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 | 0.904 | XLP | 0.295 | XLI | 0.181 | XLP | 0.612 | XLI | 0.227 | XLP | 0.902 | XLP | 0.910 | XLP | 0.885 |
XLU | 0.096 | XLK | 0.232 | XLF | 0.169 | XLU | 0.388 | XLP | 0.213 | XLU | 0.098 | XLU | 0.090 | XLU | 0.115 | XLI | 0.207 | XLK | 0.148 | XLF | 0.159 | XLF | 0.175 | XLP | 0.147 | XLB | 0.150 | XLE | 0.049 | XLE | 0.125 | XLK | 0.095 | XLB | 0.040 | XLU | 0.116 | XLE | 0.078 | XLU | 0.002 | XLB | 0.114 | XLU | 0.078 |