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 |
DHI | 0.605 |
DD | 0.355 |
APC | 0.077 |
IP | 0.538 |
IP | 0.133 |
DHI | 0.603 |
DHI | 0.583 |
DHI | 0.564 |
IP | 0.395 |
IP | 0.190 |
IP | 0.075 |
PXD | 0.314 |
PXD | 0.089 |
IP | 0.397 |
IP | 0.322 |
IP | 0.323 |
| |
PXD | 0.139 |
SCCO | 0.072 |
DHI | 0.148 |
APC | 0.082 |
| |
COP | 0.095 |
COP | 0.112 |
| |
COP | 0.122 |
MRO | 0.072 |
| |
SCCO | 0.079 |
| |
| |
| |
| |
SCCO | 0.108 |
DD | 0.070 |
| |
MRO | 0.069 |
| |
| |
| |
| |
DHI | 0.061 |
PXD | 0.068 |
| |
ABX | 0.066 |
| |
| |
| |
| |
APC | 0.026 |
HAL | 0.067 |
| |
COP | 0.064 |
| |
| |
| |
| |
| |
RIO | 0.055 |
| |
HAL | 0.054 |
| |
| |
| |
| |
| |
FNARX | 0.054 |
| |
FNARX | 0.049 |
| |
| |
| |
| |
| |
SLB | 0.053 |
| |
RIO | 0.049 |
| |
| |
| |
| |
| |
OXY | 0.053 |
| |
DD | 0.045 |
| |
| |
| |
| |
| |
FCX | 0.052 |
| |
FCX | 0.044 |
| |
| |
| |
| |
| |
COP | 0.050 |
| |
NEM | 0.042 |
| |
| |
| |
| |
| |
ABX | 0.050 |
| |
SLB | 0.037 |
| |
| |
| |
| |
| |
NEM | 0.048 |
| |
XEC | 0.037 |
| |
| |
| |
| |
| |
XEC | 0.046 |
| |
OXY | 0.033 |
| |
| |
| |
| |
| |
DHI | 0.038 |
| |
DHI | 0.027 |
| |
| |
| |