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 | 0.618 |
UTX | 0.128 |
UTX | 0.050 |
MCD | 1.000 |
PG | 0.080 |
MCD | 0.642 |
MCD | 0.593 |
MCD | 0.597 |
CVX | 0.132 |
AXP | 0.104 |
JPM | 0.048 |
| |
CSCO | 0.076 |
CVX | 0.145 |
KO | 0.129 |
KO | 0.155 |
T | 0.122 |
JNJ | 0.081 |
TRV | 0.047 |
| |
UTX | 0.070 |
T | 0.132 |
CVX | 0.111 |
T | 0.140 |
VZ | 0.074 |
DD | 0.076 |
MMM | 0.046 |
| |
AXP | 0.055 |
VZ | 0.082 |
T | 0.110 |
VZ | 0.068 |
JNJ | 0.054 |
MMM | 0.073 |
DD | 0.044 |
| |
HPQ | 0.052 |
| |
VZ | 0.058 |
JNJ | 0.040 |
| |
CVX | 0.067 |
BAC | 0.044 |
| |
JPM | 0.050 |
| |
| |
| |
| |
BAC | 0.064 |
JNJ | 0.044 |
| |
HD | 0.050 |
| |
| |
| |
| |
T | 0.063 |
AXP | 0.043 |
| |
MCD | 0.047 |
| |
| |
| |
| |
GE | 0.059 |
CSCO | 0.043 |
| |
MSFT | 0.042 |
| |
| |
| |
| |
KO | 0.042 |
HD | 0.042 |
| |
TRV | 0.042 |
| |
| |
| |
| |
MSFT | 0.041 |
BA | 0.042 |
| |
JNJ | 0.040 |
| |
| |
| |
| |
PFE | 0.028 |
CVX | 0.040 |
| |
BAC | 0.039 |
| |
| |
| |
| |
CAT | 0.028 |
PG | 0.040 |
| |
PFE | 0.036 |
| |
| |
| |
| |
CSCO | 0.024 |
T | 0.039 |
| |
IBM | 0.033 |
| |
| |
| |
| |
IBM | 0.020 |
PFE | 0.038 |
| |
INTC | 0.030 |
| |
| |
| |
| |
MCD | 0.019 |
HPQ | 0.037 |
| |
VZ | 0.030 |
| |
| |
| |
| |
BA | 0.017 |
MSFT | 0.037 |
| |
KO | 0.026 |
| |
| |
| |
| |
HD | 0.016 |
IBM | 0.031 |
| |
CAT | 0.025 |
| |
| |
| |
| |
AA | 0.014 |
GE | 0.030 |
| |
MMM | 0.025 |
| |
| |
| |
| |
VZ | 0.012 |
VZ | 0.030 |
| |
GE | 0.024 |
| |
| |
| |
| |
UNH | 0.011 |
MCD | 0.029 |
| |
DD | 0.024 |
| |
| |
| |
| |
TRV | 0.011 |
INTC | 0.029 |
| |
T | 0.022 |
| |
| |
| |
| |
HPQ | 0.003 |
KO | 0.028 |
| |
XOM | 0.018 |
| |
| |
| |
| |
| |
CAT | 0.026 |
| |
UNH | 0.018 |
| |
| |
| |
| |
| |
AA | 0.022 |
| |
BA | 0.017 |
| |
| |
| |
| |
| |
MRK | 0.020 |
| |
CVX | 0.009 |
| |
| |
| |
| |
| |
XOM | 0.015 |
| |
MRK | 0.009 |
| |
| |
| |
| |
| |
UNH | 0.015 |
| |
AA | 0.007 |
| |
| |
| |