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 | 0.922 |
SH | 0.880 |
SH | 0.670 |
SH | 0.883 |
FXE | 0.236 |
SH | 0.922 |
SH | 0.847 |
SH | 0.872 |
SPY | 0.048 |
HYG | 0.063 |
FXE | 0.124 |
QQQ | 0.116 |
TLT | 0.218 |
SPY | 0.048 |
HYG | 0.098 |
HYG | 0.070 |
HYG | 0.022 |
QQQ | 0.038 |
SPY | 0.059 |
IYR | 0.001 |
HYG | 0.187 |
HYG | 0.023 |
SPY | 0.034 |
SPY | 0.031 |
QQQ | 0.004 |
FXC | 0.013 |
HYG | 0.050 |
GSG | 0.000 |
QQQ | 0.101 |
QQQ | 0.004 |
QQQ | 0.011 |
QQQ | 0.015 |
FXC | 0.002 |
IWM | 0.003 |
EFA | 0.033 |
| |
SH | 0.097 |
FXC | 0.002 |
TLT | 0.006 |
FXC | 0.009 |
EFA | 0.001 |
IYR | 0.002 |
EEM | 0.022 |
| |
EEM | 0.045 |
IYR | 0.001 |
IYR | 0.003 |
IYR | 0.004 |
IYR | 0.001 |
| |
QQQ | 0.020 |
| |
SPY | 0.042 |
| |
GSG | 0.000 |
IWM | 0.000 |
| |
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IYR | 0.008 |
| |
EFA | 0.030 |
| |
FXB | 0.000 |
FXB | 0.000 |
| |
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FXC | 0.007 |
| |
FXY | 0.018 |
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USO | 0.004 |
| |
IWM | 0.011 |
| |
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IWM | 0.003 |
| |
IYR | 0.007 |
| |
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GLD | 0.000 |
| |
FXC | 0.005 |
| |
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GSG | 0.000 |
| |
USO | 0.003 |
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FXA | 0.000 |
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GLD | 0.001 |
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FXF | 0.000 |
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GSG | 0.000 |
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FXB | 0.000 |
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FXA | 0.000 |
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FXB | 0.000 |
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