Wednesday, March 18, 2009

Amgen 401k (RSP) Plan PSDS Scan 12/31/2008




The Amgen plan 3D scan image is skewed to the right (higher STDs) for the high Sharpe ratio portfolios. That is because only two funds had positive 5yr Sharpe ratios and the emerging market fund, DRPEX, was one of them. The McKinley interntional growth portfolio is an SMA portfolio in the plan and represented in the scan by VWIGX. The employees have 8.9% of their 401k money invested in company stock, AMGN, which is down -1.34% on a 5y APR basis. The 11-k data are dated 12/31/2007.

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