Friday, November 11, 2011

Arch Coal 401k (ETP) Plan PSDS Scan 12-31-2010



The Arch Coal 401k Plan is small and was not helped by company stock ACI that has a negative 5yr APR and high volatility. The Balanced portfolio has a 5yr APR of 5.01% with a high Sharpe ratio of 1.88 because the stable value fund SVF.hpx in the scan is its largest holding. Of the 14 Plan investment options in the scan 6 have negative 5yr Sharpe ratios. That is not good. The income options are fine but the equity options need work. The only one in the Balanced portfolio is a Target Date Retirement fund STNRX.

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