Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
SH0.444 SH0.479 SPY0.180 SH0.371 QQQ0.165 SH0.452 SH0.294 SH0.275
SPY0.431 SPY0.324 QQQ0.129 QQQ0.276 EFA0.117 SPY0.436 SPY0.224 SPY0.229
FXC0.055 IWM0.120 EEM0.087 IWM0.150 SH0.110 FXC0.059 FXC0.118 QQQ0.137
IYR0.022 FXC0.026 IWM0.082 PSQ0.113 SPY0.103 FXY0.025 QQQ0.113 PSQ0.124
FXB0.022 FXF0.020 EFA0.081 IYR0.091 EEM0.080 IWM0.022 PSQ0.098 FXC0.107
FXY0.021 GSG0.018 FXE0.079 IWM0.074 FXF0.006 FXB0.043 IYR0.044
QQQ0.005 TLT0.010 GSG0.075 PSQ0.069 IYR0.037 FXB0.041
FXA0.003 IYR0.061 HYG0.069 FXY0.022 FXY0.025
FXC0.061 FXC0.055 IWM0.016 TLT0.009
FXA0.042 FXY0.046 HYG0.013 FXE0.004
FXB0.038 USO0.043 FXA0.013 EEM0.004
USO0.035 IYR0.037 TLT0.007
GLD0.030 GLD0.023
HYG0.015 TLT0.006
FXF0.004 FXB0.001
FXE0.000