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 | XLF | 0.566 | XLU | 0.464 | XLP | 1.000 | XLF | 0.516 | XLP | 1.000 | XLP | 1.000 | XLP | 1.000 | XLK | 0.271 | XLF | 0.349 | XLU | 0.415 | XLU | 0.134 | XLK | 0.156 | XLK | 0.030 | XLI | 0.013 | XLI | 0.012 | XLV | 0.015 | XLV | 0.012 | XLV | 0.010 | XLI | 0.015 | XLE | 0.002 | XLB | 0.006 | XLB | 0.007 | XLB | 0.002 | XLE | 0.002 | XLE | 0.001 | XLP | 0.001 | XLP | 0.001 | XLP | 0.001 |