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, June 9, 2011
Time Warner Telecom 401k Plan PSDS Scan 12-31-2010
The Time Warner Telecom 401k plan does not have company stock TWTC as an investment option. It does have a large number of options and 22 of them are in the Balanced portfolio which has a 5yr APR = 5.71% with a Sharpe ratio of 1.51. I have no information on the employee portfolio and provided a Uniform portfolio in the scan for comparison purposes. A good plan with above average 5yr performance. My only comment is there are too many target date funds in the plan.




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