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 |
SCCO | 0.773 |
DD | 0.227 |
FNARX | 0.066 |
SCCO | 0.880 |
APC | 0.093 |
SCCO | 0.737 |
SCCO | 0.734 |
SCCO | 0.852 |
XOM | 0.165 |
PXD | 0.132 |
OXY | 0.061 |
DHI | 0.084 |
HAL | 0.084 |
COP | 0.263 |
COP | 0.266 |
MRO | 0.148 |
MRO | 0.063 |
IP | 0.131 |
COP | 0.059 |
MRO | 0.036 |
SCCO | 0.069 |
| |
| |
| |
| |
MMR | 0.125 |
MRO | 0.059 |
| |
IP | 0.067 |
| |
| |
| |
| |
XOM | 0.104 |
SLB | 0.059 |
| |
FNARX | 0.066 |
| |
| |
| |
| |
SCCO | 0.091 |
HAL | 0.058 |
| |
XOM | 0.062 |
| |
| |
| |
| |
DHI | 0.086 |
PXD | 0.058 |
| |
MMR | 0.057 |
| |
| |
| |
| |
COP | 0.059 |
APC | 0.057 |
| |
OXY | 0.055 |
| |
| |
| |
| |
RIO | 0.025 |
FCX | 0.057 |
| |
COP | 0.048 |
| |
| |
| |
| |
SLB | 0.021 |
XOM | 0.056 |
| |
PXD | 0.044 |
| |
| |
| |
| |
| |
XEC | 0.056 |
| |
MRO | 0.043 |
| |
| |
| |
| |
| |
SCCO | 0.054 |
| |
RIO | 0.043 |
| |
| |
| |
| |
| |
DD | 0.051 |
| |
SLB | 0.043 |
| |
| |
| |
| |
| |
RIO | 0.048 |
| |
XEC | 0.042 |
| |
| |
| |
| |
| |
IP | 0.046 |
| |
FCX | 0.041 |
| |
| |
| |
| |
| |
MMR | 0.044 |
| |
NEM | 0.041 |
| |
| |
| |
| |
| |
NEM | 0.040 |
| |
ABX | 0.041 |
| |
| |
| |
| |
| |
ABX | 0.036 |
| |
DHI | 0.038 |
| |
| |
| |
| |
| |
DHI | 0.034 |
| |
DD | 0.024 |
| |
| |
| |