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 |
HYG | 0.736 |
SPY | 0.930 |
SPY | 0.200 |
IYR | 0.645 |
IWM | 0.171 |
HYG | 0.622 |
HYG | 0.649 |
HYG | 0.627 |
TLT | 0.224 |
IWM | 0.033 |
HYG | 0.114 |
TLT | 0.355 |
QQQ | 0.127 |
TLT | 0.243 |
TLT | 0.237 |
TLT | 0.242 |
IYR | 0.025 |
QQQ | 0.024 |
EFA | 0.109 |
| |
FXY | 0.108 |
SPY | 0.134 |
SPY | 0.113 |
SPY | 0.131 |
QQQ | 0.014 |
EFA | 0.013 |
IYR | 0.078 |
| |
SPY | 0.085 |
| |
| |
| |
| |
| |
IWM | 0.073 |
| |
EEM | 0.082 |
| |
| |
| |
| |
| |
EEM | 0.065 |
| |
IYR | 0.074 |
| |
| |
| |
| |
| |
QQQ | 0.055 |
| |
HYG | 0.071 |
| |
| |
| |
| |
| |
FXE | 0.052 |
| |
FXE | 0.057 |
| |
| |
| |
| |
| |
FXC | 0.048 |
| |
FXC | 0.055 |
| |
| |
| |
| |
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FXB | 0.044 |
| |
GSG | 0.044 |
| |
| |
| |
| |
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FXA | 0.043 |
| |
TLT | 0.040 |
| |
| |
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| |
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USO | 0.040 |
| |
EFA | 0.020 |
| |
| |
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| |
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GSG | 0.039 |
| |
USO | 0.019 |
| |
| |
| |
| |
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FXF | 0.023 |
| |
FXA | 0.016 |
| |
| |
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| |
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GLD | 0.018 |
| |
FXF | 0.015 |
| |
| |
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FXB | 0.014 |
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