Most Recent Quarterly Rebalanced Weights
MINVAR |
EWMA |
RES |
MP |
RESMP |
DK |
LW |
SS |
---|
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
COP | 0.489 |
COP | 0.533 |
APC | 0.083 |
XEC | 0.437 |
ABX | 0.104 |
COP | 0.472 |
COP | 0.449 |
COP | 0.478 |
DD | 0.342 |
DD | 0.327 |
MRO | 0.074 |
DHI | 0.284 |
IP | 0.096 |
DD | 0.334 |
DD | 0.315 |
DD | 0.344 |
OXY | 0.134 |
NEM | 0.090 |
SCCO | 0.073 |
ABX | 0.279 |
APC | 0.092 |
OXY | 0.132 |
FNARX | 0.136 |
OXY | 0.137 |
SCCO | 0.035 |
OXY | 0.050 |
PXD | 0.072 |
| |
MRO | 0.086 |
NEM | 0.062 |
OXY | 0.100 |
FNARX | 0.040 |
| |
| |
HAL | 0.069 |
| |
PXD | 0.082 |
| |
| |
| |
| |
| |
IP | 0.067 |
| |
SLB | 0.065 |
| |
| |
| |
| |
| |
NEM | 0.061 |
| |
OXY | 0.059 |
| |
| |
| |
| |
| |
ABX | 0.060 |
| |
SCCO | 0.058 |
| |
| |
| |
| |
| |
FNARX | 0.059 |
| |
HAL | 0.049 |
| |
| |
| |
| |
| |
DD | 0.058 |
| |
NEM | 0.048 |
| |
| |
| |
| |
| |
RIO | 0.054 |
| |
RIO | 0.045 |
| |
| |
| |
| |
| |
SLB | 0.052 |
| |
COP | 0.043 |
| |
| |
| |
| |
| |
COP | 0.048 |
| |
XEC | 0.042 |
| |
| |
| |
| |
| |
OXY | 0.048 |
| |
DD | 0.041 |
| |
| |
| |
| |
| |
FCX | 0.045 |
| |
DHI | 0.035 |
| |
| |
| |
| |
| |
XEC | 0.044 |
| |
FNARX | 0.035 |
| |
| |
| |
| |
| |
DHI | 0.033 |
| |
FCX | 0.020 |
| |
| |
| |