Portfolio Weight Allocation
MINVAR |
EWMA |
RES |
MP |
RESMP |
DK |
LW |
SS |
---|
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
Asset | Weight |
TLT | 0.502 |
SPY | 0.800 |
FXE | 0.223 |
HYG | 0.517 |
HYG | 0.416 |
TLT | 0.502 |
TLT | 0.499 |
TLT | 0.501 |
HYG | 0.444 |
QQQ | 0.115 |
EEM | 0.206 |
TLT | 0.444 |
EEM | 0.255 |
HYG | 0.444 |
HYG | 0.448 |
HYG | 0.444 |
QQQ | 0.042 |
EFA | 0.078 |
EFA | 0.195 |
GLD | 0.040 |
QQQ | 0.161 |
QQQ | 0.042 |
QQQ | 0.040 |
QQQ | 0.042 |
GLD | 0.013 |
IWM | 0.006 |
HYG | 0.161 |
| |
EFA | 0.056 |
GLD | 0.013 |
GLD | 0.013 |
GLD | 0.013 |
| |
FXA | 0.001 |
QQQ | 0.093 |
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FXC | 0.044 |
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FXC | 0.063 |
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SPY | 0.029 |
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SPY | 0.034 |
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GLD | 0.016 |
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IYR | 0.012 |
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FXE | 0.012 |
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IWM | 0.006 |
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IWM | 0.008 |
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GLD | 0.005 |
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FXA | 0.003 |
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FXA | 0.002 |
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GSG | 0.001 |
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FXF | 0.000 |
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FXB | 0.000 |
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GSG | 0.000 |
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FXB | 0.000 |
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