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.
The Pfizer plan Balanced portfolio improved over last year but no thanks to company stock PFE which continues to have a negative 5yr APR. Infact it has a negative 3yr, 5yr and 10yr APR. The largest holding in that portfolio is the Blackrock US Debt Index Fund FUNDF in the scan and the second largest is the stable vaue fund SVF.hpx in the scan. The employee portfolio holdings greater than 5% of the plan are shown in the 3D scan image.
2003
Design Education in a Research
University.
A Material Geometry Kernel
for Composite and Biomaterials.
2005
An Application of Stochastic Methods
to Develop Hybrid Finite Element
Models of Nanostructures
2008
2012
An American Engineer’s Tale 2012 Addendum
2008
Retirement Income & Growth Investing
2009
A Rational and Emotional Market Paradox
A Confusion of Web Comparison Metrics
Digital Investment Data Exchange
Rebalanced IRA Portfolio
Q1 Performance
Rebalanced IRA Portfolio
Top 5yr 401k Plans – 2004 to 2008
Portfolio Stochastic Design Scans:
A Fractional Roth Conversion
Portfolio Stochastic Design Scans:
Annual Review of Model Assumptions
2010
Portfolio Stochastic Design Scans:
Profiling Target Date Retirement Funds
Portfolio Stochastic Design Scans:
Top 5yr 401k Plans – 2009
Portfolio Stochastic Design Scans:
Digital Investment Data Exchange - 2010
A Note on Solvency-Risk Models
2011
A Note on Pension Plan Solvency-Risk Models
2012
A Note on Portfolio Diversification Models
The World 20 ETF Portfolio & Covariance
2012 Top 401k Balanced Portfolios
2013
401-k Design Scans based on SEC 11-k Reports
Portfolio Design Space Max-Min Envelope
The 401k Portfolio In-Retirement
Target Date Retirement Income Funds
2014
Design for Portfolio Diversification
A Simple Metric for Portfolio Diversification
A Collection of “TSP” Retirement Portfolios
2015
A Grangaard Retirement Strategy Update
A Diversified Portfolio Design Study
401k Plan Portfolios - Menu Size
2016
1 comment:
Thanks Dr. Stanton. Your research is quite interesting. I do a lot of work with Pfizer employees, and seeing this type of research is very helpful in providing advice to them. I publish a newsletter for Pfizer employees here:
http://www.lwmwealth.com/pfizer401k.html
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