MINVAR | EWMA | RES | MP | RESMP | DK | LW | SS | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight |
XLP | 0.979 | XLK | 0.215 | XLI | 0.121 | XLP | 0.655 | XLB | 0.177 | XLP | 0.978 | XLP | 0.984 | XLP | 0.973 |
XLU | 0.021 | XLF | 0.161 | XLY | 0.117 | XLE | 0.345 | XLV | 0.151 | XLU | 0.022 | XLU | 0.016 | XLU | 0.027 | XLP | 0.139 | XLK | 0.115 | XLK | 0.125 | XLV | 0.119 | XLB | 0.115 | XLF | 0.106 | XLE | 0.108 | XLP | 0.109 | XLI | 0.095 | XLY | 0.108 | XLF | 0.109 | XLP | 0.093 | XLI | 0.078 | XLV | 0.108 | XLE | 0.091 | XLU | 0.042 | XLE | 0.105 | XLY | 0.087 | XLB | 0.029 | XLU | 0.102 | XLU | 0.075 |