Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
VZ0.369 JNJ 0.306 TRV 0.142 HD 1.000 TRV 0.140 VZ0.366 VZ0.373 VZ0.389
JNJ 0.329 MSFT 0.119 CSCO 0.102 CSCO 0.122 JNJ 0.334 HD 0.310 HD 0.313
HD 0.302 JPM 0.107 JNJ 0.094 MSFT 0.112 HD 0.300 JNJ 0.309 JNJ 0.286
AXP 0.061 MSFT 0.090 PG 0.102 MCD 0.008 MCD 0.011
GE 0.060 PG 0.083 JPM 0.078
CAT 0.052 JPM 0.075 HD 0.064
KO 0.050 PFE 0.053 JNJ 0.058
BAC 0.048 VZ0.049 PFE 0.055
MRK 0.043 INTC 0.043 VZ0.044
PG 0.034 MRK 0.042 KO 0.037
HD 0.024 HD 0.040 BA 0.035
PFE 0.023 KO 0.033 MRK 0.030
T 0.012 BAC 0.028 INTC 0.027
INTC 0.011 BA 0.026 BAC 0.023
AA 0.010 CAT 0.026 CAT 0.019
UTX 0.010 GE 0.023 AXP 0.013
BA 0.008 AXP 0.016 GE 0.012
IBM 0.006 AA 0.010 AA 0.010
UNH0.003 T 0.006 T 0.007
MCD 0.003 IBM 0.004 IBM 0.004
CVX 0.003 UNH0.004 UNH0.003
DD 0.003 MCD 0.004 CVX 0.001
MMM 0.002 UTX 0.002 DD 0.001
VZ0.001 CVX 0.002 MMM 0.001
DD 0.001 MCD 0.001
MMM 0.001 UTX 0.001
HPQ 0.000 HPQ 0.000