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 |
SH | 0.892 |
SPY | 0.633 |
FXA | 0.435 |
SH | 0.882 |
QQQ | 0.327 |
SH | 0.891 |
SH | 0.657 |
SH | 0.740 |
TLT | 0.060 |
QQQ | 0.203 |
HYG | 0.102 |
IWM | 0.082 |
IYR | 0.168 |
TLT | 0.061 |
TLT | 0.191 |
TLT | 0.143 |
HYG | 0.029 |
IWM | 0.162 |
QQQ | 0.101 |
HYG | 0.021 |
IWM | 0.165 |
HYG | 0.029 |
HYG | 0.137 |
HYG | 0.099 |
SPY | 0.019 |
EFA | 0.002 |
IWM | 0.073 |
IYR | 0.015 |
FXC | 0.119 |
SPY | 0.019 |
SPY | 0.016 |
SPY | 0.016 |
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EEM | 0.071 |
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EEM | 0.105 |
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IYR | 0.001 |
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IYR | 0.064 |
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FXE | 0.030 |
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FXC | 0.049 |
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SPY | 0.023 |
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SPY | 0.040 |
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HYG | 0.023 |
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FXB | 0.026 |
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FXB | 0.014 |
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FXE | 0.023 |
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EFA | 0.011 |
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EFA | 0.009 |
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USO | 0.011 |
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USO | 0.005 |
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GSG | 0.003 |
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GSG | 0.003 |
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FXA | 0.001 |
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GLD | 0.000 |
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FXF | 0.000 |
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FXF | 0.000 |
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