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, October 21, 2011
Mine Safety Appliances 401k (RSP) Plan PSDS Scan 12-31-2010
This companies 401k Plan was not helped by company stock MSA, which is still recovering from a bad 2008. The Plan has mostly Fidelity investment options and a good Balanced portfolio 5yr APR of 5.20% with a Sharpe ratio of 1.20. That portfolios largest holdings are bond funds and a Fidelity stable value fund FMIP2 in the scan. The employee portfolio's largest holdings are FMIP2 and FCNTX with very little invested in MSA. All in all a good plan and a company stock that may be undervalued in my opinion.



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