Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
SCCO0.773 DD0.227 FNARX0.066 SCCO0.880 APC0.093 SCCO0.737 SCCO0.734 SCCO0.852
XOM0.165 PXD0.132 OXY0.061 DHI0.084 HAL0.084 COP0.263 COP0.266 MRO0.148
MRO0.063 IP0.131 COP0.059 MRO0.036 SCCO0.069
MMR0.125 MRO0.059 IP0.067
XOM0.104 SLB0.059 FNARX0.066
SCCO0.091 HAL0.058 XOM0.062
DHI0.086 PXD0.058 MMR0.057
COP0.059 APC0.057 OXY0.055
RIO0.025 FCX0.057 COP0.048
SLB0.021 XOM0.056 PXD0.044
XEC0.056 MRO0.043
SCCO0.054 RIO0.043
DD0.051 SLB0.043
RIO0.048 XEC0.042
IP0.046 FCX0.041
MMR0.044 NEM0.041
NEM0.040 ABX0.041
ABX0.036 DHI0.038
DHI0.034 DD0.024