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.
Friday, February 24, 2012
Cliffs Natural Resources 401k (RSP) PSDS Scan 12-31-2011
Cliffs Natural Resources company stock CLF did not have a good 2011 and the Balanced portfolio 5yr APR is down to 4.77% this year. That portfolio's largest holdings are the stable value fund SVF.hpx in the scan, PRRXX the money market fund, RPSIX an income fund and company stock CLF the only equity option in the portfolio. The employee portfolio's largest holding by far is company stock at 42% of Plan. The plan is about average and company stock CLF is well above average but very volatile.



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