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 |
HD | 0.378 |
AXP | 0.109 |
XOM | 0.039 |
HD | 1.000 |
INTC | 0.067 |
VZ | 0.317 |
VZ | 0.372 |
VZ | 0.356 |
WMT | 0.279 |
UTX | 0.103 |
MMM | 0.039 |
| |
T | 0.060 |
HD | 0.314 |
HD | 0.361 |
HD | 0.337 |
JNJ | 0.266 |
GE | 0.066 |
UTX | 0.039 |
| |
VZ | 0.056 |
WMT | 0.209 |
WMT | 0.227 |
WMT | 0.233 |
MCD | 0.077 |
CVX | 0.055 |
GE | 0.038 |
| |
BAC | 0.053 |
JNJ | 0.117 |
MCD | 0.041 |
MCD | 0.074 |
| |
T | 0.053 |
CVX | 0.038 |
| |
CAT | 0.050 |
MCD | 0.042 |
| |
| |
| |
MCD | 0.053 |
DD | 0.038 |
| |
MMM | 0.045 |
| |
| |
| |
| |
MSFT | 0.053 |
AA | 0.037 |
| |
AXP | 0.043 |
| |
| |
| |
| |
JNJ | 0.052 |
DIS | 0.037 |
| |
UTX | 0.043 |
| |
| |
| |
| |
KO | 0.050 |
AXP | 0.036 |
| |
JPM | 0.041 |
| |
| |
| |
| |
BAC | 0.048 |
CAT | 0.036 |
| |
IBM | 0.041 |
| |
| |
| |
| |
CAT | 0.046 |
TRV | 0.035 |
| |
CVX | 0.041 |
| |
| |
| |
| |
JPM | 0.042 |
JNJ | 0.035 |
| |
PFE | 0.040 |
| |
| |
| |
| |
MMM | 0.033 |
JPM | 0.035 |
| |
UNH | 0.037 |
| |
| |
| |
| |
DD | 0.032 |
BA | 0.035 |
| |
MCD | 0.036 |
| |
| |
| |
| |
IBM | 0.032 |
PFE | 0.033 |
| |
XOM | 0.036 |
| |
| |
| |
| |
WMT | 0.032 |
MRK | 0.033 |
| |
MSFT | 0.034 |
| |
| |
| |
| |
DIS | 0.029 |
KO | 0.033 |
| |
PG | 0.034 |
| |
| |
| |
| |
AA | 0.028 |
BAC | 0.032 |
| |
AA | 0.032 |
| |
| |
| |
| |
MRK | 0.027 |
MSFT | 0.032 |
| |
KO | 0.031 |
| |
| |
| |
| |
CSCO | 0.021 |
T | 0.032 |
| |
CSCO | 0.029 |
| |
| |
| |
| |
TRV | 0.017 |
INTC | 0.031 |
| |
TRV | 0.023 |
| |
| |
| |
| |
PFE | 0.011 |
HD | 0.031 |
| |
DIS | 0.023 |
| |
| |
| |
| |
HD | 0.007 |
IBM | 0.031 |
| |
MRK | 0.019 |
| |
| |
| |
| |
XOM | 0.001 |
CSCO | 0.030 |
| |
DD | 0.018 |
| |
| |
| |
| |
| |
VZ | 0.030 |
| |
BA | 0.018 |
| |
| |
| |
| |
| |
UNH | 0.029 |
| |
HD | 0.017 |
| |
| |
| |
| |
| |
PG | 0.029 |
| |
GE | 0.011 |
| |
| |
| |
| |
| |
MCD | 0.028 |
| |
WMT | 0.011 |
| |
| |
| |
| |
| |
HPQ | 0.025 |
| |
HPQ | 0.008 |
| |
| |
| |
| |
| |
WMT | 0.024 |
| |
JNJ | 0.005 |
| |
| |
| |