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 | 0.215 | XLI | 0.118 | XLP | 1.000 | XLB | 0.143 | XLP | 1.000 | XLP | 1.000 | XLP | 1.000 | XLF | 0.161 | XLK | 0.116 | XLY | 0.132 | XLP | 0.139 | XLY | 0.116 | XLP | 0.126 | XLV | 0.119 | XLB | 0.114 | XLU | 0.105 | XLE | 0.108 | XLE | 0.110 | XLI | 0.102 | XLY | 0.108 | XLP | 0.109 | XLK | 0.100 | XLI | 0.078 | XLV | 0.108 | XLF | 0.099 | XLU | 0.042 | XLF | 0.106 | XLE | 0.098 | XLB | 0.029 | XLU | 0.104 | XLV | 0.095 |