The Dominion Resources 401k scan was a bit different because two of the scan funds, REDFX and VTINX, had very small negative 5yr Sharpe ratios. This by rule excluded them from the Balanced portfoilo which was not the highest Sharpe ratio portfolio in the scan. That rarely happens. The ETF funds and AEPGX were proxies for trust funds and mutual funds without 5yr data. I put all the Target Retirment funds in VTXVX to compute the employee portfolio performance. It was about the only one with 5yr data.
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