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.
Monday, November 7, 2011
H.J. Heinz 401k (ERSP) Plan PSDS Scan 12-31-2010
The H.J. Heinz 401k (ERSP) Plan has not been scanned before. The trustee is Bank of New York Mellon and the Plan has 16 investment options; 8 Vanguard, 2 Fidelity 4 from other Mutual Fund companies, company stock HNZ and a stable value fund FMIP in the scan. The Balanced portfolio 5yr APR is 7.01% with a Sharpe ratio of 1.07 both above average. The 401k Plan was helped by company stock HNZ that has a 5yr APR of 11.85% with a Sharpe ratio of 0.403. The Plan has no Target Date Retirement funds and does not need them in my opinion. It is a well designed 401k Plan with good equity and good income investment options but like all Plans there is room for improvement. I changed the 3D scan viewing angle for this scan for a research study of mine.



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