Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
XLP1.000 XLK0.215 XLI0.117 XLP1.000 XLF0.172 XLP1.000 XLP1.000 XLP0.982
XLF0.161 XLY0.115 XLE0.139 XLU0.018
XLP0.139 XLB0.114 XLP0.130
XLV0.119 XLV0.113 XLK0.119
XLE0.108 XLF0.113 XLY0.115
XLY0.108 XLE0.112 XLI0.110
XLI0.078 XLK0.111 XLV0.088
XLU0.042 XLP0.108 XLU0.078
XLB0.029 XLU0.096 XLB0.049