Portfolio Weight Allocation
MINVAR EWMA RES MP RESMP DK LW SS
AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight AssetWeight
XLP1.000 XLP0.296 XLI0.181 XLP1.000 XLI0.272 XLP1.000 XLP1.000 XLP1.000
XLK0.232 XLF0.157 XLK0.161
XLI0.208 XLK0.154 XLU0.149
XLF0.175 XLP0.146 XLB0.136
XLE0.049 XLU0.124 XLF0.108
XLB0.040 XLE0.123 XLE0.090
XLB0.114 XLP0.084