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 28, 2011
Raytheon 401k (SIP) Plan PSDS Scan 12-31-2010
The last Raytheon 401k scan was in 2008. This scan using 2010 market data has a Balanced portfolio 5yr APR of 6.11% with a Sharpe ratio of 2.01 both above average and about the same as antebellum 2008 performance. The Plan is large with over 30 investment options including company stock RTN which has done well the last 5 years compared to most. The employee portfolio invested 9.9% of Plan in the stock and the Balanced portfolio 1.1%. In the scan the Blackrock EAFE Equity Index is FUNDQ. All in all a good plan with above average performance the last 5 years.



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