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 | 0.967 | XLP | 0.295 | XLI | 0.185 | XLP | 0.604 | XLK | 0.335 | XLP | 0.967 | XLP | 0.971 | XLP | 0.963 |
XLU | 0.033 | XLK | 0.232 | XLF | 0.161 | XLE | 0.396 | XLB | 0.210 | XLU | 0.033 | XLU | 0.029 | XLU | 0.037 | XLI | 0.207 | XLK | 0.153 | XLU | 0.125 | XLF | 0.175 | XLP | 0.146 | XLP | 0.094 | XLE | 0.049 | XLU | 0.122 | XLF | 0.084 | XLB | 0.039 | XLE | 0.118 | XLI | 0.079 | XLU | 0.002 | XLB | 0.116 | XLE | 0.073 |