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.
Wednesday, August 10, 2011
General Motors 401k (SSP2) Plan PSDS Scan 12-31-2010
The General Motors 401k Plan does not include company stock GM. It has two Savings Plans; Pathway 1 which is all Pyramis Lifecycle funds and Pathway 2 a combination of Fidelity and other Mutual Funds. This scan is for Pathway 2 investment options that produced an above average Balanced portfolio 5yr APR = 8.61% with a positive Sharpe ratio of 0.81. I have no information on the employee asset allocation. I worked on many projects with GM Engineers years ago and spoke at the 1986 GM Research Center Symposium. I wish them all the best.



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