Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
SH0.796 SH0.872 FXA0.316 SH0.931 SH0.374 SH0.955 SH0.888 SH0.855
QQQ0.066 IWM0.052 QQQ0.135 QQQ0.056 IWM0.131 SPY0.017 FXC0.033 FXA0.046
FXA0.047 QQQ0.047 EEM0.115 SPY0.013 IYR0.109 FXC0.014 HYG0.024 FXC0.029
FXC0.034 FXC0.017 IWM0.113 HYG0.104 QQQ0.005 FXA0.020 QQQ0.025
IWM0.023 TLT0.007 IYR0.072 TLT0.075 IYR0.005 SPY0.013 IYR0.013
IYR0.017 FXE0.005 HYG0.064 QQQ0.064 TLT0.003 IYR0.012 SPY0.011
HYG0.014 GSG0.000 FXC0.062 FXC0.058 FXF0.000 FXB0.008 HYG0.011
FXE0.003 FXE0.041 FXE0.027 FXY0.000 TLT0.009
FXY0.000 SPY0.038 EEM0.020 FXY0.000
FXB0.025 SPY0.017
EFA0.010 EFA0.013
GSG0.005 USO0.007
USO0.004 GSG0.000
SH0.000 FXY0.000
GLD0.000 GLD0.000
FXF0.000 FXB0.000