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.
Monday, August 8, 2011
O'Reilly Automotive 401k (PSSP) Plan PSDS Scan 12-31-2010
The O'Reilly 401k plan and the Balanced portfolio both made incremental improvements over last year. Company stock ORLY had a very good 2010 but only a small 5yr APR improvement because the stock is so volatile. This year the Retirement Stable Asset Fund was represented in the scan by VRST the Vanguard Retirement Savings Trust fund. All but 3 of the plan investment options are in the Balanced portfolio this year. The employee portfolio largest holding by far is company stock. This is a good plan with better fixed income than equity options the last 5 years.



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