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 | XLK | 0.215 | XLI | 0.117 | XLP | 1.000 | XLF | 0.172 | XLP | 1.000 | XLP | 1.000 | XLP | 0.982 | XLF | 0.161 | XLY | 0.115 | XLE | 0.139 | XLU | 0.018 | XLP | 0.139 | XLB | 0.114 | XLP | 0.130 | XLV | 0.119 | XLV | 0.113 | XLK | 0.119 | XLE | 0.108 | XLF | 0.113 | XLY | 0.115 | XLY | 0.108 | XLE | 0.112 | XLI | 0.110 | XLI | 0.078 | XLK | 0.111 | XLV | 0.088 | XLU | 0.042 | XLP | 0.108 | XLU | 0.078 | XLB | 0.029 | XLU | 0.096 | XLB | 0.049 |