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, January 27, 2012
Nicor (Birdsall) 401k (RSP) Plan PSDS Scan 12-31-2011
Nicor and AGL Resources merged in late 2011 with the NYSE ticker symbol changed to GAS the old Nicor stock symbol. Nicor owned several companies prior to the merger and Birdsall Inc. was one of them. This scan is for the Nicor (Birdsall) 401k Plan. It contains mostly Vanguard investment options and they are the "party at interest" options in the SEC 11-k report. Company stock GAS is in the Balanced portfolio but at only 2.6% of Plan. That portfolio 5yr APR of 4.96% is a little below the average for 401k Plans. The employee portfolio is a "best effort" sorting out of the SEC 11-k report data in light of merger changes.



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