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 | 0.414 |
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 |
VZ | 0.149 |
UTX | 0.108 |
T | 0.070 |
| |
JNJ | 0.067 |
VZ | 0.149 |
VZ | 0.156 |
VZ | 0.149 |
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 |
VZ | 0.044 |
| |
CAT | 0.047 |
| |
| |
| |
| |
HD | 0.027 |
UTX | 0.039 |
| |
TRV | 0.042 |
| |
| |
| |
| |
UNH | 0.019 |
IBM | 0.038 |
| |
PFE | 0.042 |
| |
| |
| |
| |
BA | 0.014 |
CAT | 0.035 |
| |
VZ | 0.032 |
| |
| |
| |
| |
MMM | 0.013 |
TRV | 0.033 |
| |
UNH | 0.024 |
| |
| |
| |
| |
MRK | 0.012 |
GE | 0.031 |
| |
MRK | 0.021 |
| |
| |
| |
| |
VZ | 0.012 |
UNH | 0.026 |
| |
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 |
| |
| |
| |