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 | 0.695 | XLK | 0.627 | XLP | 1.000 | XLK | 0.662 | XLP | 1.000 | XLP | 1.000 | XLP | 1.000 | XLP | 0.133 | XLF | 0.122 | XLF | 0.110 | XLF | 0.092 | XLP | 0.086 | XLI | 0.105 | XLI | 0.052 | XLI | 0.059 | XLP | 0.066 | XLB | 0.015 | XLB | 0.056 | XLB | 0.042 | XLE | 0.014 | XLE | 0.049 | XLE | 0.015 |