Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
MCD 0.414 AXP 0.149 JNJ 0.077 HD 0.684 T 0.100 MCD 0.413 MCD 0.427 MCD 0.410
HD 0.327 JNJ 0.147 HD 0.075 KO 0.316 JPM 0.078 HD 0.327 HD 0.342 HD 0.325
VZ0.149 UTX 0.108 T 0.070 JNJ 0.067 VZ0.149 VZ0.156 VZ0.149
PFE 0.055 T 0.077 BA 0.063 MSFT 0.063 PFE 0.056 KO 0.057 KO 0.059
KO 0.055 CVX 0.057 JPM 0.061 BA 0.062 KO 0.055 JNJ 0.018 PFE 0.058
KO 0.057 AXP 0.060 KO 0.057
GE 0.055 PFE 0.053 CVX 0.053
BAC 0.054 CVX 0.051 HD 0.052
JPM 0.051 BAC 0.050 GE 0.052
CAT 0.047 KO 0.049 AXP 0.049
MSFT 0.037 MSFT 0.049 UTX 0.049
IBM 0.034 MCD 0.046 MCD 0.048
PFE 0.027 VZ0.044 CAT 0.047
HD 0.027 UTX 0.039 TRV 0.042
UNH0.019 IBM 0.038 PFE 0.042
BA 0.014 CAT 0.035 VZ0.032
MMM 0.013 TRV 0.033 UNH0.024
MRK 0.012 GE 0.031 MRK 0.021
VZ0.012 UNH0.026 BAC 0.020
AA 0.003 MRK 0.021 IBM 0.019
DD 0.000 PG 0.012 PG 0.010
INTC 0.000 MMM 0.010 MMM 0.008
AA 0.005 AA 0.003
CSCO 0.001 CSCO 0.002
INTC 0.001 INTC 0.000
DD 0.000 DD 0.000
HPQ 0.000 HPQ 0.000