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 |
SH | 0.930 |
SH | 0.945 |
SH | 0.554 |
SH | 0.892 |
SH | 0.336 |
SH | 0.926 |
SH | 0.753 |
SH | 0.850 |
SPY | 0.037 |
SPY | 0.039 |
FXE | 0.175 |
TLT | 0.054 |
EEM | 0.185 |
SPY | 0.037 |
HYG | 0.114 |
HYG | 0.067 |
HYG | 0.022 |
HYG | 0.015 |
EEM | 0.080 |
QQQ | 0.045 |
EFA | 0.141 |
HYG | 0.020 |
FXC | 0.050 |
FXC | 0.031 |
FXC | 0.007 |
IWM | 0.000 |
EFA | 0.051 |
IYR | 0.005 |
FXY | 0.074 |
EEM | 0.007 |
FXE | 0.044 |
SPY | 0.024 |
QQQ | 0.004 |
FXB | 0.000 |
HYG | 0.049 |
IWM | 0.004 |
HYG | 0.066 |
FXC | 0.006 |
QQQ | 0.035 |
QQQ | 0.016 |
IYR | 0.000 |
| |
SPY | 0.040 |
| |
QQQ | 0.064 |
QQQ | 0.004 |
IYR | 0.002 |
TLT | 0.009 |
IWM | 0.000 |
| |
QQQ | 0.020 |
| |
FXE | 0.059 |
IYR | 0.000 |
IWM | 0.001 |
IYR | 0.002 |
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FXC | 0.019 |
| |
FXC | 0.019 |
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FXA | 0.000 |
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USO | 0.006 |
| |
SPY | 0.017 |
| |
FXF | 0.000 |
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IYR | 0.003 |
| |
USO | 0.010 |
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GLD | 0.002 |
| |
TLT | 0.010 |
| |
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IWM | 0.001 |
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IYR | 0.008 |
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FXA | 0.001 |
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GLD | 0.006 |
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GSG | 0.000 |
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IWM | 0.003 |
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FXF | 0.000 |
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FXA | 0.001 |
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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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