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 31, 2012
General Dynamics 401k (SSIP.5) Plan PSDS Scan 12-31-2011
General Dynamics stock GD did not have a good year in 2011 and it is not in the Balance portfolio but it is the largest holding in the employee portfolio.The Balanced portfolio remains a lifeboat portfolio with only income funds having more than 5% of Plan. The best equity option this year was US Technologies IYT in the scan but it was only 2.2% of that portfolio. The Plan did win a law suit over fund fees and that money should help a bit. There is not much more to say.



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