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 | 1.000 | XLF | 0.764 | XLF | 0.817 | XLP | 1.000 | XLF | 0.772 | XLP | 1.000 | XLP | 1.000 | XLP | 1.000 | XLK | 0.232 | XLK | 0.179 | XLK | 0.226 | XLI | 0.002 | XLI | 0.002 | XLP | 0.001 | XLP | 0.002 | XLP | 0.001 | XLI | 0.000 | XLB | 0.000 | XLB | 0.000 | XLB | 0.000 | XLE | 0.000 | XLE | 0.000 | XLE | 0.000 |