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, October 26, 2011
Campbell Soup 401k (SSP) Plan PSDS Scan 12-31-2010
The Campbell Soup 401k Balanced portfolio 5yr performance is about the same as last year a little below average. On a positive note the Fidelity stable value fund FMIP only has 5.4% invested in it this year and there are 6 investment options with over 5% of plan invested in them. Two of them FFFAX and FFFBX are Fidelity target date retirement funds. The employee portfolio largest holding by far is company stock CPB which has a 5yr APR of 5.96% with a small positive Sharpe ratio of 0.15.



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