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 |
UTX | 0.145 |
MMM | 0.049 |
HD | 1.000 |
MMM | 0.075 |
HD | 0.376 |
HD | 0.380 |
HD | 0.372 |
VZ | 0.311 |
AXP | 0.114 |
UTX | 0.049 |
| |
UTX | 0.074 |
VZ | 0.308 |
VZ | 0.306 |
VZ | 0.307 |
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 |
| |
VZ | 0.062 |
| |
| |
| |
| |
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 |
| |
UNH | 0.038 |
| |
| |
| |
| |
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 |
| |
| |
| |
| |
UNH | 0.009 |
VZ | 0.027 |
| |
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 |
| |
| |
| |
| |
| |
UNH | 0.016 |
| |
MRK | 0.005 |
| |
| |
| |
| |
| |
XOM | 0.016 |
| |
PG | 0.002 |
| |
| |
| |