Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
HYG0.483 SPY0.929 SPY0.115 HYG0.498 EFA0.199 HYG0.482 HYG0.489 HYG0.482
TLT0.294 IWM0.033 IWM0.106 GLD0.253 SPY0.163 TLT0.294 TLT0.294 TLT0.294
GLD0.136 QQQ0.024 QQQ0.104 TLT0.249 HYG0.161 GLD0.136 GLD0.135 GLD0.136
QQQ0.088 EFA0.013 EFA0.100 EEM0.123 QQQ0.088 QQQ0.083 QQQ0.088
HYG0.099 GLD0.103
IYR0.086 FXC0.075
EEM0.073 USO0.058
FXC0.065 IYR0.052
FXA0.057 FXA0.038
USO0.046 QQQ0.018
FXB0.033 FXY0.008
GLD0.033 IWM0.001
FXE0.030 FXF0.000
GSG0.029
FXF0.023