MINVAR | EWMA | RES | MP | RESMP | DK | LW | SS | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight | Asset | Weight |
XLK | 0.781 | XLK | 0.966 | XLF | 0.720 | XLP | 0.514 | XLF | 0.862 | XLK | 0.791 | XLK | 0.669 | XLI | 0.758 |
XLI | 0.152 | XLI | 0.022 | XLK | 0.246 | XLB | 0.486 | XLK | 0.111 | XLI | 0.149 | XLI | 0.210 | XLP | 0.242 |
XLP | 0.067 | XLP | 0.012 | XLI | 0.023 | XLI | 0.018 | XLP | 0.060 | XLP | 0.121 | XLB | 0.007 | XLB | 0.005 | XLE | 0.003 | XLE | 0.002 | XLP | 0.001 | XLP | 0.001 |