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.
Thursday, February 9, 2012
United Technologies 401k (DC) Plan PSDS Scan 12-31-2011
United Technologies company stock UTX was down 4.78% in 2011 and its 5yr APR dropped to 5.51% in this scan. That and a weak 2011 for many mutual funds reduced the Balanced portfolio APR to 4.83%. Last years scan reflected the Plans 2011 reduction of investment options from 19 to 9 and several other Plan changes. This scan's investment options are the same except for correcting GLD to AGG as it should have been last year. Gold was not one of the 5 core SSgA fund options but it is in my retirement portfolio.



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