Qualcomm 401k PSDS Scan 7/31/2008

The Funds in the scan were,

AVFIX, RERFX, FOCPX, PTTRX, VIIIX, RWIFX,
FCNTX, VEXRX, VMCIX, VTINX, VWNAX, VMMXX

I computed 5yr data for VTINX using the 7
underlying Vanguard funds to make the scan.

Lowes 401k PSDS Scan 7/31/2008

The funds in the scan were,

TWADX, TWCUX, AEPGX, ANEFX, FEQIX, FRBSX,
PGOVX, RPMGX, VINIX, VSCGX, VASGX, VSMGX,
VISVX

The Summer 2008 Morningstar Advisor has an article that
argues Kurtosis is better than STD for measuring "fat
tail" risk. The Balanced Portfolio here has KRT = -.15
which is good. A large positive number would be bad.

Colgate Palmolive 401k PSDS Scan 6/30/2008

There were 8 Funds in the scan. DCPFX was a proxy for
the core plus fixed income fund not clearly identified.

Nokia 401k PSDS Scan 6/30/08

This scan has 30 Funds from Nokia's 11-K of 12/31/03,

ABALX, TWVLX, BIGRX, AEPGX, ANCFX, AWSHX,
BARAX, FDIRX, PRELX, FGSAX, FDIVX, FDGFX,
FDLVX, JABAX, JAEIX, JSCVX, JAVLX, JAWWX,
MIGFX, MNDAX, NBGNX, PTTRX, PCVAX, PEUMX,
SLAFX, SSHFX, SSEMX, SVSPX, TEMFX, TSCEX



The 6 Funds in this scan all have 5% or more
of the total 401k plan assets. There are many
more funds in the Nokia 401k plan and a second
scan will be posted with 30 funds.

US Government 401k (TSP) PSDS Scan 1/1/2008

The five funds in the scan were

Fund G, Fund F, Fund C, Fund S, Fund I

The fund data may be found at,
www.tsp.gov/rates/monthly-history.html

The very low STD for Fund G produces a few very high Sharpe
ratio portfolios that are approximately 99% Fund G, 1% Fund F.
Fund G also causes an almost linear efficient frontier
meaning portfolios with returns much higher than the Balanced
portfolio have Sharpe ratios almost as good. This is unusual
and seems to be like the straight line between cash and the
Balanced portfolio which is how you compute the risk adjusted
return for your portfolio plus cash. If that is the case I
should not have included Fund G in the scan. I manage cash
outside my portfolio for example.

Parker Hannifin 401k PSDS Scan 6/30/08

The funds in the scan were

FBIDX, VINIX, VEXMX, SHY, PTTRX,
SRVEX, GTAGX, IJT, DODFX, FFFCX

The two ETF funds were proxies for funds
with no 5yr data yet.

COSTCO 401k Plan PSDS Scan 6/30/2008

The Funds in the scan were

ANWPX, NYVTX, AGTHX, BJBIX, PREIX, PRITX,
RPMGX, OTCFX, VAAPX, RPSIX, TRRAX