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.
Thursday, October 20, 2011
WellPoint 401k (RSP) Plan PSDS Scan 12-31-2010
WellPoint made several changes to its 401k Plan investment options and they are almost all Vanguard funds now. One of the changes removed PTTRX and added VBMFX and VIPSX. The Balanced portfolio this year has about the same 5yr performance but with different funds. Company stock WLP was down in 2010 and now has a negative 5yr APR of -6.6%. It is still over 5% of the employee portfolio. Their 3 largest holdings are the money market fund VMMXX, the Institutional index fund VINIX and the bond fund VBMFX. They are also 2 of the largest holdings of the Balanced portfolio and that rarely happens.



No comments:
Post a Comment