Most Recent Quarterly Rebalanced Weights
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 | 0.444 |
SH | 0.479 |
SPY | 0.180 |
SH | 0.371 |
QQQ | 0.165 |
SH | 0.452 |
SH | 0.294 |
SH | 0.275 |
SPY | 0.431 |
SPY | 0.324 |
QQQ | 0.129 |
QQQ | 0.276 |
EFA | 0.117 |
SPY | 0.436 |
SPY | 0.224 |
SPY | 0.229 |
FXC | 0.055 |
IWM | 0.120 |
EEM | 0.087 |
IWM | 0.150 |
SH | 0.110 |
FXC | 0.059 |
FXC | 0.118 |
QQQ | 0.137 |
IYR | 0.022 |
FXC | 0.026 |
IWM | 0.082 |
PSQ | 0.113 |
SPY | 0.103 |
FXY | 0.025 |
QQQ | 0.113 |
PSQ | 0.124 |
FXB | 0.022 |
FXF | 0.020 |
EFA | 0.081 |
IYR | 0.091 |
EEM | 0.080 |
IWM | 0.022 |
PSQ | 0.098 |
FXC | 0.107 |
FXY | 0.021 |
GSG | 0.018 |
FXE | 0.079 |
| |
IWM | 0.074 |
FXF | 0.006 |
FXB | 0.043 |
IYR | 0.044 |
QQQ | 0.005 |
TLT | 0.010 |
GSG | 0.075 |
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PSQ | 0.069 |
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IYR | 0.037 |
FXB | 0.041 |
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FXA | 0.003 |
IYR | 0.061 |
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HYG | 0.069 |
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FXY | 0.022 |
FXY | 0.025 |
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FXC | 0.061 |
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FXC | 0.055 |
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IWM | 0.016 |
TLT | 0.009 |
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FXA | 0.042 |
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FXY | 0.046 |
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HYG | 0.013 |
FXE | 0.004 |
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FXB | 0.038 |
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USO | 0.043 |
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FXA | 0.013 |
EEM | 0.004 |
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USO | 0.035 |
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IYR | 0.037 |
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TLT | 0.007 |
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GLD | 0.030 |
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GLD | 0.023 |
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HYG | 0.015 |
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TLT | 0.006 |
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FXF | 0.004 |
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FXB | 0.001 |
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FXE | 0.000 |
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