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 | 0.479 | XLP | 0.406 | XLI | 0.188 | XLU | 0.645 | XLI | 0.195 | XLP | 0.470 | XLP | 0.520 | XLP | 0.477 |
XLU | 0.394 | XLK | 0.323 | XLF | 0.180 | XLK | 0.355 | XLE | 0.194 | XLU | 0.388 | XLU | 0.383 | XLU | 0.396 |
XLK | 0.113 | XLU | 0.207 | XLK | 0.148 | XLF | 0.158 | XLK | 0.115 | XLK | 0.069 | XLK | 0.127 | ||
XLI | 0.014 | XLI | 0.064 | XLP | 0.141 | XLK | 0.149 | XLI | 0.027 | XLI | 0.028 | XLE | 0.128 | XLU | 0.118 | XLB | 0.115 | XLP | 0.112 | XLU | 0.101 | XLB | 0.074 |