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 |
HYG | 0.431 |
HYG | 0.585 |
SPY | 0.138 |
TLT | 0.374 |
IWM | 0.138 |
HYG | 0.417 |
HYG | 0.429 |
HYG | 0.409 |
FXC | 0.245 |
FXC | 0.305 |
EFA | 0.107 |
IWM | 0.334 |
SPY | 0.106 |
FXC | 0.237 |
FXC | 0.245 |
FXC | 0.236 |
FXB | 0.096 |
TLT | 0.101 |
IWM | 0.099 |
QQQ | 0.292 |
EFA | 0.103 |
FXY | 0.101 |
FXY | 0.097 |
FXY | 0.105 |
FXY | 0.095 |
GSG | 0.010 |
EEM | 0.091 |
| |
HYG | 0.100 |
TLT | 0.094 |
FXB | 0.092 |
TLT | 0.091 |
TLT | 0.094 |
| |
FXE | 0.088 |
| |
EEM | 0.093 |
FXB | 0.082 |
TLT | 0.089 |
FXB | 0.087 |
IYR | 0.032 |
| |
HYG | 0.081 |
| |
QQQ | 0.089 |
FXE | 0.036 |
FXE | 0.030 |
FXE | 0.038 |
FXF | 0.008 |
| |
IYR | 0.077 |
| |
FXY | 0.069 |
IYR | 0.032 |
IYR | 0.018 |
IYR | 0.034 |
| |
| |
QQQ | 0.068 |
| |
FXC | 0.051 |
| |
| |
| |
| |
| |
FXC | 0.057 |
| |
IYR | 0.048 |
| |
| |
| |
| |
| |
GSG | 0.053 |
| |
FXE | 0.040 |
| |
| |
| |
| |
| |
GLD | 0.043 |
| |
GLD | 0.036 |
| |
| |
| |
| |
| |
FXB | 0.036 |
| |
TLT | 0.036 |
| |
| |
| |
| |
| |
USO | 0.030 |
| |
GSG | 0.028 |
| |
| |
| |
| |
| |
FXA | 0.025 |
| |
USO | 0.024 |
| |
| |
| |
| |
| |
FXF | 0.007 |
| |
FXA | 0.021 |
| |
| |
| |
| |
| |
| |
| |
FXF | 0.013 |
| |
| |
| |
| |
| |
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| |
| |
FXB | 0.006 |
| |
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