Portfolio Weight Allocation
MINVAR |
EWMA |
RES |
MP |
RESMP |
DK |
LW |
SS |
---|
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
SCCO | 0.804 |
DD | 0.355 |
APC | 0.076 |
SCCO | 0.961 |
APC | 0.101 |
SCCO | 0.803 |
SCCO | 0.802 |
SCCO | 0.940 |
COP | 0.196 |
IP | 0.185 |
SCCO | 0.073 |
DHI | 0.039 |
MRO | 0.093 |
COP | 0.197 |
COP | 0.198 |
OXY | 0.060 |
| |
PXD | 0.134 |
MRO | 0.072 |
| |
PXD | 0.088 |
| |
| |
| |
| |
COP | 0.122 |
PXD | 0.069 |
| |
RIO | 0.079 |
| |
| |
| |
| |
SCCO | 0.104 |
HAL | 0.068 |
| |
COP | 0.076 |
| |
| |
| |
| |
DHI | 0.061 |
IP | 0.067 |
| |
HAL | 0.066 |
| |
| |
| |
| |
APC | 0.023 |
DD | 0.063 |
| |
NEM | 0.061 |
| |
| |
| |
| |
SLB | 0.016 |
NEM | 0.056 |
| |
ABX | 0.054 |
| |
| |
| |
| |
| |
ABX | 0.056 |
| |
FCX | 0.054 |
| |
| |
| |
| |
| |
FNARX | 0.056 |
| |
DHI | 0.049 |
| |
| |
| |
| |
| |
OXY | 0.054 |
| |
FNARX | 0.048 |
| |
| |
| |
| |
| |
COP | 0.053 |
| |
DD | 0.048 |
| |
| |
| |
| |
| |
FCX | 0.053 |
| |
SCCO | 0.048 |
| |
| |
| |
| |
| |
SLB | 0.053 |
| |
XEC | 0.046 |
| |
| |
| |
| |
| |
XEC | 0.052 |
| |
IP | 0.042 |
| |
| |
| |
| |
| |
RIO | 0.045 |
| |
SLB | 0.027 |
| |
| |
| |
| |
| |
DHI | 0.032 |
| |
OXY | 0.018 |
| |
| |
| |