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, September 23, 2011
Springfield Foods 401k Plan PSDS Scan 12-31-2010
The last scan of the Springfield Foods 401k was in 2008. The Balanced portfolio still has no company stock SFD, which still has a negative 5yr annualized return. The largest holdings of the Balanced portfolio are PTTRX, WFSRF, STVSX and STMSX. The employee portfolio largest holdings are WFSRF, SFD and a 2020 target date retirement fund STTRX. Interesting. This small plan has about average performance and a company stock that has performed poorly for more than 5 years,



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