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, November 25, 2011
Unilever NV 401k Plan PSDS Scan 12-31-2010
The Unilever NV 401k Plan was helped a bit by company stock UN. Its has a 5yr APR of 10.36% but is volatile and has a Sharpe ratio of only 0.26. That kept the Balanced portfolio investment in the stock to 4.5% a little less than last year and it is only 3.75% of the hourly employee portfolio. The Vanguard Target Retirement funds are their largest holdings. The Balanced portfolio largest holding is still the GIC and it is the second largest employee holding. This a pretty good Plan and company stock in my opinion.



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