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 | 0.945 |
IP | 0.791 |
SCCO | 0.212 |
IP | 0.989 |
NEM | 0.228 |
IP | 0.945 |
IP | 0.953 |
IP | 0.942 |
DHI | 0.053 |
DHI | 0.187 |
NEM | 0.212 |
PXD | 0.011 |
RIO | 0.212 |
DHI | 0.054 |
DHI | 0.045 |
DHI | 0.056 |
PXD | 0.002 |
COP | 0.012 |
RIO | 0.189 |
| |
SCCO | 0.200 |
PXD | 0.002 |
PXD | 0.002 |
PXD | 0.002 |
| |
MRO | 0.008 |
ABX | 0.150 |
| |
ABX | 0.158 |
| |
| |
| |
| |
PXD | 0.002 |
IP | 0.103 |
| |
IP | 0.080 |
| |
| |
| |
| |
SLB | 0.001 |
OXY | 0.049 |
| |
DHI | 0.049 |
| |
| |
| |
| |
| |
DHI | 0.045 |
| |
XEC | 0.033 |
| |
| |
| |
| |
| |
XEC | 0.029 |
| |
OXY | 0.026 |
| |
| |
| |
| |
| |
MRO | 0.005 |
| |
MRO | 0.007 |
| |
| |
| |
| |
| |
COP | 0.002 |
| |
COP | 0.003 |
| |
| |
| |
| |
| |
FCX | 0.001 |
| |
FCX | 0.002 |
| |
| |
| |
| |
| |
SLB | 0.001 |
| |
SLB | 0.001 |
| |
| |
| |
| |
| |
HAL | 0.001 |
| |
HAL | 0.001 |
| |
| |
| |
| |
| |
PXD | 0.000 |
| |
PXD | 0.000 |
| |
| |
| |
| |
| |
FNARX | 0.000 |
| |
FNARX | 0.000 |
| |
| |
| |
| |
| |
APC | 0.000 |
| |
APC | 0.000 |
| |
| |
| |