Thursday, May 9, 2013

US Gov TSP Clone Portfolio PSDS Scan 12-31-2012



The US Gov TSP plan is the largest 401-k Plan by far. Here I created a Clone to see how close I close I could get with Funds everyone else has in their 401-k Plans. As the charts show very close without much effort. Only F Fund gave me trouble. It is not the AGG benchmark but an actively manged version of AGG by Blackrock that has very low volatility. Easy to get close on APR but not Sharpe ratio.

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