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, December 28, 2011
Manitowoc 401k (RSP) Plan PSDS Scan 12-31-2010
The Manitowoc 401k has several good investment options but company stock MTW was not one of them the last 5 years. It was a victim of volatility with a 5yr average return of 33.6% but an annualized return of only 1.42% as volatility killed compounding once again. The Balanced portfolio has a 5yr return that is about average with a Sharpe ratio of 1.38. However, as you can see it is a lifeboat portfolio with only 3 investment options having more than 5% of Plan and they are all income investment options. There is not much more to say.



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