Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
HD 0.378 UTX 0.145 MMM 0.049 HD 1.000 MMM 0.075 HD 0.376 HD 0.380 HD 0.372
VZ0.311 AXP 0.114 UTX 0.049 UTX 0.074 VZ0.308 VZ0.306 VZ0.307
JNJ 0.199 JNJ 0.081 TRV 0.049 BAC 0.067 JNJ 0.203 JNJ 0.229 JNJ 0.207
MCD 0.112 DD 0.067 JNJ 0.049 MSFT 0.065 MCD 0.112 MCD 0.085 MCD 0.114
CVX 0.064 JPM 0.048 T 0.065
MMM 0.063 BAC 0.044 VZ0.062
BAC 0.059 BA 0.044 TRV 0.059
GE 0.051 DD 0.043 IBM 0.052
T 0.050 AXP 0.043 BA 0.050
KO 0.042 CVX 0.042 KO 0.048
MSFT 0.040 PFE 0.040 HD 0.040
CAT 0.030 HD 0.039 UNH0.038
JPM 0.029 CSCO 0.039 CSCO 0.037
MCD 0.027 T 0.037 MCD 0.037
IBM 0.025 PG 0.036 CVX 0.034
CSCO 0.021 MSFT 0.035 AA 0.028
HD 0.021 GE 0.033 CAT 0.025
MRK 0.018 HPQ 0.031 JPM 0.024
AA 0.014 KO 0.030 AXP 0.020
BA 0.012 MCD 0.029 JNJ 0.018
PFE 0.012 IBM 0.028 XOM 0.015
UNH0.009 VZ0.027 PFE 0.013
PG 0.006 CAT 0.027 HPQ 0.013
INTC 0.027 GE 0.013
MRK 0.024 INTC 0.010
AA 0.023 DD 0.009
UNH0.016 MRK 0.005
XOM 0.016 PG 0.002