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.
Friday, May 6, 2011
Procter & Gamble Commercial Co. 401k (PSRP) PSDS Scan 12-31-2010
Procter & Gamble has several component companies that all have PG stock in their 401k investment options. This is a small plan for retail employees I think but has about the same investment options as the others. The plan is conservative and the Balanced portfolio invested some money in all the options save one. The employee portfolio has over 50% of that portfolio in company stock PG too much for a retiree in my opinion. All in all a good but conservative plan and a good stock.




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