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, September 13, 2011
Wisconsin Energy 401k (ERSP) Plan PSDS Scan 12-31-2010
The Wisconsin Energy 401k Plan performance improved over last year and continues to be helped by company stock WEC. The Balanced portfolio invested 8.5% of Plan in the stock and the employee portfolio invested 26% of that portfolio in the stock. Their investments greater than 5% of Plan were WEC, FFRHX, FDGRX, MEIJX, FDIVX, FLPSX, FBALX and FUSEX in the scan. Of these only WEC is in the Balanced portfolio investments greater than 5% of Plan. Interesting. The Plan has several good investment options and average performance the last 5 years.



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