The PerkinElmer 401k has the Fidelity Managed Income Portfoilo as an option which is a stable value fund. In the scan it is FMIP and that is where 95.9% of the Balanced portfolio is invested. There are only three other funds with a positive 5yr Sharpe ratio; MMKBX, NBGNX and FIGRX. Company stock, PKI, had a negative 5yr APR of -2.76%.
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My suggestion in response to the comment is to read the 2008 White Paper on 3D efficient frontiers first. There are several papers and notes that are linked to the Blog (right column)
and I wrote them because my family constantly reminds to speak English. The papers and notes are in PDF format and mostly about ten pages or less. Thanks for your interest.
1 comment:
For the non-stat-financial PKI types, could you please provide a more comprehensive explanation of the plots, your conclusions, and recommendations?
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