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 | 0.542 |
HYG | 0.708 |
FXE | 0.409 |
TLT | 0.779 |
FXE | 0.343 |
HYG | 0.488 |
HYG | 0.555 |
HYG | 0.480 |
TLT | 0.222 |
TLT | 0.231 |
HYG | 0.162 |
IYR | 0.191 |
EFA | 0.205 |
TLT | 0.207 |
TLT | 0.211 |
TLT | 0.201 |
FXY | 0.179 |
FXC | 0.061 |
EFA | 0.150 |
FXE | 0.030 |
QQQ | 0.120 |
FXY | 0.175 |
FXY | 0.177 |
FXY | 0.183 |
FXC | 0.050 |
GSG | 0.000 |
EEM | 0.076 |
| |
HYG | 0.101 |
FXE | 0.078 |
FXC | 0.051 |
FXE | 0.084 |
IYR | 0.007 |
| |
QQQ | 0.070 |
| |
EEM | 0.082 |
FXC | 0.045 |
IYR | 0.005 |
FXC | 0.045 |
FXB | 0.000 |
| |
SPY | 0.064 |
| |
TLT | 0.059 |
IYR | 0.007 |
FXF | 0.000 |
IYR | 0.007 |
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IYR | 0.034 |
| |
SPY | 0.035 |
FXB | 0.000 |
FXB | 0.000 |
FXB | 0.000 |
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FXC | 0.020 |
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IYR | 0.027 |
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IWM | 0.011 |
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FXC | 0.016 |
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GLD | 0.002 |
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IWM | 0.010 |
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FXF | 0.000 |
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GLD | 0.002 |
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GSG | 0.000 |
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FXF | 0.000 |
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FXA | 0.000 |
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FXA | 0.000 |
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FXB | 0.000 |
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FXB | 0.000 |
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