All the posted data in this Scan include covariance. I finally have that automated and this is the first 401k Scan that does not require a comparison chart.
This Scan is for a Model Fund Porfolio from the American Association of Individual Investors AAII. It is a bit aggressive for a retirement portfolio but produces above average returns with moderate risk. The covariance adjusted standard
This 401k Plan uses mostly Transamerica funds that I do not see often but they are quite good. The Balanced portfolio is above average as is the stock MNRO the last 5 years.