the usual Balanced portfolio
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