


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.
Dr. Stanton,
ReplyDeleteI'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