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, July 1, 2011
Honeywell 401k (S&OP) Plan PSDS Scan 12-31-2010
This year I spent time adding the ING Target Date Funds to the scan of the Honeywell Savings and Ownership 401k Plan. I also tried to use ING retirement plan funds for Honeywell plan catagories.
Company Stock
Honeywell - HON
Large Cap Value - Morningstar JKF
Large Cap Growth - Morningstar JKE
Small to Mid Cap Value - Morningstar JKL
Small to Mid Cap Growth - Morningstar JKK
Mutual & Trust Funds
Large Cap Value Fund - AELIX
Target Date Funds - ISWIX, ISOSX, ISZSX, ISQSX
Equity Index Fund - IMSRX
Short Term Investments - AEMXX
Guaranteed Investment Contracts - GIC.ekx
The Balanced portfolio is still a lifeboat portfolio with the GIC and the ING money market fund AEMXX having 84.1% of the portfolio. The Balanced & the employee portfolio's performance the last 5 years are a little below average.
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