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.
Saturday, October 22, 2011
New York Times 401k Plan PSDS Scan 12-31-2010
The New York Times 401k employee portfolio has very little invested in company stock. The stock has a 5yr APR of -15.1% and is down -26.4% year-to-date. The Balanced portfolio has a 5yr APR of 5.45% with a Sharpe ratio of 1.09; its largest holdings are a stable value fund VRST4, a money market fund VMMXX, a bond fund DODIX and interestingly an emerging market value fund DFEVX. This is a good 401k plan with a troubled company stock. I am a long time subscriber of the paper and hope they find a way to keep publishing. I plan to keep reading.



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