MINVAR | EWMA | RES | MP | RESMP | DK | LW | SS | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight |
UGL | 0.873 | UGL | 0.688 | GG | 0.112 | UGL | 0.949 | RGLD | 0.149 | UGL | 0.872 | UGL | 0.880 | UGL | 0.869 |
RGLD | 0.127 | GOLD | 0.303 | ABX | 0.110 | RGLD | 0.051 | EGO | 0.138 | RGLD | 0.128 | RGLD | 0.120 | RGLD | 0.131 | ABX | 0.010 | AEM | 0.107 | AEM | 0.110 | NEM | 0.107 | GOLD | 0.107 | GOLD | 0.104 | NEM | 0.102 | RGLD | 0.104 | UGL | 0.095 | EGO | 0.104 | ABX | 0.089 | GFI | 0.102 | GG | 0.085 | UGL | 0.076 | GFI | 0.080 | VGZ | 0.074 | VGZ | 0.046 |