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 |
MCD | 0.579 |
AXP | 0.110 |
DD | 0.039 |
MCD | 1.000 |
VZ | 0.049 |
MCD | 0.588 |
MCD | 0.582 |
MCD | 0.585 |
KO | 0.146 |
UTX | 0.098 |
UTX | 0.039 |
| |
UTX | 0.049 |
KO | 0.155 |
KO | 0.140 |
KO | 0.157 |
CVX | 0.111 |
CVX | 0.067 |
AXP | 0.038 |
| |
CAT | 0.048 |
T | 0.141 |
CVX | 0.112 |
T | 0.142 |
T | 0.097 |
GE | 0.061 |
XOM | 0.037 |
| |
INTC | 0.048 |
CVX | 0.116 |
T | 0.100 |
CVX | 0.117 |
VZ | 0.068 |
MCD | 0.059 |
DIS | 0.037 |
| |
KO | 0.047 |
| |
VZ | 0.066 |
| |
| |
KO | 0.057 |
MMM | 0.036 |
| |
IBM | 0.044 |
| |
| |
| |
| |
MSFT | 0.055 |
GE | 0.036 |
| |
MSFT | 0.041 |
| |
| |
| |
| |
CAT | 0.050 |
CVX | 0.035 |
| |
MCD | 0.040 |
| |
| |
| |
| |
T | 0.047 |
CAT | 0.035 |
| |
BAC | 0.037 |
| |
| |
| |
| |
JPM | 0.042 |
AA | 0.035 |
| |
HD | 0.036 |
| |
| |
| |
| |
BAC | 0.042 |
JPM | 0.035 |
| |
AXP | 0.035 |
| |
| |
| |
| |
DD | 0.041 |
TRV | 0.034 |
| |
CSCO | 0.035 |
| |
| |
| |
| |
MMM | 0.038 |
MSFT | 0.034 |
| |
PFE | 0.034 |
| |
| |
| |
| |
JNJ | 0.038 |
IBM | 0.034 |
| |
GE | 0.034 |
| |
| |
| |
| |
WMT | 0.032 |
HD | 0.034 |
| |
JPM | 0.034 |
| |
| |
| |
| |
CSCO | 0.031 |
BA | 0.034 |
| |
HPQ | 0.034 |
| |
| |
| |
| |
DIS | 0.029 |
T | 0.034 |
| |
UNH | 0.033 |
| |
| |
| |
| |
IBM | 0.026 |
CSCO | 0.033 |
| |
WMT | 0.032 |
| |
| |
| |
| |
PFE | 0.023 |
INTC | 0.033 |
| |
AA | 0.032 |
| |
| |
| |
| |
TRV | 0.021 |
VZ | 0.033 |
| |
XOM | 0.031 |
| |
| |
| |
| |
AA | 0.014 |
JNJ | 0.032 |
| |
MMM | 0.029 |
| |
| |
| |
| |
UNH | 0.009 |
PG | 0.032 |
| |
MRK | 0.029 |
| |
| |
| |
| |
XOM | 0.007 |
BAC | 0.032 |
| |
JNJ | 0.029 |
| |
| |
| |
| |
VZ | 0.002 |
PFE | 0.032 |
| |
TRV | 0.028 |
| |
| |
| |
| |
BA | 0.002 |
KO | 0.031 |
| |
DIS | 0.028 |
| |
| |
| |
| |
PG | 0.000 |
HPQ | 0.029 |
| |
BA | 0.018 |
| |
| |
| |
| |
| |
WMT | 0.028 |
| |
CVX | 0.018 |
| |
| |
| |
| |
| |
MCD | 0.028 |
| |
PG | 0.018 |
| |
| |
| |
| |
| |
MRK | 0.027 |
| |
T | 0.015 |
| |
| |
| |
| |
| |
UNH | 0.026 |
| |
DD | 0.014 |
| |
| |
| |