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, December 15, 2011
PACCAR 401k (SIP) Plan PSDS Scan 21-31-2010
The PACCAR 401k Balanced portfolio was helped by company stock PCAR again this year and it remains a volatile stock with an off the chart STD of 41.11%. The stock is still the largest holding of the employee portfolio by far with the next two largest holdings being FCNTX and the stable value trust fund FMIP2. There were a few changes in the Plan investment options and one of them, FASIX, is in the Balanced portfolio at 8.6% of the portfolio. PTTRX remains the largest holding. A good plan and a good but volatile company stock.



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