Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
HYG0.431 HYG0.585 SPY0.138 TLT0.374 IWM0.138 HYG0.417 HYG0.429 HYG0.409
FXC0.245 FXC0.305 EFA0.107 IWM0.334 SPY0.106 FXC0.237 FXC0.245 FXC0.236
FXB0.096 TLT0.101 IWM0.099 QQQ0.292 EFA0.103 FXY0.101 FXY0.097 FXY0.105
FXY0.095 GSG0.010 EEM0.091 HYG0.100 TLT0.094 FXB0.092 TLT0.091
TLT0.094 FXE0.088 EEM0.093 FXB0.082 TLT0.089 FXB0.087
IYR0.032 HYG0.081 QQQ0.089 FXE0.036 FXE0.030 FXE0.038
FXF0.008 IYR0.077 FXY0.069 IYR0.032 IYR0.018 IYR0.034
QQQ0.068 FXC0.051
FXC0.057 IYR0.048
GSG0.053 FXE0.040
GLD0.043 GLD0.036
FXB0.036 TLT0.036
USO0.030 GSG0.028
FXA0.025 USO0.024
FXF0.007 FXA0.021
FXF0.013
FXB0.006