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 | 0.464 |
DD | 0.355 |
SCCO | 0.078 |
PXD | 0.569 |
HAL | 0.096 |
IP | 0.463 |
IP | 0.462 |
IP | 0.462 |
DD | 0.314 |
IP | 0.185 |
APC | 0.075 |
IP | 0.431 |
IP | 0.090 |
DD | 0.314 |
DD | 0.326 |
DD | 0.323 |
PXD | 0.215 |
PXD | 0.134 |
MRO | 0.072 |
| |
XEC | 0.081 |
PXD | 0.216 |
PXD | 0.212 |
PXD | 0.216 |
DHI | 0.006 |
COP | 0.122 |
PXD | 0.069 |
| |
APC | 0.077 |
DHI | 0.007 |
| |
| |
| |
SCCO | 0.105 |
IP | 0.069 |
| |
SCCO | 0.071 |
| |
| |
| |
| |
DHI | 0.061 |
HAL | 0.068 |
| |
PXD | 0.065 |
| |
| |
| |
| |
APC | 0.023 |
DD | 0.068 |
| |
FNARX | 0.062 |
| |
| |
| |
| |
SLB | 0.016 |
FNARX | 0.054 |
| |
NEM | 0.060 |
| |
| |
| |
| |
| |
NEM | 0.054 |
| |
MRO | 0.058 |
| |
| |
| |
| |
| |
OXY | 0.053 |
| |
RIO | 0.050 |
| |
| |
| |
| |
| |
FCX | 0.053 |
| |
SLB | 0.049 |
| |
| |
| |
| |
| |
COP | 0.053 |
| |
DD | 0.049 |
| |
| |
| |
| |
| |
SLB | 0.053 |
| |
ABX | 0.048 |
| |
| |
| |
| |
| |
XEC | 0.052 |
| |
FCX | 0.046 |
| |
| |
| |
| |
| |
ABX | 0.052 |
| |
DHI | 0.036 |
| |
| |
| |
| |
| |
RIO | 0.044 |
| |
OXY | 0.033 |
| |
| |
| |
| |
| |
DHI | 0.033 |
| |
COP | 0.028 |
| |
| |
| |