Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
DHI0.844 IP0.350 XEC0.148 DHI0.506 NEM0.158 DHI0.843 DHI0.846 DHI0.841
IP0.155 PXD0.312 RIO0.139 PXD0.494 XEC0.155 IP0.156 IP0.153 IP0.158
COP0.001 DHI0.265 DHI0.114 PXD0.155 COP0.001 COP0.001 COP0.001
SCCO0.053 PXD0.108 DHI0.127
OXY0.017 NEM0.107 SCCO0.084
COP0.004 APC0.078 RIO0.078
IP0.076 IP0.060
SCCO0.060 SLB0.046
HAL0.045 HAL0.040
SLB0.044 OXY0.035
OXY0.041 APC0.030
MRO0.019 MRO0.022
FCX0.010 FCX0.006
FNARX0.007 FNARX0.003
ABX0.002 COP0.001
COP0.001 ABX0.001