Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
XLP0.550 XLK0.573 XLU0.536 XLP1.000 XLU0.589 XLP0.537 XLP0.634 XLU0.555
XLU0.450 XLU0.191 XLK0.278 XLK0.250 XLU0.463 XLU0.366 XLP0.445
XLF0.084 XLF0.049 XLF0.035
XLP0.067 XLP0.039 XLI0.030
XLI0.029 XLB0.033 XLB0.028
XLE0.027 XLE0.027 XLE0.025
XLV0.020 XLI0.023 XLV0.022
XLB0.010 XLV0.015 XLP0.022