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 | 0.550 | XLK | 0.573 | XLU | 0.536 | XLP | 1.000 | XLU | 0.589 | XLP | 0.537 | XLP | 0.634 | XLU | 0.555 |
XLU | 0.450 | XLU | 0.191 | XLK | 0.278 | XLK | 0.250 | XLU | 0.463 | XLU | 0.366 | XLP | 0.445 | XLF | 0.084 | XLF | 0.049 | XLF | 0.035 | XLP | 0.067 | XLP | 0.039 | XLI | 0.030 | XLI | 0.029 | XLB | 0.033 | XLB | 0.028 | XLE | 0.027 | XLE | 0.027 | XLE | 0.025 | XLV | 0.020 | XLI | 0.023 | XLV | 0.022 | XLB | 0.010 | XLV | 0.015 | XLP | 0.022 |