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 |
MCD | 0.457 |
AXP | 0.107 |
UTX | 0.038 |
HD | 0.586 |
UTX | 0.070 |
MCD | 0.414 |
MCD | 0.420 |
MCD | 0.433 |
HD | 0.303 |
UTX | 0.103 |
CVX | 0.038 |
KO | 0.414 |
MRK | 0.063 |
HD | 0.255 |
HD | 0.261 |
HD | 0.265 |
PFE | 0.106 |
GE | 0.070 |
DD | 0.037 |
| |
MMM | 0.061 |
VZ | 0.200 |
VZ | 0.201 |
VZ | 0.220 |
KO | 0.088 |
JNJ | 0.060 |
DIS | 0.037 |
| |
UNH | 0.058 |
PFE | 0.075 |
PFE | 0.070 |
KO | 0.083 |
JNJ | 0.046 |
T | 0.058 |
MMM | 0.036 |
| |
TRV | 0.053 |
KO | 0.057 |
KO | 0.048 |
| |
| |
CVX | 0.058 |
XOM | 0.035 |
| |
XOM | 0.053 |
| |
| |
| |
| |
MCD | 0.054 |
T | 0.035 |
| |
MSFT | 0.044 |
| |
| |
| |
| |
BAC | 0.053 |
CAT | 0.035 |
| |
AA | 0.043 |
| |
| |
| |
| |
MSFT | 0.052 |
AXP | 0.035 |
| |
KO | 0.042 |
| |
| |
| |
| |
KO | 0.047 |
INTC | 0.034 |
| |
JPM | 0.042 |
| |
| |
| |
| |
CAT | 0.043 |
JNJ | 0.034 |
| |
GE | 0.041 |
| |
| |
| |
| |
JPM | 0.037 |
AA | 0.034 |
| |
INTC | 0.037 |
| |
| |
| |
| |
MMM | 0.034 |
MSFT | 0.034 |
| |
IBM | 0.037 |
| |
| |
| |
| |
WMT | 0.032 |
IBM | 0.034 |
| |
MCD | 0.037 |
| |
| |
| |
| |
DD | 0.032 |
CSCO | 0.034 |
| |
VZ | 0.036 |
| |
| |
| |
| |
AA | 0.031 |
BA | 0.034 |
| |
AXP | 0.035 |
| |
| |
| |
| |
IBM | 0.029 |
PG | 0.033 |
| |
CSCO | 0.031 |
| |
| |
| |
| |
MRK | 0.029 |
HD | 0.033 |
| |
HPQ | 0.031 |
| |
| |
| |
| |
DIS | 0.027 |
GE | 0.033 |
| |
BA | 0.024 |
| |
| |
| |
| |
CSCO | 0.019 |
TRV | 0.033 |
| |
JNJ | 0.024 |
| |
| |
| |
| |
TRV | 0.011 |
PFE | 0.033 |
| |
DIS | 0.021 |
| |
| |
| |
| |
PFE | 0.010 |
VZ | 0.032 |
| |
DD | 0.020 |
| |
| |
| |
| |
XOM | 0.004 |
JPM | 0.032 |
| |
T | 0.019 |
| |
| |
| |
| |
| |
MRK | 0.031 |
| |
PFE | 0.018 |
| |
| |
| |
| |
| |
MCD | 0.031 |
| |
CVX | 0.017 |
| |
| |
| |
| |
| |
KO | 0.030 |
| |
HD | 0.015 |
| |
| |
| |
| |
| |
BAC | 0.030 |
| |
BAC | 0.014 |
| |
| |
| |
| |
| |
HPQ | 0.029 |
| |
CAT | 0.014 |
| |
| |
| |
| |
| |
UNH | 0.028 |
| |
WMT | 0.002 |
| |
| |
| |
| |
| |
WMT | 0.028 |
| |
| |
| |
| |