Most Recent Quarterly Rebalanced Weights
MINVAR |
EWMA |
RES |
MP |
RESMP |
DK |
LW |
SS |
---|
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
COP | 0.477 |
COP | 0.533 |
APC | 0.082 |
XEC | 0.437 |
IP | 0.112 |
COP | 0.467 |
COP | 0.449 |
COP | 0.459 |
DD | 0.336 |
DD | 0.327 |
MRO | 0.074 |
DHI | 0.284 |
MRO | 0.088 |
DD | 0.329 |
DD | 0.315 |
DD | 0.328 |
OXY | 0.129 |
NEM | 0.090 |
SCCO | 0.073 |
ABX | 0.279 |
PXD | 0.078 |
OXY | 0.129 |
FNARX | 0.136 |
OXY | 0.132 |
NEM | 0.058 |
OXY | 0.050 |
PXD | 0.072 |
| |
NEM | 0.071 |
NEM | 0.058 |
OXY | 0.100 |
NEM | 0.062 |
| |
| |
HAL | 0.069 |
| |
XEC | 0.069 |
SCCO | 0.012 |
| |
IP | 0.018 |
| |
| |
IP | 0.068 |
| |
FCX | 0.066 |
IP | 0.006 |
| |
| |
| |
| |
NEM | 0.061 |
| |
FNARX | 0.064 |
| |
| |
| |
| |
| |
ABX | 0.060 |
| |
SCCO | 0.063 |
| |
| |
| |
| |
| |
FNARX | 0.059 |
| |
OXY | 0.057 |
| |
| |
| |
| |
| |
DD | 0.058 |
| |
DD | 0.056 |
| |
| |
| |
| |
| |
RIO | 0.053 |
| |
ABX | 0.053 |
| |
| |
| |
| |
| |
SLB | 0.052 |
| |
SLB | 0.050 |
| |
| |
| |
| |
| |
COP | 0.048 |
| |
HAL | 0.047 |
| |
| |
| |
| |
| |
OXY | 0.048 |
| |
APC | 0.037 |
| |
| |
| |
| |
| |
FCX | 0.045 |
| |
COP | 0.033 |
| |
| |
| |
| |
| |
XEC | 0.044 |
| |
RIO | 0.033 |
| |
| |
| |
| |
| |
DHI | 0.033 |
| |
DHI | 0.020 |
| |
| |
| |