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 | 0.423 |
HYG | 0.591 |
SPY | 0.137 |
QQQ | 0.612 |
SPY | 0.155 |
HYG | 0.420 |
HYG | 0.439 |
HYG | 0.412 |
FXC | 0.233 |
FXC | 0.313 |
EFA | 0.107 |
TLT | 0.388 |
IYR | 0.135 |
FXC | 0.233 |
FXC | 0.247 |
FXC | 0.232 |
FXY | 0.097 |
TLT | 0.096 |
IWM | 0.099 |
| |
QQQ | 0.125 |
FXY | 0.098 |
FXB | 0.113 |
FXY | 0.102 |
TLT | 0.094 |
| |
EEM | 0.092 |
| |
EFA | 0.105 |
TLT | 0.094 |
FXY | 0.091 |
FXB | 0.096 |
FXB | 0.093 |
| |
FXE | 0.087 |
| |
FXC | 0.083 |
FXB | 0.094 |
TLT | 0.088 |
TLT | 0.091 |
FXE | 0.030 |
| |
HYG | 0.079 |
| |
IWM | 0.073 |
FXE | 0.032 |
IYR | 0.018 |
FXE | 0.034 |
IYR | 0.029 |
| |
IYR | 0.077 |
| |
GSG | 0.068 |
IYR | 0.030 |
FXF | 0.005 |
IYR | 0.033 |
| |
| |
QQQ | 0.068 |
| |
FXY | 0.067 |
| |
| |
| |
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| |
FXC | 0.056 |
| |
HYG | 0.043 |
| |
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| |
GSG | 0.053 |
| |
FXA | 0.040 |
| |
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| |
GLD | 0.044 |
| |
TLT | 0.037 |
| |
| |
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| |
| |
FXB | 0.037 |
| |
FXE | 0.034 |
| |
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USO | 0.030 |
| |
FXF | 0.012 |
| |
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| |
FXA | 0.025 |
| |
GLD | 0.012 |
| |
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FXF | 0.008 |
| |
USO | 0.010 |
| |
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EEM | 0.000 |
| |
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