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 | 0.746 |
SPY | 0.139 |
SPY | 0.566 |
SPY | 0.130 |
HYG | 0.420 |
HYG | 0.431 |
HYG | 0.412 |
FXC | 0.233 |
TLT | 0.112 |
EFA | 0.107 |
TLT | 0.380 |
QQQ | 0.125 |
FXC | 0.233 |
FXC | 0.241 |
FXC | 0.232 |
FXY | 0.097 |
FXY | 0.042 |
IWM | 0.098 |
IYR | 0.053 |
FXY | 0.115 |
FXY | 0.098 |
FXB | 0.102 |
FXY | 0.102 |
TLT | 0.094 |
FXA | 0.039 |
EEM | 0.091 |
| |
EFA | 0.105 |
TLT | 0.094 |
FXY | 0.094 |
FXB | 0.096 |
FXB | 0.093 |
SPY | 0.028 |
FXE | 0.088 |
| |
HYG | 0.103 |
FXB | 0.094 |
TLT | 0.088 |
TLT | 0.091 |
FXE | 0.030 |
GSG | 0.024 |
HYG | 0.080 |
| |
IYR | 0.075 |
FXE | 0.031 |
FXE | 0.026 |
FXE | 0.034 |
IYR | 0.029 |
FXB | 0.008 |
IYR | 0.077 |
| |
EEM | 0.067 |
IYR | 0.030 |
IYR | 0.017 |
IYR | 0.033 |
| |
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QQQ | 0.068 |
| |
IWM | 0.064 |
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FXC | 0.056 |
| |
FXA | 0.048 |
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GSG | 0.053 |
| |
FXC | 0.042 |
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GLD | 0.044 |
| |
GSG | 0.036 |
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FXB | 0.037 |
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FXF | 0.036 |
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USO | 0.030 |
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GLD | 0.034 |
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FXA | 0.025 |
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USO | 0.021 |
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FXF | 0.007 |
| |
FXE | 0.000 |
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