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, February 22, 2012
Honeywell 401k (S&OP) Plan PSDS Scan 12-31-2011
The Honeywell 401k Plan and company stock HON performance improved a little over last year but the Balanced portfolio remains a lifeboat portfolio. The Plan trustee is State Street with ING still the record keeper. I changed the Target Date funds to Vanguards in this scan and VTINX is one of the investments over 5% of the Balanced portfolio. The top 3 holdings of the Balanced portfolio are the GIC (61.9%), VBISX (18.2%), and VFICX (10.0%). The largest holding in the employee portfolio is still company stock. A good plan but a little below average returns the last 5 years.



No comments:
Post a Comment