I am still waiting on 2013 Market Data and found an interesting diversified ETF portfolio and ran scans with 3yr and 5yr market data. The Red data are with covariance and the Blue without covariance. What a
This year all the 401k Plan scans included covariance in the calulation of standard deviation to account for the fact that all portfolio investment options performance are correlated in their market performance. That increased the average standard deviation by almost 100%
This is the last scan with 2012 Market data as the 2013 Market database will be available next week. It is an example of a “lifeboat” portfolio that occurs when the Stable Value Fund (here VRST) has very
This 401k was scanned earlier without the Bond fund SSBMX. This post includes SSBMX.