Mettler-Toledo Intl. 401k Plan PSDS Scan 12-31-2014

The Kroger Co. 401k Plan PSDS Scan 12-31-2014

One of the measures of solvency risk I use is the Levy distribution fat tails stress test from a PSDS scan. As shown here there is only 1 chance in a 1000 that this 401k portfolio would fail under extreme conditions which passes my solvency risk test.

TRW Automotive 401k Plan PSDS Scan 12-31-2014

In this scan the Sharpe ratio for the stable value fund, FMIP, is set equal to 1.0 which avoids problems discussed in "Stable Value Funds: Performance to Date" by David Babble and Miguel Herce. That paper is the most detailed investigation of stable value funds remarkable market performance since their inception in 1973 and well worth a read.  The issue is "variance is an inadequate measure of either security or portfolio risk" and that can distort asset allocation in a PSDS scan. 

White Mountain 401k Plan PSDS Scan 12-31-2014

This scan only contains investment options that are 5% or more of plan assets. The stable value fund represented by WFSRF has a high Sharpe ratio that over weights that option in my opinion. That happens so often some mutual fund Plan trustees provide an alternative "Sharpe ratio" near the origin. Professor Sharpe assigns the value of the Sharpe ratio at the origin as 1 and that sounds good to me.

Moody's Corp. 401k Plan PSDS Scan 12-31-2014

Cooper Tire & Rubber Co. 401k Plan PSDS Scan

Macy's Inc. 401k Plan PSDS Scan 12-31-2014