Most Recent Quarterly Rebalanced Weights
MINVAR |
EWMA |
RES |
MP |
RESMP |
DK |
LW |
SS |
---|
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
OXY | 0.349 |
OXY | 0.868 |
XEC | 0.140 |
XEC | 0.658 |
XEC | 0.209 |
OXY | 0.368 |
OXY | 0.639 |
OXY | 0.513 |
NEM | 0.311 |
COP | 0.132 |
RIO | 0.136 |
DHI | 0.336 |
NEM | 0.174 |
NEM | 0.340 |
IP | 0.155 |
IP | 0.319 |
IP | 0.208 |
| |
NEM | 0.136 |
ABX | 0.006 |
DHI | 0.105 |
IP | 0.232 |
FNARX | 0.147 |
SCCO | 0.080 |
DHI | 0.105 |
| |
PXD | 0.114 |
| |
PXD | 0.089 |
COP | 0.028 |
COP | 0.060 |
COP | 0.040 |
COP | 0.026 |
| |
DHI | 0.098 |
| |
RIO | 0.088 |
SCCO | 0.018 |
| |
FNARX | 0.039 |
| |
| |
APC | 0.083 |
| |
APC | 0.083 |
SLB | 0.011 |
| |
SLB | 0.009 |
| |
| |
IP | 0.068 |
| |
SCCO | 0.070 |
FNARX | 0.003 |
| |
| |
| |
| |
SCCO | 0.060 |
| |
IP | 0.061 |
| |
| |
| |
| |
| |
HAL | 0.046 |
| |
SLB | 0.045 |
| |
| |
| |
| |
| |
SLB | 0.042 |
| |
OXY | 0.032 |
| |
| |
| |
| |
| |
OXY | 0.037 |
| |
HAL | 0.015 |
| |
| |
| |
| |
| |
MRO | 0.020 |
| |
MRO | 0.013 |
| |
| |
| |
| |
| |
FCX | 0.009 |
| |
FCX | 0.008 |
| |
| |
| |
| |
| |
FNARX | 0.008 |
| |
FNARX | 0.006 |
| |
| |
| |
| |
| |
ABX | 0.003 |
| |
ABX | 0.001 |
| |
| |
| |
| |
| |
COP | 0.001 |
| |
COP | 0.000 |
| |
| |
| |