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 |
IP | 0.408 |
DD | 0.261 |
FNARX | 0.063 |
PXD | 0.629 |
APC | 0.097 |
IP | 0.407 |
IP | 0.405 |
IP | 0.405 |
DD | 0.385 |
PXD | 0.146 |
OXY | 0.060 |
IP | 0.371 |
IP | 0.089 |
DD | 0.385 |
DD | 0.394 |
DD | 0.389 |
PXD | 0.205 |
IP | 0.145 |
COP | 0.060 |
| |
HAL | 0.070 |
PXD | 0.206 |
PXD | 0.201 |
PXD | 0.206 |
DHI | 0.002 |
SCCO | 0.137 |
SLB | 0.059 |
| |
PXD | 0.069 |
DHI | 0.003 |
| |
| |
| |
XOM | 0.122 |
MRO | 0.059 |
| |
NEM | 0.067 |
| |
| |
| |
| |
DHI | 0.094 |
HAL | 0.058 |
| |
XEC | 0.064 |
| |
| |
| |
| |
COP | 0.065 |
PXD | 0.058 |
| |
XOM | 0.059 |
| |
| |
| |
| |
SLB | 0.030 |
SCCO | 0.058 |
| |
FNARX | 0.056 |
| |
| |
| |
| |
| |
FCX | 0.057 |
| |
MRO | 0.055 |
| |
| |
| |
| |
| |
APC | 0.056 |
| |
COP | 0.052 |
| |
| |
| |
| |
| |
XEC | 0.056 |
| |
DD | 0.045 |
| |
| |
| |
| |
| |
XOM | 0.055 |
| |
MMR | 0.045 |
| |
| |
| |
| |
| |
DD | 0.054 |
| |
FCX | 0.040 |
| |
| |
| |
| |
| |
RIO | 0.047 |
| |
SCCO | 0.039 |
| |
| |
| |
| |
| |
IP | 0.047 |
| |
RIO | 0.039 |
| |
| |
| |
| |
| |
MMR | 0.045 |
| |
OXY | 0.036 |
| |
| |
| |
| |
| |
NEM | 0.038 |
| |
SLB | 0.029 |
| |
| |
| |
| |
| |
DHI | 0.035 |
| |
DHI | 0.028 |
| |
| |
| |
| |
| |
ABX | 0.034 |
| |
ABX | 0.021 |
| |
| |
| |