Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
DHI0.652 DD0.254 FNARX0.067 DHI0.741 APC0.118 DHI0.649 DHI0.662 DHI0.689
IP0.261 IP0.142 OXY0.060 MMR0.259 PXD0.096 IP0.261 IP0.262 IP0.311
COP0.086 XOM0.112 SLB0.060 HAL0.085 COP0.089 COP0.076
PXD0.105 MRO0.060 DHI0.083
DHI0.093 RIO0.059 RIO0.077
RIO0.091 APC0.059 FNARX0.060
COP0.079 XOM0.057 ABX0.056
SLB0.077 PXD0.057 FCX0.055
APC0.048 HAL0.057 XEC0.052
DD0.056 OXY0.049
COP0.056 SCCO0.042
FCX0.056 IP0.040
SCCO0.054 SLB0.038
IP0.051 MMR0.033
XEC0.050 MRO0.032
DHI0.041 DD0.028
MMR0.036 COP0.023
NEM0.034 XOM0.023
ABX0.032 NEM0.009