Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
XLP0.904 XLP0.295 XLI0.181 XLP0.612 XLI0.227 XLP0.902 XLP0.910 XLP0.885
XLU0.096 XLK0.232 XLF0.169 XLU0.388 XLP0.213 XLU0.098 XLU0.090 XLU0.115
XLI0.207 XLK0.148 XLF0.159
XLF0.175 XLP0.147 XLB0.150
XLE0.049 XLE0.125 XLK0.095
XLB0.040 XLU0.116 XLE0.078
XLU0.002 XLB0.114 XLU0.078