Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
IP0.464 DD0.355 SCCO0.078 PXD0.569 HAL0.096 IP0.463 IP0.462 IP0.462
DD0.314 IP0.185 APC0.075 IP0.431 IP0.090 DD0.314 DD0.326 DD0.323
PXD0.215 PXD0.134 MRO0.072 XEC0.081 PXD0.216 PXD0.212 PXD0.216
DHI0.006 COP0.122 PXD0.069 APC0.077 DHI0.007
SCCO0.105 IP0.069 SCCO0.071
DHI0.061 HAL0.068 PXD0.065
APC0.023 DD0.068 FNARX0.062
SLB0.016 FNARX0.054 NEM0.060
NEM0.054 MRO0.058
OXY0.053 RIO0.050
FCX0.053 SLB0.049
COP0.053 DD0.049
SLB0.053 ABX0.048
XEC0.052 FCX0.046
ABX0.052 DHI0.036
RIO0.044 OXY0.033
DHI0.033 COP0.028