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Aggressively clever factor nerd energy with a side of unnecessary whiplash risk

Report created on Apr 13, 2026

Risk profile

  • Secure
    Speculative

The risk profile, derived from past market volatility, reflects the level of risk the portfolio is exposed to. This assessment helps align your investments with your financial goals and comfort with market fluctuations.

Diversification profile

  • Focused
    Diversified

The diversification assessment evaluates the spread of investments across asset classes, regions, and sectors. This ensures a balanced mix, reducing risk and maximizing returns by not concentrating in any single area.

Positions

This portfolio looks like someone discovered factor investing and then refused to pick just one flavor. It’s basically a 50–50 brawl between value and momentum, with extra spice from semiconductors and AI for good measure. The result is “diversified” in the same way a triple espresso and a shot of tequila are both liquids. There’s no ballast, no chill, just different ways to chase returns. That can work very well in the right decade and feel absolutely awful in the wrong one. Big picture takeaway: this is a deliberately spicy growth-factor stew, not a balanced dinner plate, so it demands real tolerance for pain when cycles turn.

Growth Info

Historically, the portfolio has actually earned the right to be cocky: 13.95% CAGR since late 2021 versus 11.56% for the US market and 9.79% globally. So yes, it beat both benchmarks while taking a similar gut punch: about a -25% max drawdown, basically market-level pain for higher payoff. CAGR (compound annual growth rate) is the “average speed” of your money over the journey, and here it’s been fast. But remember, this is a three-and-a-half-year window, not a full market cycle. Past data is like yesterday’s weather: informative, not prophetic. The real test will be when value or momentum go seriously out of favor for years, not months.

Projection Info

The Monte Carlo projection basically says: “Most timelines are fine, but some get weird.” Monte Carlo is just a nerdy way of simulating thousands of possible futures by randomly mixing returns and volatility, like rolling loaded dice for 15 years straight. Median outcome: $1,000 grows to around $2,725 — not bad, but far from your historical 14% party. The possible range is wild: ending anywhere from roughly flat to over $7,000. That spread is the cost of running a high-octane portfolio. Translation: this setup can absolutely deliver, but it’s not built for anyone who panics when the line doesn’t go up in a straight, Instagram-friendly way.

Asset classes Info

  • Stocks
    100%

Asset classes: 100% stocks, 0% anything else. No bonds, no cash buffer, no defensive friends — just pure equity chaos. That’s fine if the time horizon is long and the stomach is made of reinforced concrete, but let’s not pretend this is “moderately” anything. Stocks are the drama queens of the investment world: great long-term, but noisy, moody, and occasionally screaming on the floor. With zero stabilizers, every market tantrum goes straight to your net worth. General takeaway: this is a “ride it out or get thrown off” design, not something built for short-term goals or a fragile sleep schedule.

Sectors Info

  • Technology
    26%
  • Industrials
    17%
  • Financials
    15%
  • Consumer Discretionary
    9%
  • Energy
    8%
  • Basic Materials
    7%
  • Telecommunications
    5%
  • Health Care
    5%
  • Consumer Staples
    4%
  • Utilities
    2%
  • Real Estate
    2%

Sector-wise, technology is the lead character at 26%, with semis and AI turning the dial from “growthy” to “borderline obsessed.” Industrials and financials add some old-school flavor, but let’s be honest: the story here is chips and tech-adjacent cyclical risk. This isn’t a quiet, steady portfolio; it’s heavily exposed to innovation cycles, capex swings, and sentiment whiplash. When tech and high-beta names rip, this setup will look genius. When that stuff cracks, it’s going to feel like getting dragged behind the market, not just jogging behind it. Takeaway: if you’re going to lean this hard into a sector theme, you have to actually be okay living through its bad seasons.

Regions Info

  • North America
    72%
  • Europe Developed
    9%
  • Asia Developed
    5%
  • Japan
    5%
  • Asia Emerging
    4%
  • Africa/Middle East
    2%
  • Latin America
    1%
  • Australasia
    1%

Geographically, it’s 72% North America, with the rest scattered like garnish across the rest of the planet. “World portfolio” this is not — it’s more “US first, everyone else gets a cameo.” The international small value and emerging value positions try to fix that, but they’re basically side quests. This home bias means your fate is heavily linked to one economic and policy regime. When the US is on top, perfect; when it lags, you’re not getting much help from elsewhere. Takeaway: this kind of tilt is common, just don’t pretend you’re running some elegant global diversification masterpiece.

Market capitalization Info

  • Large-cap
    27%
  • Mid-cap
    22%
  • Small-cap
    22%
  • Mega-cap
    19%
  • Micro-cap
    9%

The market-cap mix is actually one of the more interesting parts: mega/large at 46%, mid/small at 44%, and even 9% micro-cap. So, this isn’t just buying the usual mega-cap darlings and calling it a day; it’s deliberately wading into the choppier small and micro waters. That’s great for potential returns and factor exposure, but it’s also where volatility does push-ups. Smaller names can disappear, not just dip. This setup says “I want the full equity rollercoaster, including the rickety parts at the back.” Takeaway: if held long enough, size tilts can pay off, but they also amplify the psychological difficulty of sticking with the plan.

True holdings Info

  • NVIDIA Corporation
    2.29%
    Part of fund(s):
    • Global X Artificial Intelligence & Technology ETF
    • Invesco S&P 500® Momentum ETF
    • iShares Semiconductor ETF
  • Micron Technology Inc
    2.18%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Global X Artificial Intelligence & Technology ETF
    • Invesco S&P 500® Momentum ETF
    • iShares Semiconductor ETF
  • Broadcom Inc
    2.04%
    Part of fund(s):
    • Global X Artificial Intelligence & Technology ETF
    • Invesco S&P 500® Momentum ETF
    • iShares Semiconductor ETF
  • Exxon Mobil Corp
    1.14%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
  • Lam Research Corp
    1.03%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
  • Caterpillar Inc
    0.92%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
  • Johnson & Johnson
    0.91%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class A
    0.89%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Advanced Micro Devices Inc
    0.88%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • iShares Semiconductor ETF
  • Alphabet Inc Class C
    0.71%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 12.98%

The look-through holdings scream “I love semis more than I love sleep.” NVIDIA, Micron, Broadcom, Lam Research, AMD — the usual chip suspects are all quietly stacked through overlapping ETFs. And that’s only from top-10 ETF positions covering just 27% of the portfolio, so the real overlap is almost certainly worse than it looks. Hidden concentration like this is sneaky: you think you own “a bunch of funds,” but in reality you’re just worshipping at the altar of the same few growthy hardware names. Takeaway: different tickers are not the same as different risks, especially when your underlying bets rhyme this hard.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 100%
Size
Exposure to smaller companies
High
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 100%
Quality
Preference for financially healthy companies
Neutral
Data availability: 100%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 100%

Factor profile: huge tilts to value (69%) and size (69%), with momentum hanging around at a solid 59%. That’s like building a car with a big engine, wide tires, and then casually adding a turbo. You’re leaning into cheaper, smaller, and faster-moving names all at once — a very intentional, very nerdy bet on long-run factor premiums. Neutral quality and low volatility mean you’re not particularly protecting the downside; you’re chasing payoff, not smoothness. This combo can crush in certain regimes and seriously underwhelm in others. Takeaway: this is a high-conviction factor cocktail, not a “set it and forget it” market-average snoozefest.

Risk contribution Info

  • Invesco S&P 500® Momentum ETF
    Weight: 18.00%
    17.0%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 15.00%
    16.8%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    Weight: 15.00%
    13.6%
  • iShares Semiconductor ETF
    Weight: 7.00%
    11.6%
  • Avantis® International Small Cap Value ETF
    Weight: 11.00%
    8.8%
  • Top 5 risk contribution 67.7%

Risk contribution is where the masquerade drops. That 7% semiconductor ETF is contributing 11.64% of total portfolio risk, with a risk/weight ratio of 1.66 — it’s punching way, way above its weight. Meanwhile, the S&P 500 momentum and US small value ETFs together make up 33% of your capital but around 34% of risk, fairly aligned but still dominant. Risk contribution is basically asking, “Who’s actually shaking the portfolio?” and the answer here is: your chip bet and small value. Takeaway: if a single thematic slice is hogging this much risk, trimming it a bit can smooth the ride without changing the overall strategy.

Risk vs. return

This chart shows the Efficient Frontier, calculated using your current assets with different allocation combinations. It highlights the best balance between risk and return based on historical data. "Efficient" portfolios maximize returns for a given risk or minimize risk for a given return. Portfolios below the curve are less efficient. This is informational and not a recommendation to buy or sell any assets.

Click on the colored dots to explore allocations.

The efficient frontier is roasting this portfolio quietly but thoroughly. Current Sharpe ratio is 0.6, while the max-Sharpe version using the *same holdings* hits 0.91 with slightly higher returns and slightly lower risk. Translation: you’re leaving performance on the table by arranging the pieces badly. The frontier says, “You could get paid more for the same nausea level, or the same payoff with less nausea, just by reweighting.” You’re 2.48 percentage points below where you could be at this risk level — that’s not a rounding error, that’s a structural inefficiency. At least the ingredients are good; the recipe just needs less chaos and more math.

Dividends Info

  • Global X Artificial Intelligence & Technology ETF 0.20%
  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® Emerging Markets Value ETF 3.00%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 1.20%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Invesco S&P International Developed Momentum ETF 3.60%
  • iShares Semiconductor ETF 0.40%
  • Invesco S&P 500® Momentum ETF 0.80%
  • Invesco S&P MidCap Momentum ETF 0.70%
  • Invesco S&P SmallCap Momentum ETF 0.60%
  • Weighted yield (per year) 1.48%

Dividend yield at 1.48% is basically a polite nod, not an income strategy. The value and international pieces are doing some lifting — emerging markets value and international small value are offering 2.8–3.0% — but the momentum, AI, and semiconductor stuff is here for capital gains, not cash flow. If this portfolio were a person, it wouldn’t be mailing checks; it would be reinvesting everything and flexing its growth muscles. Takeaway: nobody should rely on this setup to pay bills. Dividends are a side effect here, not the mission, which matches the aggressive growth vibe but won’t impress income hunters.

Ongoing product costs Info

  • Global X Artificial Intelligence & Technology ETF 0.68%
  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Value ETF 0.36%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 0.15%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • iShares Semiconductor ETF 0.35%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Invesco S&P SmallCap Momentum ETF 0.39%
  • Weighted costs total (per year) 0.28%

Costs are actually one of the few boringly sensible parts: total TER around 0.28%. That’s not rock-bottom, but for factor-heavy and thematic ETFs, it’s respectable. Yes, the Global X AI fund at 0.68% is the diva in the group, charging premium prices to ride the hype train, but at 4% weight it’s more of an expensive hobby than a crippling drag. Think of fees like a slow leak in a tire: tiny per mile, ugly over a decade. Overall, you’ve kept the leak moderate — which, given how spicy the rest of this is, almost looks like accidental prudence.

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