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 | 0.754 | XLK | 0.984 | XLF | 0.834 | XLP | 0.975 | XLF | 0.994 | XLK | 0.906 | XLK | 0.812 | XLK | 0.914 |
XLI | 0.246 | XLP | 0.013 | XLK | 0.163 | XLB | 0.025 | XLI | 0.003 | XLP | 0.073 | XLP | 0.156 | XLP | 0.067 | XLI | 0.003 | XLI | 0.002 | XLP | 0.002 | XLI | 0.021 | XLI | 0.031 | XLI | 0.019 | XLP | 0.001 | XLK | 0.000 | XLB | 0.000 | XLB | 0.000 | XLE | 0.000 | XLE | 0.000 |