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 | 0.622 |
UTX | 0.222 |
HD | 0.098 |
MCD | 1.000 |
JNJ | 0.131 |
MCD | 0.622 |
MCD | 0.626 |
MCD | 0.619 |
KO | 0.179 |
KO | 0.142 |
JNJ | 0.093 |
| |
T | 0.104 |
KO | 0.178 |
KO | 0.172 |
KO | 0.180 |
T | 0.125 |
T | 0.112 |
JPM | 0.093 |
| |
MCD | 0.095 |
T | 0.125 |
T | 0.128 |
T | 0.126 |
VZ | 0.055 |
MCD | 0.102 |
T | 0.092 |
| |
UTX | 0.091 |
VZ | 0.055 |
VZ | 0.054 |
VZ | 0.056 |
CVX | 0.019 |
JNJ | 0.093 |
KO | 0.082 |
| |
KO | 0.088 |
CVX | 0.020 |
CVX | 0.020 |
CVX | 0.020 |
| |
JPM | 0.057 |
UTX | 0.080 |
| |
HD | 0.078 |
| |
| |
| |
| |
MSFT | 0.054 |
MCD | 0.067 |
| |
JPM | 0.069 |
| |
| |
| |
| |
BAC | 0.038 |
TRV | 0.062 |
| |
TRV | 0.050 |
| |
| |
| |
| |
GE | 0.036 |
VZ | 0.060 |
| |
VZ | 0.048 |
| |
| |
| |
| |
CVX | 0.028 |
MSFT | 0.044 |
| |
MSFT | 0.045 |
| |
| |
| |
| |
WMT | 0.028 |
XOM | 0.039 |
| |
BAC | 0.043 |
| |
| |
| |
| |
HD | 0.025 |
BAC | 0.028 |
| |
UNH | 0.028 |
| |
| |
| |
| |
IBM | 0.024 |
IBM | 0.026 |
| |
GE | 0.027 |
| |
| |
| |
| |
UNH | 0.016 |
GE | 0.025 |
| |
WMT | 0.018 |
| |
| |
| |
| |
AXP | 0.010 |
WMT | 0.024 |
| |
IBM | 0.018 |
| |
| |
| |
| |
CAT | 0.008 |
UNH | 0.023 |
| |
XOM | 0.014 |
| |
| |
| |
| |
PFE | 0.005 |
CVX | 0.015 |
| |
PG | 0.011 |
| |
| |
| |
| |
AA | 0.001 |
PG | 0.014 |
| |
CVX | 0.010 |
| |
| |
| |
| |
MMM | 0.000 |
BA | 0.011 |
| |
CAT | 0.007 |
| |
| |
| |
| |
CSCO | 0.000 |
PFE | 0.010 |
| |
BA | 0.007 |
| |
| |
| |
| |
VZ | 0.000 |
CAT | 0.007 |
| |
PFE | 0.007 |
| |
| |
| |
| |
DD | 0.000 |
AXP | 0.003 |
| |
INTC | 0.005 |
| |
| |
| |
| |
MRK | 0.000 |
INTC | 0.003 |
| |
AXP | 0.002 |
| |
| |
| |
| |
| |
AA | 0.001 |
| |
AA | 0.001 |
| |
| |
| |
| |
| |
CSCO | 0.001 |
| |
CSCO | 0.001 |
| |
| |
| |
| |
| |
MMM | 0.000 |
| |
MMM | 0.000 |
| |
| |
| |
| |
| |
DD | 0.000 |
| |
DD | 0.000 |
| |
| |
| |
| |
| |
HPQ | 0.000 |
| |
HPQ | 0.000 |
| |
| |
| |
| |
| |
MRK | 0.000 |
| |
MRK | 0.000 |
| |
| |
| |