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.
Wednesday, January 25, 2012
Stanley Black & Decker 401k (VP) Plan PSDS Scan 12-31-2011
Stanley Black & Decker's 401k Balanced portfolio's 5yr APR was not helped as much this year as last by company stock SWK. In 2011 SWK's total return was only 3.54% according to Morningstar and the Balanced portfolio's APR was down to 4.86%. The employee portfolio has over 50% of the Plan in company stock. Their 5yr APR is 5.43% but with much higher volatility. All in all a good Plan that is a little below last years in terms of Balanced portfolio performance.



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