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.
Wednesday, June 15, 2011
Allergan 401k (SIP) Plan PSDS Scan 12-31-2010
The Allergan 401k plan was not helped as much by company stock AGN as it was last year and the Balanced portfolio only invested 2.5% of the portfolio in the stock. It remains a lifeboat portfolio with 50% of the portfolio in the stable value fund. The employee portfolio has 26% of their money in company stock by far their largest holding. It has more than twice the risk and about the same return as the Balanced portfolio. This is not a bad plan but the equity investment options could use some help in my opinion.



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