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.
Monday, January 30, 2012
PolyOne 401k (RSP) Plan PSDS Scan 12-31-2011
The PolyOne 401k has a Balanced portfolio with an APR of 6.41% and a Sharpe ratio of 1.24 thanks to a strong collection of income funds. Company stock POL is in the Balanced portfolio but at less than 5% of Plan. The Plan also has a little Dow Chemical stock indicating it may have been a spin off. The last 5 years have not been kind to most Plan equity options and PolyOne is no exception. As a retiree the Balanced portfolio APR of 6.41% with very little risk is not so bad.



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