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, August 5, 2011
CBS Corp. 401k Plan PSDS Scan 12-31-2010
The CBS 401k Plan Balanced portfolio 5yr performance improved over last year and was helped by company stock CBS. That portfolio invested 2.1% of the Plan in the stock and the employee portfolio invested 7% in the stock. The Plan has a very large investment in GICs that I believe are mostly for older defined benefit retirees which is common in many older company retirement plans. You can see the GIC in the 3D scan. All in all a good Plan and a good but volatile company stock.



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