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PortfolioDesignScan

My interest is in scanning 401k portfolios to image the efficient frontier and highlite portfolios that have high risk adjusted returns. The portfolio with highest Sharpe ratio will appear in the scan image for each 401k plan posted.

Saturday, August 6, 2016

A Small Diversified Stock Portfolio Design 7-31-2015

This portfolio is part of another study ....

If you remove GIS from the portfolio PDR increases to 1, interesting. Smaller is better.
Posted by Edward L. Stanton, Ph.D. at 10:20 AM No comments:

Wednesday, August 3, 2016

A Roth Portfolio PSDS Design Scan 12-31-2015

I own all the investments in this Roth Portfolio.


Posted by Edward L. Stanton, Ph.D. at 8:12 AM No comments:

Monday, August 1, 2016

RJF Retirement Portfolio PSDS Scan 7-31-2015




Posted by Edward L. Stanton, Ph.D. at 8:04 AM No comments:

Thursday, July 28, 2016

A Few NASDAQ Company Stocks Portfolio 7-31-2015




Posted by Edward L. Stanton, Ph.D. at 5:17 PM No comments:

Becton, Dickinson & Co. 401k PSDS Scan 7-31-2015




Posted by Edward L. Stanton, Ph.D. at 7:05 AM No comments:

Monday, July 25, 2016

Cincinnati Bell 401k Plan 7-31-2015







Posted by Edward L. Stanton, Ph.D. at 9:01 AM No comments:

Wednesday, July 20, 2016

A Family Trust Portfolio 7-31-2015





Posted by Edward L. Stanton, Ph.D. at 12:09 PM No comments:
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About Me

My photo
Edward L. Stanton, Ph.D.
The backyard Walden house design studio cost less than $500 to solar power up. The solar panels and kit cost $315 at COSTCO and the 12-volt rechargeable battery cost $73 at the House of Batteries. We posted the first solar powered PSDS scan from here 05-16-2009. The new marine is the boy at the front of the group picture and his older cousin in front of the tall blond girl is a marine veteran. The grandchildren are mostly grown and the great-grandchildren are now learning solid geometry and making Platonic solids.
View my complete profile

Links

Berkshire Hathaway:
Shareholder Letters

Blackstone Audio Books

Stanton & Castleton, Inc.

2009 Formula Hybrid Competition
UCI Entry Gas-Electric Capacitor Design

Morningstar
Instant Portfolio X-Ray

Stable Value
Investment Association

Employee Benefit Research Institute

Aon Hewitt 401(k) IndexTM

White Papers

2003

Design Education in a Research
University.

A Material Geometry Kernel
for Composite and Biomaterials.

2005

An Application of Stochastic Methods
to Develop Hybrid Finite Element
Models of Nanostructures

The Hyperpatch Chronicles

2008

An American Engineer’s Tale

2012

An American Engineer’s Tale 2012 Addendum

Portfolio Stochastic Design Scans:


2008

3D Efficient Frontiers

Ranking Funds in a 401k Plan

Retirement Income & Growth Investing

2009

Scans in a Black Swan Market

A Rational and Emotional Market Paradox

3D Portfolio Scan Diagnostics

A Confusion of Web Comparison Metrics

Digital Investment Data Exchange

Rebalanced IRA Portfolio
Q1 Performance

Rebalanced IRA Portfolio
Top 5yr 401k Plans – 2004 to 2008

Portfolio Stochastic Design Scans:
A Fractional Roth Conversion

Portfolio Stochastic Design Scans:
Annual Review of Model Assumptions

2010

Portfolio Stochastic Design Scans:
Profiling Target Date Retirement Funds

Portfolio Stochastic Design Scans:
Top 5yr 401k Plans – 2009

Portfolio Stochastic Design Scans:
Digital Investment Data Exchange - 2010

A Note on Solvency-Risk Models

2011

A Note on Pension Plan Solvency-Risk Models

World ETF Sharpe Index

2012

A Note on Portfolio Diversification Models

The World 20 ETF Portfolio & Covariance

2012 Top 401k Balanced Portfolios

2013

401-k Design Scans based on SEC 11-k Reports

Portfolio Design Space Max-Min Envelope

The 401k Portfolio In-Retirement

Target Date Retirement Income Funds

2014

Design for Portfolio Diversification

A Simple Metric for Portfolio Diversification

Diversification in Context

A Collection of “TSP” Retirement Portfolios

2015

A Grangaard Retirement Strategy Update

A Diversified Portfolio Design Study

401k Plan Portfolios - Menu Size

2016

Stock & ETF Portfolio Design

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      • This portfolio is not diversified but it is ...
      • A Sharpe Portfolio PSDS Scan 12-31-2016
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