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 |
VZ | 0.468 |
MSFT | 0.166 |
TRV | 0.112 |
HD | 1.000 |
TRV | 0.137 |
VZ | 0.482 |
VZ | 0.462 |
VZ | 0.461 |
JNJ | 0.274 |
JNJ | 0.132 |
MSFT | 0.088 |
| |
PG | 0.107 |
HD | 0.263 |
HD | 0.258 |
HD | 0.253 |
HD | 0.258 |
JPM | 0.108 |
CSCO | 0.086 |
| |
MSFT | 0.101 |
JNJ | 0.247 |
JNJ | 0.225 |
JNJ | 0.228 |
| |
KO | 0.107 |
JNJ | 0.075 |
| |
JNJ | 0.079 |
MCD | 0.008 |
WMT | 0.052 |
WMT | 0.058 |
| |
CSCO | 0.104 |
PG | 0.074 |
| |
INTC | 0.070 |
| |
MCD | 0.003 |
| |
| |
CAT | 0.067 |
MRK | 0.062 |
| |
VZ | 0.067 |
| |
| |
| |
| |
AXP | 0.060 |
JPM | 0.060 |
| |
CSCO | 0.067 |
| |
| |
| |
| |
GE | 0.059 |
VZ | 0.058 |
| |
JPM | 0.052 |
| |
| |
| |
| |
PFE | 0.045 |
INTC | 0.054 |
| |
HD | 0.043 |
| |
| |
| |
| |
BAC | 0.034 |
PFE | 0.048 |
| |
BAC | 0.037 |
| |
| |
| |
| |
HD | 0.029 |
KO | 0.039 |
| |
PFE | 0.034 |
| |
| |
| |
| |
WMT | 0.020 |
CAT | 0.037 |
| |
CAT | 0.031 |
| |
| |
| |
| |
PG | 0.013 |
HD | 0.035 |
| |
KO | 0.027 |
| |
| |
| |
| |
UTX | 0.009 |
GE | 0.029 |
| |
MRK | 0.027 |
| |
| |
| |
| |
MCD | 0.008 |
XOM | 0.029 |
| |
BA | 0.021 |
| |
| |
| |
| |
AA | 0.008 |
BA | 0.022 |
| |
XOM | 0.021 |
| |
| |
| |
| |
T | 0.007 |
BAC | 0.022 |
| |
AA | 0.019 |
| |
| |
| |
| |
IBM | 0.006 |
AA | 0.017 |
| |
GE | 0.014 |
| |
| |
| |
| |
CVX | 0.006 |
AXP | 0.015 |
| |
WMT | 0.013 |
| |
| |
| |
| |
BA | 0.005 |
WMT | 0.009 |
| |
UNH | 0.009 |
| |
| |
| |
| |
UNH | 0.004 |
UNH | 0.007 |
| |
T | 0.006 |
| |
| |
| |
| |
DD | 0.003 |
T | 0.006 |
| |
AXP | 0.006 |
| |
| |
| |
| |
MMM | 0.002 |
IBM | 0.005 |
| |
MCD | 0.004 |
| |
| |
| |
| |
VZ | 0.000 |
MCD | 0.004 |
| |
IBM | 0.004 |
| |
| |
| |
| |
| |
CVX | 0.002 |
| |
UTX | 0.002 |
| |
| |
| |
| |
| |
UTX | 0.002 |
| |
CVX | 0.002 |
| |
| |
| |
| |
| |
DD | 0.001 |
| |
DD | 0.001 |
| |
| |
| |
| |
| |
MMM | 0.001 |
| |
MMM | 0.000 |
| |
| |
| |
| |
| |
HPQ | 0.000 |
| |
HPQ | 0.000 |
| |
| |
| |