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 | 0.499 |
SPY | 0.860 |
FXE | 0.231 |
HYG | 0.510 |
HYG | 0.390 |
TLT | 0.499 |
TLT | 0.479 |
TLT | 0.471 |
HYG | 0.436 |
QQQ | 0.090 |
HYG | 0.221 |
TLT | 0.480 |
QQQ | 0.203 |
HYG | 0.436 |
HYG | 0.369 |
HYG | 0.361 |
FXY | 0.061 |
EFA | 0.041 |
EFA | 0.178 |
GLD | 0.010 |
EEM | 0.153 |
FXY | 0.061 |
FXY | 0.112 |
FXY | 0.127 |
GLD | 0.004 |
IWM | 0.008 |
QQQ | 0.127 |
| |
EFA | 0.107 |
GLD | 0.004 |
QQQ | 0.036 |
QQQ | 0.037 |
FXA | 0.000 |
FXA | 0.000 |
EEM | 0.088 |
| |
FXC | 0.044 |
FXA | 0.000 |
GLD | 0.004 |
GLD | 0.003 |
| |
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SPY | 0.064 |
| |
IYR | 0.039 |
| |
FXA | 0.000 |
FXA | 0.000 |
| |
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IYR | 0.045 |
| |
TLT | 0.029 |
| |
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FXC | 0.031 |
| |
SPY | 0.018 |
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IWM | 0.014 |
| |
IWM | 0.010 |
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GLD | 0.002 |
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GLD | 0.005 |
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FXF | 0.000 |
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GSG | 0.000 |
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FXA | 0.000 |
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FXA | 0.000 |
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GSG | 0.000 |
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FXB | 0.000 |
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FXB | 0.000 |
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