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 |
HYG | 0.384 |
SPY | 0.930 |
SPY | 0.113 |
QQQ | 0.373 |
IYR | 0.237 |
HYG | 0.384 |
HYG | 0.390 |
HYG | 0.392 |
TLT | 0.262 |
IWM | 0.033 |
EFA | 0.103 |
GLD | 0.339 |
QQQ | 0.222 |
TLT | 0.262 |
TLT | 0.265 |
TLT | 0.253 |
GLD | 0.147 |
QQQ | 0.024 |
IWM | 0.103 |
TLT | 0.288 |
GSG | 0.114 |
GLD | 0.147 |
GLD | 0.149 |
GLD | 0.158 |
FXY | 0.093 |
EFA | 0.013 |
QQQ | 0.101 |
| |
EEM | 0.111 |
FXY | 0.093 |
FXY | 0.085 |
QQQ | 0.100 |
QQQ | 0.086 |
| |
EEM | 0.087 |
| |
FXA | 0.096 |
QQQ | 0.086 |
QQQ | 0.081 |
FXY | 0.097 |
FXA | 0.028 |
| |
IYR | 0.086 |
| |
EFA | 0.063 |
FXA | 0.028 |
FXA | 0.031 |
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HYG | 0.082 |
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FXF | 0.045 |
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FXC | 0.073 |
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USO | 0.033 |
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FXA | 0.052 |
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FXY | 0.023 |
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USO | 0.043 |
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SPY | 0.022 |
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FXE | 0.042 |
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HYG | 0.019 |
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GSG | 0.038 |
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IWM | 0.008 |
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FXB | 0.038 |
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TLT | 0.006 |
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GLD | 0.027 |
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FXE | 0.002 |
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FXF | 0.012 |
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