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 | 0.844 |
IP | 0.350 |
XEC | 0.148 |
DHI | 0.506 |
NEM | 0.158 |
DHI | 0.843 |
DHI | 0.846 |
DHI | 0.841 |
IP | 0.155 |
PXD | 0.312 |
RIO | 0.139 |
PXD | 0.494 |
XEC | 0.155 |
IP | 0.156 |
IP | 0.153 |
IP | 0.158 |
COP | 0.001 |
DHI | 0.265 |
DHI | 0.114 |
| |
PXD | 0.155 |
COP | 0.001 |
COP | 0.001 |
COP | 0.001 |
| |
SCCO | 0.053 |
PXD | 0.108 |
| |
DHI | 0.127 |
| |
| |
| |
| |
OXY | 0.017 |
NEM | 0.107 |
| |
SCCO | 0.084 |
| |
| |
| |
| |
COP | 0.004 |
APC | 0.078 |
| |
RIO | 0.078 |
| |
| |
| |
| |
| |
IP | 0.076 |
| |
IP | 0.060 |
| |
| |
| |
| |
| |
SCCO | 0.060 |
| |
SLB | 0.046 |
| |
| |
| |
| |
| |
HAL | 0.045 |
| |
HAL | 0.040 |
| |
| |
| |
| |
| |
SLB | 0.044 |
| |
OXY | 0.035 |
| |
| |
| |
| |
| |
OXY | 0.041 |
| |
APC | 0.030 |
| |
| |
| |
| |
| |
MRO | 0.019 |
| |
MRO | 0.022 |
| |
| |
| |
| |
| |
FCX | 0.010 |
| |
FCX | 0.006 |
| |
| |
| |
| |
| |
FNARX | 0.007 |
| |
FNARX | 0.003 |
| |
| |
| |
| |
| |
ABX | 0.002 |
| |
COP | 0.001 |
| |
| |
| |
| |
| |
COP | 0.001 |
| |
ABX | 0.001 |
| |
| |
| |