The scan does not include company stock fund which had over $1.7B at the end of 2007 and the stock has done well. In the few years it has been a public company it has an APR just over 4%. The Black Swan market has reduced most funds to negative 5yr Shapre ratios and they are not in the Balanced portfolio. All of the Balanced portfolio is in VMMXX, VBMFX, VBISX, PTTRX and a small amount in MGEMX. Interestinly the Balanced portfolio has an even better 3yr performance of APR = 4.83, STD = 0.83 and PSR = 2.35 while the employee portfolio is negative APR = -4.67, STD = 4.19 and PSR -1.80. As you might expect the 3yr asset allocation changed a bit, VMMXX = 59%, VBISX = 18.81%, VBMFX = 10.57% , PTTRX = 11.63% and MEMGX = 0.0%.
The scan does not include company stock fund which had over $1.7B at the end of 2007 and the stock has done well. In the few years it has been a public company it has an APR just over 4%. The Black Swan market has reduced most funds to negative 5yr Shapre ratios and they are not in the Balanced portfolio. All of the Balanced portfolio is in VMMXX, VBMFX, VBISX, PTTRX and a small amount in MGEMX. Interestinly the Balanced portfolio has an even better 3yr performance of APR = 4.83, STD = 0.83 and PSR = 2.35 while the employee portfolio is negative APR = -4.67, STD = 4.19 and PSR -1.80. As you might expect the 3yr asset allocation changed a bit, VMMXX = 59%, VBISX = 18.81%, VBMFX = 10.57% , PTTRX = 11.63% and MEMGX = 0.0%.
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