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 | 0.398 |
AXP | 0.154 |
T | 0.062 |
HD | 0.571 |
JNJ | 0.091 |
MCD | 0.397 |
HD | 0.496 |
MCD | 0.424 |
HD | 0.277 |
KO | 0.093 |
HD | 0.061 |
KO | 0.429 |
HD | 0.086 |
HD | 0.278 |
KO | 0.247 |
HD | 0.324 |
VZ | 0.191 |
CVX | 0.088 |
JNJ | 0.059 |
| |
CAT | 0.080 |
VZ | 0.191 |
PFE | 0.175 |
KO | 0.109 |
KO | 0.072 |
UTX | 0.083 |
KO | 0.056 |
| |
MCD | 0.068 |
KO | 0.072 |
WMT | 0.052 |
PFE | 0.088 |
PFE | 0.061 |
T | 0.062 |
AXP | 0.052 |
| |
JPM | 0.065 |
PFE | 0.062 |
IBM | 0.029 |
JNJ | 0.054 |
| |
CAT | 0.061 |
BA | 0.052 |
| |
GE | 0.062 |
| |
| |
| |
| |
MCD | 0.057 |
CVX | 0.050 |
| |
IBM | 0.058 |
| |
| |
| |
| |
MSFT | 0.054 |
VZ | 0.050 |
| |
PFE | 0.053 |
| |
| |
| |
| |
GE | 0.048 |
CAT | 0.049 |
| |
WMT | 0.051 |
| |
| |
| |
| |
BAC | 0.046 |
UNH | 0.048 |
| |
UNH | 0.051 |
| |
| |
| |
| |
JNJ | 0.041 |
MCD | 0.045 |
| |
MSFT | 0.047 |
| |
| |
| |
| |
IBM | 0.038 |
JPM | 0.045 |
| |
AXP | 0.038 |
| |
| |
| |
| |
WMT | 0.035 |
MSFT | 0.045 |
| |
XOM | 0.037 |
| |
| |
| |
| |
JPM | 0.034 |
PFE | 0.044 |
| |
T | 0.030 |
| |
| |
| |
| |
UNH | 0.028 |
IBM | 0.042 |
| |
BAC | 0.026 |
| |
| |
| |
| |
MRK | 0.024 |
GE | 0.037 |
| |
KO | 0.023 |
| |
| |
| |
| |
PFE | 0.023 |
BAC | 0.037 |
| |
UTX | 0.022 |
| |
| |
| |
| |
HD | 0.016 |
UTX | 0.031 |
| |
VZ | 0.020 |
| |
| |
| |
| |
MMM | 0.010 |
WMT | 0.029 |
| |
CVX | 0.019 |
| |
| |
| |
| |
AA | 0.003 |
MRK | 0.029 |
| |
MRK | 0.018 |
| |
| |
| |
| |
CSCO | 0.000 |
TRV | 0.024 |
| |
PG | 0.017 |
| |
| |
| |
| |
DD | 0.000 |
XOM | 0.024 |
| |
BA | 0.015 |
| |
| |
| |
| |
| |
PG | 0.010 |
| |
TRV | 0.015 |
| |
| |
| |
| |
| |
MMM | 0.008 |
| |
MMM | 0.005 |
| |
| |
| |
| |
| |
AA | 0.008 |
| |
CSCO | 0.001 |
| |
| |
| |
| |
| |
CSCO | 0.001 |
| |
INTC | 0.001 |
| |
| |
| |
| |
| |
INTC | 0.001 |
| |
AA | 0.001 |
| |
| |
| |
| |
| |
DD | 0.000 |
| |
DD | 0.000 |
| |
| |
| |
| |
| |
HPQ | 0.000 |
| |
HPQ | 0.000 |
| |
| |
| |