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 | 0.633 | XLK | 0.756 | XLK | 0.624 | XLK | 0.674 | XLK | 0.646 | XLP | 0.604 | XLP | 0.767 | XLP | 0.584 |
XLK | 0.305 | XLP | 0.226 | XLF | 0.128 | XLP | 0.326 | XLF | 0.114 | XLK | 0.331 | XLK | 0.176 | XLK | 0.354 |
XLI | 0.062 | XLI | 0.018 | XLP | 0.081 | XLP | 0.076 | XLI | 0.065 | XLI | 0.058 | XLI | 0.062 | XLI | 0.060 | XLI | 0.065 | XLB | 0.057 | XLB | 0.061 | XLE | 0.050 | XLE | 0.038 |