Rebalanced RJF IRA Portfolio PSDS Scan 12-31-2011

Last year the PEG ratio for Caterpillar stock CAT was down to 0.59 and it was added to the RJF IRA portfolio in this scan. The rebalancing used 12-31-2011 5yr Market data from Thomson-Reuters and the portfolio has done well so far in 2012. I used a 5yr covariance matrix for the portfolio to study interactions among the 14 investment options in the portfolio. The 3 most volatile investments are CAT, OXY and FLPSX and the 3 least volatile are TPINX, PRPFX and CHD. The Balanced portfolio STD computed using the covariance matrix is about twice as high as the scan STD which assumes all options are independent. That assumptions has no effect on the 5yr APR. More on that in a Tech Note I am writing.