Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
MCD 0.697 UTX 0.245 JNJ 0.117 MCD 1.000 JNJ 0.131 MCD 0.643 MCD 0.704 MCD 0.640
KO 0.178 JNJ 0.196 JPM 0.117 JPM 0.124 KO 0.157 KO 0.174 KO 0.158
VZ0.098 T 0.113 HD 0.112 T 0.124 T 0.132 VZ0.095 T 0.133
CVX 0.026 JPM 0.112 UTX 0.097 HD 0.106 VZ0.046 CVX 0.027 VZ0.047
KO 0.083 T 0.097 TRV 0.075 CVX 0.021 CVX 0.022
MCD 0.042 TRV 0.077 MCD 0.068
HD 0.039 KO 0.069 UTX 0.068
MSFT 0.037 MCD 0.064 MSFT 0.065
BAC 0.033 VZ0.052 VZ0.056
GE 0.030 MSFT 0.043 KO 0.043
IBM 0.019 BAC 0.035 BAC 0.036
CVX 0.016 IBM 0.023 IBM 0.026
AXP 0.009 GE 0.020 CVX 0.016
UNH0.008 PG 0.016 UNH0.011
CAT 0.006 CVX 0.015 GE 0.011
PFE 0.005 BA 0.012 PFE 0.009
BA 0.003 UNH0.012 BA 0.009
PG 0.003 PFE 0.011 PG 0.008
AA 0.000 CAT 0.004 CAT 0.006
MMM 0.000 AXP 0.004 AXP 0.005
DD 0.000 INTC 0.002 INTC 0.002
HPQ 0.000 CSCO 0.001 CSCO 0.001
MRK 0.000 AA 0.001 AA 0.000
MMM 0.000 MMM 0.000
DD 0.000 DD 0.000
HPQ 0.000 HPQ 0.000
MRK 0.000 MRK 0.000