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 | 0.634 | XLF | 0.692 | XLP | 1.000 | XLK | 0.519 | XLP | 1.000 | XLP | 1.000 | XLP | 1.000 | XLK | 0.336 | XLK | 0.272 | XLF | 0.428 | XLI | 0.024 | XLI | 0.024 | XLI | 0.036 | XLP | 0.003 | XLB | 0.008 | XLB | 0.013 | XLB | 0.002 | XLE | 0.003 | XLE | 0.002 | XLE | 0.001 | XLP | 0.002 | XLP | 0.002 |