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 |
DHI | 0.652 |
DD | 0.254 |
FNARX | 0.067 |
DHI | 0.741 |
APC | 0.118 |
DHI | 0.649 |
DHI | 0.662 |
DHI | 0.689 |
IP | 0.261 |
IP | 0.142 |
OXY | 0.060 |
MMR | 0.259 |
PXD | 0.096 |
IP | 0.261 |
IP | 0.262 |
IP | 0.311 |
COP | 0.086 |
XOM | 0.112 |
SLB | 0.060 |
| |
HAL | 0.085 |
COP | 0.089 |
COP | 0.076 |
| |
| |
PXD | 0.105 |
MRO | 0.060 |
| |
DHI | 0.083 |
| |
| |
| |
| |
DHI | 0.093 |
RIO | 0.059 |
| |
RIO | 0.077 |
| |
| |
| |
| |
RIO | 0.091 |
APC | 0.059 |
| |
FNARX | 0.060 |
| |
| |
| |
| |
COP | 0.079 |
XOM | 0.057 |
| |
ABX | 0.056 |
| |
| |
| |
| |
SLB | 0.077 |
PXD | 0.057 |
| |
FCX | 0.055 |
| |
| |
| |
| |
APC | 0.048 |
HAL | 0.057 |
| |
XEC | 0.052 |
| |
| |
| |
| |
| |
DD | 0.056 |
| |
OXY | 0.049 |
| |
| |
| |
| |
| |
COP | 0.056 |
| |
SCCO | 0.042 |
| |
| |
| |
| |
| |
FCX | 0.056 |
| |
IP | 0.040 |
| |
| |
| |
| |
| |
SCCO | 0.054 |
| |
SLB | 0.038 |
| |
| |
| |
| |
| |
IP | 0.051 |
| |
MMR | 0.033 |
| |
| |
| |
| |
| |
XEC | 0.050 |
| |
MRO | 0.032 |
| |
| |
| |
| |
| |
DHI | 0.041 |
| |
DD | 0.028 |
| |
| |
| |
| |
| |
MMR | 0.036 |
| |
COP | 0.023 |
| |
| |
| |
| |
| |
NEM | 0.034 |
| |
XOM | 0.023 |
| |
| |
| |
| |
| |
ABX | 0.032 |
| |
NEM | 0.009 |
| |
| |
| |