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 | 0.882 |
DHI | 0.292 |
XEC | 0.162 |
DHI | 0.583 |
PXD | 0.163 |
DHI | 0.881 |
DHI | 0.884 |
DHI | 0.880 |
IP | 0.117 |
PXD | 0.217 |
RIO | 0.155 |
PXD | 0.417 |
DHI | 0.154 |
IP | 0.118 |
IP | 0.116 |
IP | 0.119 |
COP | 0.001 |
XOM | 0.171 |
DHI | 0.128 |
| |
RIO | 0.108 |
COP | 0.001 |
COP | 0.001 |
COP | 0.001 |
| |
IP | 0.156 |
PXD | 0.093 |
| |
NEM | 0.092 |
| |
| |
| |
| |
SCCO | 0.103 |
NEM | 0.076 |
| |
XEC | 0.090 |
| |
| |
| |
| |
SLB | 0.047 |
APC | 0.061 |
| |
APC | 0.075 |
| |
| |
| |
| |
DD | 0.011 |
IP | 0.054 |
| |
SCCO | 0.065 |
| |
| |
| |
| |
COP | 0.002 |
SLB | 0.051 |
| |
IP | 0.060 |
| |
| |
| |
| |
| |
OXY | 0.048 |
| |
OXY | 0.047 |
| |
| |
| |
| |
| |
SCCO | 0.046 |
| |
XOM | 0.042 |
| |
| |
| |
| |
| |
XOM | 0.046 |
| |
SLB | 0.030 |
| |
| |
| |
| |
| |
HAL | 0.039 |
| |
HAL | 0.029 |
| |
| |
| |
| |
| |
MRO | 0.016 |
| |
MRO | 0.024 |
| |
| |
| |
| |
| |
FCX | 0.012 |
| |
FCX | 0.013 |
| |
| |
| |
| |
| |
FNARX | 0.009 |
| |
FNARX | 0.005 |
| |
| |
| |
| |
| |
DD | 0.002 |
| |
COP | 0.001 |
| |
| |
| |
| |
| |
ABX | 0.001 |
| |
ABX | 0.001 |
| |
| |
| |
| |
| |
COP | 0.001 |
| |
DD | 0.001 |
| |
| |
| |