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.
Tuesday, July 26, 2011
Polaris 401k (RSP) Plan PSDS Scan 12-31-2010
The Polaris 401k Plan Balanced portfolio continues to improve year-over-year and its 5yr APR = 5.95% is a bit above average with a Sharpe ratio of 1.40 well above average. Company stock PII also continues to improve but is volatile. I like this company but my snowmobile days are sadly over. The employee portfolio is a mixed bag with the ""over 5% of plan" investments mostly good investment choices and at least one that has not done well this century. All in all a good plan and a good but volatile stock,



No comments:
Post a Comment