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.
Saturday, June 25, 2011
Marriott International 401k (RSP) Plan PSDS Scan 12-31-2010
The Marriott International 401k plan Balanced portfolio 5yr performance improved a little over last year. Company stock MAR had a very good 2010 but the stock is so volatile the Balanced portfolio invested less than 1% in the stock. The employee portfolio invested 16.9% of that portfolio in the stock according to the SEC 11-k report. That report had little other information on employee asset allocation by individual investment option. The plan is conservative and has better fixed income options than equity options with a few exceptions. Northern Trust is the plan trustee.
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