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 | 0.697 |
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 |
VZ | 0.098 |
T | 0.113 |
HD | 0.112 |
| |
T | 0.124 |
T | 0.132 |
VZ | 0.095 |
T | 0.133 |
CVX | 0.026 |
JPM | 0.112 |
UTX | 0.097 |
| |
HD | 0.106 |
VZ | 0.046 |
CVX | 0.027 |
VZ | 0.047 |
| |
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 |
VZ | 0.052 |
| |
VZ | 0.056 |
| |
| |
| |
| |
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 |
| |
| |
| |
| |
UNH | 0.008 |
PG | 0.016 |
| |
UNH | 0.011 |
| |
| |
| |
| |
CAT | 0.006 |
CVX | 0.015 |
| |
GE | 0.011 |
| |
| |
| |
| |
PFE | 0.005 |
BA | 0.012 |
| |
PFE | 0.009 |
| |
| |
| |
| |
BA | 0.003 |
UNH | 0.012 |
| |
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 |
| |
| |
| |