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 | 0.369 |
JNJ | 0.306 |
TRV | 0.142 |
HD | 1.000 |
TRV | 0.140 |
VZ | 0.366 |
VZ | 0.373 |
VZ | 0.389 |
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 |
VZ | 0.049 |
| |
PFE | 0.055 |
| |
| |
| |
| |
MRK | 0.043 |
INTC | 0.043 |
| |
VZ | 0.044 |
| |
| |
| |
| |
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 |
| |
| |
| |
| |
UNH | 0.003 |
T | 0.006 |
| |
T | 0.007 |
| |
| |
| |
| |
MCD | 0.003 |
IBM | 0.004 |
| |
IBM | 0.004 |
| |
| |
| |
| |
CVX | 0.003 |
UNH | 0.004 |
| |
UNH | 0.003 |
| |
| |
| |
| |
DD | 0.003 |
MCD | 0.004 |
| |
CVX | 0.001 |
| |
| |
| |
| |
MMM | 0.002 |
UTX | 0.002 |
| |
DD | 0.001 |
| |
| |
| |
| |
VZ | 0.001 |
CVX | 0.002 |
| |
MMM | 0.001 |
| |
| |
| |
| |
| |
DD | 0.001 |
| |
MCD | 0.001 |
| |
| |
| |
| |
| |
MMM | 0.001 |
| |
UTX | 0.001 |
| |
| |
| |
| |
| |
HPQ | 0.000 |
| |
HPQ | 0.000 |
| |
| |
| |