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, July 28, 2011
Norfolk Southern 401k (T&IP) Plan PSDS Scan 12-31-2010
The Norfolk Southern 401k plan scan is a bit better than last year. The Balanced portfolio is still helped by company stock NSC and has a 5yr APR = 5.56% with a Sharpe ratio of 1.11 with good diversification. It invested 16.6% of the plan in the stock and the employees invested 41.1% in the stock. The three largest holdings of the Balanced portfolio are the stable value fund VRST in the scan, the stock NSC and the bond fund WATFX. A good plan and a very good railroad stock.



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