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 | 0.515 |
HYG | 0.579 |
FXA | 0.201 |
TLT | 0.518 |
QQQ | 0.200 |
HYG | 0.486 |
HYG | 0.501 |
HYG | 0.483 |
TLT | 0.228 |
FXC | 0.211 |
QQQ | 0.155 |
IYR | 0.482 |
FXA | 0.189 |
TLT | 0.232 |
TLT | 0.219 |
TLT | 0.227 |
FXC | 0.198 |
TLT | 0.210 |
IWM | 0.140 |
| |
IWM | 0.183 |
FXC | 0.193 |
FXC | 0.200 |
FXC | 0.195 |
FXB | 0.045 |
GSG | 0.000 |
EEM | 0.121 |
| |
IYR | 0.127 |
FXB | 0.044 |
FXB | 0.050 |
FXB | 0.047 |
FXE | 0.014 |
| |
HYG | 0.112 |
| |
TLT | 0.097 |
IYR | 0.031 |
IYR | 0.018 |
IYR | 0.033 |
FXY | 0.001 |
| |
IYR | 0.096 |
| |
HYG | 0.054 |
FXE | 0.014 |
FXE | 0.012 |
FXE | 0.015 |
| |
| |
FXC | 0.060 |
| |
EEM | 0.046 |
FXY | 0.001 |
FXY | 0.001 |
FXY | 0.001 |
| |
| |
FXE | 0.043 |
| |
FXC | 0.045 |
| |
| |
| |
| |
| |
SPY | 0.029 |
| |
FXE | 0.030 |
| |
| |
| |
| |
| |
FXB | 0.026 |
| |
SPY | 0.024 |
| |
| |
| |
| |
| |
EFA | 0.014 |
| |
EFA | 0.005 |
| |
| |
| |
| |
| |
GSG | 0.003 |
| |
GSG | 0.001 |
| |
| |
| |
| |
| |
GLD | 0.000 |
| |
FXY | 0.000 |
| |
| |
| |
| |
| |
FXF | 0.000 |
| |
FXF | 0.000 |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |