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 | XLP | 0.296 | XLI | 0.181 | XLP | 1.000 | XLI | 0.272 | XLP | 1.000 | XLP | 1.000 | XLP | 1.000 | XLK | 0.232 | XLF | 0.157 | XLK | 0.161 | XLI | 0.208 | XLK | 0.154 | XLU | 0.149 | XLF | 0.175 | XLP | 0.146 | XLB | 0.136 | XLE | 0.049 | XLU | 0.124 | XLF | 0.108 | XLB | 0.040 | XLE | 0.123 | XLE | 0.090 | XLB | 0.114 | XLP | 0.084 |