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 | 0.796 |
SH | 0.872 |
FXA | 0.316 |
SH | 0.931 |
SH | 0.374 |
SH | 0.955 |
SH | 0.888 |
SH | 0.855 |
QQQ | 0.066 |
IWM | 0.052 |
QQQ | 0.135 |
QQQ | 0.056 |
IWM | 0.131 |
SPY | 0.017 |
FXC | 0.033 |
FXA | 0.046 |
FXA | 0.047 |
QQQ | 0.047 |
EEM | 0.115 |
SPY | 0.013 |
IYR | 0.109 |
FXC | 0.014 |
HYG | 0.024 |
FXC | 0.029 |
FXC | 0.034 |
FXC | 0.017 |
IWM | 0.113 |
| |
HYG | 0.104 |
QQQ | 0.005 |
FXA | 0.020 |
QQQ | 0.025 |
IWM | 0.023 |
TLT | 0.007 |
IYR | 0.072 |
| |
TLT | 0.075 |
IYR | 0.005 |
SPY | 0.013 |
IYR | 0.013 |
IYR | 0.017 |
FXE | 0.005 |
HYG | 0.064 |
| |
QQQ | 0.064 |
TLT | 0.003 |
IYR | 0.012 |
SPY | 0.011 |
HYG | 0.014 |
GSG | 0.000 |
FXC | 0.062 |
| |
FXC | 0.058 |
FXF | 0.000 |
FXB | 0.008 |
HYG | 0.011 |
FXE | 0.003 |
| |
FXE | 0.041 |
| |
FXE | 0.027 |
| |
FXY | 0.000 |
TLT | 0.009 |
FXY | 0.000 |
| |
SPY | 0.038 |
| |
EEM | 0.020 |
| |
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FXY | 0.000 |
| |
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FXB | 0.025 |
| |
SPY | 0.017 |
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EFA | 0.010 |
| |
EFA | 0.013 |
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GSG | 0.005 |
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USO | 0.007 |
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USO | 0.004 |
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GSG | 0.000 |
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SH | 0.000 |
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FXY | 0.000 |
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GLD | 0.000 |
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GLD | 0.000 |
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FXF | 0.000 |
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FXB | 0.000 |
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