I am late getting the Top 2010 401k plans posted and have not had time to write a TechNote. The process was the same as always; the plans were sorted by APR first and then the Top plans resorted by Sharpe ratio. All 5 Top plans had 5yr PSRs > 1.0. I also like to point out that all 249 401k plans scanned last year had Balanced portfolios with positive 5yr APR returns and positive Sharpe ratios.
Wednesday, April 13, 2011
2010 Top 401k Plans Balanced Portfolios
I am late getting the Top 2010 401k plans posted and have not had time to write a TechNote. The process was the same as always; the plans were sorted by APR first and then the Top plans resorted by Sharpe ratio. All 5 Top plans had 5yr PSRs > 1.0. I also like to point out that all 249 401k plans scanned last year had Balanced portfolios with positive 5yr APR returns and positive Sharpe ratios.
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment