Another "lifeboat" portfolio with the Balanced portfolio invested in the GIC and bonds. Company stock had terrible 2008 and 2007 returns with off the chart volatility and a 5yr APR = -3.95%. The employee portfolio as of 12/31/2008 had 12.1% of their investments in company stock. In the scan common collective trust funds were represented by the index ETF they track.
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Thanks for the comment and kind words. The White Papers are the best place to get technical details about the methods I use, they are free and can be down loaded from this site. I use robust design methods from engineering i.e. Baysesian Monte Carlo simulations. The market data is from Thomson Reuters each month. At my age the great grandchildren take up my days.
1 comment:
Hello, I really like the posts you've put together analyzing 401k plans across an increasing number of companies. I am very interested in understanding more about how you do your analysis and what methods you use to get data. I currently lead the technical team at BrightScope (www.brightscope.com) so I feel that there may be significant overlap in our research interests.
I look forward to hearing back from you - feel free to email me!
Best,
David Allison
BrightScope, Inc.
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