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 | 0.470 |
HYG | 0.630 |
FXE | 0.421 |
TLT | 0.910 |
EFA | 0.378 |
HYG | 0.452 |
HYG | 0.473 |
HYG | 0.517 |
TLT | 0.181 |
TLT | 0.200 |
EEM | 0.185 |
IYR | 0.090 |
HYG | 0.182 |
TLT | 0.187 |
TLT | 0.180 |
TLT | 0.204 |
FXC | 0.131 |
FXC | 0.170 |
EFA | 0.152 |
| |
TLT | 0.147 |
FXC | 0.130 |
FXC | 0.137 |
FXC | 0.151 |
FXE | 0.115 |
GSG | 0.000 |
HYG | 0.102 |
| |
QQQ | 0.083 |
FXE | 0.118 |
FXY | 0.108 |
FXY | 0.124 |
FXY | 0.103 |
| |
QQQ | 0.049 |
| |
FXC | 0.077 |
FXY | 0.110 |
FXE | 0.101 |
IYR | 0.003 |
FXB | 0.000 |
| |
FXC | 0.040 |
| |
SPY | 0.040 |
IYR | 0.002 |
IYR | 0.001 |
FXF | 0.000 |
| |
| |
SPY | 0.032 |
| |
FXE | 0.038 |
FXB | 0.000 |
FXB | 0.000 |
FXB | 0.000 |
| |
| |
IYR | 0.008 |
| |
EEM | 0.035 |
| |
| |
| |
| |
| |
GLD | 0.006 |
| |
IYR | 0.014 |
| |
| |
| |
| |
| |
IWM | 0.004 |
| |
IWM | 0.002 |
| |
| |
| |
| |
| |
FXA | 0.001 |
| |
GLD | 0.001 |
| |
| |
| |
| |
| |
GSG | 0.000 |
| |
FXF | 0.001 |
| |
| |
| |
| |
| |
FXF | 0.000 |
| |
FXA | 0.000 |
| |
| |
| |
| |
| |
FXB | 0.000 |
| |
GSG | 0.000 |
| |
| |
| |
| |
| |
| |
| |
FXB | 0.000 |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| |