Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
DHI0.605 DD0.355 APC0.077 IP0.538 IP0.133 DHI0.603 DHI0.583 DHI0.564
IP0.395 IP0.190 IP0.075 PXD0.314 PXD0.089 IP0.397 IP0.322 IP0.323
PXD0.139 SCCO0.072 DHI0.148 APC0.082 COP0.095 COP0.112
COP0.122 MRO0.072 SCCO0.079
SCCO0.108 DD0.070 MRO0.069
DHI0.061 PXD0.068 ABX0.066
APC0.026 HAL0.067 COP0.064
RIO0.055 HAL0.054
FNARX0.054 FNARX0.049
SLB0.053 RIO0.049
OXY0.053 DD0.045
FCX0.052 FCX0.044
COP0.050 NEM0.042
ABX0.050 SLB0.037
NEM0.048 XEC0.037
XEC0.046 OXY0.033
DHI0.038 DHI0.027