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.
Thursday, January 27, 2011
General Mills 401k (PCRA) Plan PSDS Scan 12-31-2010
The Balanced portfolio this years is down a liitle compared to 2009 as was company stock GIS.
The two largest holdings are a government GNMA securities fund SWGSX at 45.2% and company stock at 16.0%. No information on employee asset allocation is available in the SEC 11-k report.
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