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 | 0.456 |
UTX | 0.141 |
UTX | 0.051 |
HD | 0.623 |
JNJ | 0.069 |
MCD | 0.437 |
MCD | 0.444 |
MCD | 0.434 |
HD | 0.277 |
AXP | 0.114 |
JNJ | 0.047 |
KO | 0.377 |
UTX | 0.065 |
HD | 0.266 |
HD | 0.274 |
HD | 0.264 |
VZ | 0.182 |
JNJ | 0.078 |
MMM | 0.046 |
| |
TRV | 0.050 |
VZ | 0.169 |
VZ | 0.170 |
VZ | 0.169 |
KO | 0.072 |
DD | 0.069 |
TRV | 0.046 |
| |
BA | 0.048 |
PFE | 0.068 |
PFE | 0.061 |
PFE | 0.070 |
JNJ | 0.013 |
CVX | 0.062 |
JPM | 0.044 |
| |
AXP | 0.048 |
KO | 0.060 |
KO | 0.052 |
KO | 0.062 |
| |
MMM | 0.061 |
CSCO | 0.044 |
| |
HD | 0.047 |
| |
| |
| |
| |
BAC | 0.056 |
DD | 0.043 |
| |
MCD | 0.045 |
| |
| |
| |
| |
GE | 0.050 |
BA | 0.042 |
| |
CVX | 0.044 |
| |
| |
| |
| |
T | 0.048 |
HD | 0.042 |
| |
BAC | 0.044 |
| |
| |
| |
| |
KO | 0.043 |
BAC | 0.041 |
| |
CSCO | 0.043 |
| |
| |
| |
| |
MSFT | 0.041 |
CVX | 0.041 |
| |
MMM | 0.040 |
| |
| |
| |
| |
JPM | 0.031 |
AXP | 0.041 |
| |
DD | 0.038 |
| |
| |
| |
| |
CAT | 0.029 |
T | 0.041 |
| |
T | 0.038 |
| |
| |
| |
| |
MCD | 0.027 |
PG | 0.040 |
| |
PG | 0.035 |
| |
| |
| |
| |
IBM | 0.026 |
PFE | 0.039 |
| |
CAT | 0.035 |
| |
| |
| |
| |
CSCO | 0.023 |
HPQ | 0.037 |
| |
MSFT | 0.035 |
| |
| |
| |
| |
HD | 0.019 |
MSFT | 0.036 |
| |
INTC | 0.033 |
| |
| |
| |
| |
MRK | 0.016 |
MCD | 0.032 |
| |
JPM | 0.033 |
| |
| |
| |
| |
AA | 0.015 |
IBM | 0.031 |
| |
MRK | 0.030 |
| |
| |
| |
| |
BA | 0.014 |
VZ | 0.030 |
| |
IBM | 0.029 |
| |
| |
| |
| |
PG | 0.013 |
INTC | 0.029 |
| |
AA | 0.028 |
| |
| |
| |
| |
PFE | 0.012 |
GE | 0.029 |
| |
HPQ | 0.026 |
| |
| |
| |
| |
UNH | 0.010 |
KO | 0.028 |
| |
UNH | 0.025 |
| |
| |
| |
| |
VZ | 0.000 |
CAT | 0.026 |
| |
PFE | 0.022 |
| |
| |
| |
| |
XOM | 0.000 |
MRK | 0.023 |
| |
KO | 0.018 |
| |
| |
| |
| |
| |
AA | 0.021 |
| |
VZ | 0.017 |
| |
| |
| |
| |
| |
UNH | 0.015 |
| |
GE | 0.014 |
| |
| |
| |
| |
| |
XOM | 0.015 |
| |
XOM | 0.003 |
| |
| |
| |