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, May 26, 2011
Aflac 401k (PSP) Plan PSDS Scan 12-31-2010
The Aflac 401k continues to be helped by company stock AFL and the Balanced portfolio invested 4.2% of that portfolio in the stock. The employee portfolio's three largest holdings were the stock AFL, the balanced fund DODBX, and the stock fund DODGX all over 5% of plan assets. The stable value fund SVF.hpx in the scan was their fourth largest holding and it was the largest holding of the Balanced portfolio. A small plan with a good stock that could use a few better equity fund options.



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