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 12, 2011
Salesforce 401k Plan PSDS Scan 12-31-2010
The Salesforce 401k Plan does not include company stock CRM which has done very well the last 5 years. The Balanced portfolio of this mostly Fidelity plan has a 5yr APR of 5.03% with a Sharpe ratio of 1.0, about average for the 401k plans scanned the last few years. I have no information on employee asset allocation. The Plan does not have a stable value fund and the bond fund FBIDX is the largest holding of the Balanced portfolio which invested some money in all the Plan options.



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