Friday, May 30, 2014

Dow Jones 30 Stock Portfolio PSDS Scan 12-31-2013

The Dow Jones 30 Stock portfolio changed 4 stocks since the last scan. The new stocks are NKE, GS, V and UNH. This portfolio continues to be better diversified than most 401k Plans and the last 5 years have been kind to all as you can see.



One of my portfolios that was not well diversified was the World 20 ETF Portfolio which I did not design using the covariance matrix portfolio diverification ratio PDR because I did not have that tool back then.


Wednesday, May 28, 2014

Hillshire Brands Co. 401k Plan PSDS Scan 12-31-2013

The SEC Report for this Plan only provided catagory level data. In the scan Vanguard funds were used for the Plan investment options.



Friday, May 23, 2014

A Browne Diversified Portfolio PSDS Scan 12-31-2013

This is a "Harry Browne" portfolio created for testing a portfolio diversification metric. The scan notes and the scan portfolio posted are being double checked.  In this period I scanned many "Harry Browne" portfolios with CHD for UNP, etc.





When the period of the scan is 10 years the impact of 2008 on the portfolio diversification ratio reduces it to PDR = 0.67 which is still good as seen here.


The same portfolio 10 yr scan using 12-31-2014 data is shown below. The portfolio is AGG, GLD, TPINX, CHD, VDIGX same as before. (note it was CHD not UNP)

Thursday, May 22, 2014

IBM 401k Plus Plan PSDS Scan 12-31-2013

This 401k Plan has a website that provides brief word descriptions of all the Life Cycle Funds (14) , the Core Funds (7) and the Expanded Choice (12) that are in the PSDS scan posted. They will need a Watson to navigate this collection of investment options to find a prudent portfolio. The Balanced portfolio helps but it is only a good place to start the search for individual employees. Good Luck.




Friday, May 16, 2014

Sigma-Aldrich Corp. 401k Plan PSDS Scan 12-31-2013



A Diversifed Portfolio by Design 12-31-2013

I am working on another Technical Note to illustrate one method of designing diversified portfolios that is simple once you have a metric to measure diversification.This is a work in progress that should be finished soon.


Monday, May 12, 2014

Church & Dwight Co. 401k Plan PSDS Scan 12-31-2013

In 2006 this Plan company stock was moved to an ESOP all held in a Master Trust and remains in the 401k Plan assets. The Scan continues to have CHD as one of the options and it is the largest holding of the Employee portfolio at over 34%.



Saturday, May 10, 2014

John Deere 401k Plan Wage Employees PSDS Scan 12-31-2013

This is the first time I have run a scan for the John Deere 401k Plan for Wage Employees per the SEC 11-k report. In the scan the Dow Jones U.S. Completion Total Stock Market is DWCPT which is the symbol they recommend on their index fact sheet. The market data are from Mellon for this investment option.



I took another look at the Plan limiting the Target Date funds to one STLCX and a few other changes to see how they affected the Portfolio Diversification Ratio PDR.