Johansen cointegration test and eigen vectors

I'm new to statistcs really and struggling a little to get my head around some aspects of the Johansesn test for cointegration.
I'm looking at the eigenvectors specifically, there are a number of columns, its my understanding that the ratios in the first colum result in the greatest conintegration, the second column the second best etc etc.

My question is how do I know which 'asset' to apply the hedge ratios to? I'm assuming each column shows the ratios for a different combination of thte assets, is that correct?

Or is row one always the same asset, row two always the same asset etc? If they are then is that order the same order as my input data?

Thanks for your time