MINVAR | EWMA | RES | MP | RESMP | DK | LW | SS | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight |
XLU | 0.970 | XLF | 0.638 | XLU | 0.547 | XLP | 1.000 | XLU | 0.870 | XLU | 0.971 | XLU | 0.966 | XLU | 0.975 |
XLP | 0.030 | XLU | 0.181 | XLF | 0.359 | XLF | 0.089 | XLP | 0.029 | XLP | 0.034 | XLP | 0.025 | XLK | 0.175 | XLK | 0.089 | XLK | 0.035 | XLV | 0.005 | XLV | 0.004 | XLV | 0.005 | XLI | 0.001 | XLI | 0.001 | XLI | 0.001 | XLP | 0.001 | XLP | 0.001 | XLP | 0.000 | XLB | 0.000 | XLB | 0.000 | XLB | 0.000 | XLE | 0.000 | XLE | 0.000 | XLE | 0.000 |