Tuesday, November 24, 2009

Affiliated Computer Services 401k (SP) PSDS Scan 12/31/2008

















This plan was not helped by company stock ACS and the Balanced portfolio invested 80.2% of the plan in the Wells Fargo stable value fund DSVG1 in the scan. It was also the largest holding in the employee portfolio as of 12/31/2008 at 24.8% of the plan. That was enough to produce a positive 5yr APR = 1.29% for the employee portfolio but not enough for a positive 5yr Sharpe ratio. The Mellon funds without 5yr data were replaced by similar Vanguard funds as possible.

1 comment:

Tim Gossett said...

Dr. Stanton,

I'm interested on how you forecasted the future volatility on your models. What method did you use?

Thank for any response,

Tim Gossett
t-gossett@sbcglobal.net