Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
SCCO0.804 DD0.355 APC0.076 SCCO0.961 APC0.101 SCCO0.803 SCCO0.802 SCCO0.940
COP0.196 IP0.185 SCCO0.073 DHI0.039 MRO0.093 COP0.197 COP0.198 OXY0.060
PXD0.134 MRO0.072 PXD0.088
COP0.122 PXD0.069 RIO0.079
SCCO0.104 HAL0.068 COP0.076
DHI0.061 IP0.067 HAL0.066
APC0.023 DD0.063 NEM0.061
SLB0.016 NEM0.056 ABX0.054
ABX0.056 FCX0.054
FNARX0.056 DHI0.049
OXY0.054 FNARX0.048
COP0.053 DD0.048
FCX0.053 SCCO0.048
SLB0.053 XEC0.046
XEC0.052 IP0.042
RIO0.045 SLB0.027
DHI0.032 OXY0.018