Most Recent Quarterly Rebalanced Weights
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
HYG0.423 HYG0.746 SPY0.139 SPY0.566 SPY0.130 HYG0.420 HYG0.431 HYG0.412
FXC0.233 TLT0.112 EFA0.107 TLT0.380 QQQ0.125 FXC0.233 FXC0.241 FXC0.232
FXY0.097 FXY0.042 IWM0.098 IYR0.053 FXY0.115 FXY0.098 FXB0.102 FXY0.102
TLT0.094 FXA0.039 EEM0.091 EFA0.105 TLT0.094 FXY0.094 FXB0.096
FXB0.093 SPY0.028 FXE0.088 HYG0.103 FXB0.094 TLT0.088 TLT0.091
FXE0.030 GSG0.024 HYG0.080 IYR0.075 FXE0.031 FXE0.026 FXE0.034
IYR0.029 FXB0.008 IYR0.077 EEM0.067 IYR0.030 IYR0.017 IYR0.033
QQQ0.068 IWM0.064
FXC0.056 FXA0.048
GSG0.053 FXC0.042
GLD0.044 GSG0.036
FXB0.037 FXF0.036
USO0.030 GLD0.034
FXA0.025 USO0.021
FXF0.007 FXE0.000