Monthly Archive:: January 2009

Honeywell 401k Plan PSDS Scan 12/31/2008

The funds in the plan are proxies for the SMA fund catagories, Short-Term Fixed Income, Investment Grade Bond, Conservative, Moderate, Aggressive, Value Yield Equity, S&P 500 Index, Growth Equity, International Stock, Small Cap Stock, and Honeywell Stock.

Safeco 401k Plan PSDS Scan 12/31/2008

The funds in the scan were MNTRX, VBMFX, VBINX, HWLIX, AGTHX, GSSMX, and VTSMX. The inverted “efficient frontier” is again clear to see. The Balanced portfolio has most of the money invested in MNTRX and VBMFX.

Northrop Grummnan 401k (FSSP) Scan 12/31/2008

As before the SMA fund performance data in the plan are taken from the plan web site. I kept the Stable Value Fund (SVF) in the scan and in this “Black Swan” market it was the place

ABN AMRO 401k (ESP) PSDS Scan 12/31/2008

This company sold part of its business to the Royal Bank of Scotland. The ABN SEC 11-K filing for 12/31/2006 was used to identify the funds in the scan. There was no fund with a positive 5yr

Procter & Gamble 401k Plan PSDS Scan

This scan showed the effects of the Black Swan market on portfolio return and on the math model used to compute Sharpe ratio. In this scan I included company stock PG which has most of the employee

IBM 401k Plan PSDS Scan 12/31/2008

The April scan had a Forbes recommended subset of the over 200 funds in the plan plus a few Vanguard funds I added. After the Black Swan market that killed 2008 for everyone I added a few

Raytheon 401k Plan PSDS Scan 12/31/2008

The Black Swan market effects are stark, as they are for all 401k plans I have scanned. Only four funds have positive 5yr returns, OAKBX, PTTRX, SGOVX and DODFX. By rule they are the only funds in

Google 401k Plan PSDS Scan 12/31/2008

What a difference 11 months made in 2008. The scan with 1/31/2008 data had an APR = 14.35, STD = 2.89 and PSR = 3.69. The above 12/31/2008 scan was for the same funds as the 1/31/2008

Lockheed Martin 401k PSDS Scan 11/30/2008

This scan includes company stock, LMT. The funds in the scan were VBMFX, VFINX, AIVSX, VWNDX, TWCGX, RIMSX, ANWPX, EFA, MCARX, MMACX, MIAGX, and LMT. The company stock was down 18.6% in 2008 but up over 12%

Marshall & Ilsley 401k Plan Scan 11/30/2008

The stable asset fund AACCX was not included in the scan. It does not yet have 5yr data and OAKBX is a good proxy for the fund. The funds in the scan were JBSEX, JDVSX, OAKBX, AMSTX,