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.
Tuesday, January 24, 2012
2011 Top 401k Plans Balanced Portfolios
Compass Minerals International repeated this year as top 401k Plan led by company stock CMP producing a Balanced portfolio with a 5yr APR of 15.3% and an amazing 5yr Sharpe ratio of 3.26. Intel also repeats as a top performer again in second place with a very good 5yr Balanced portfolio without company stock. That is even more amazing in my opinion. New Jersey Resources, TERADATA and Range Resources round out the Top 5 performers with NJR and TDC new to the list this year. Although not a company 401k Plan the ProVise Management group in Florida had a model early retirement portfolio that was published in the WSJ on October 5th of 2011 worth considering and of course Stanton & Castleton has retirement portfolios (not just mine) worth considering too.

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