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Factor-obsessed overengineered cocktail that almost nailed it then tripped on the final optimization step

Report created on Apr 12, 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 rage-clicked every smart-beta ETF they’ve ever heard of and then hit “equal weight” out of fatigue. Ten positions at 10% each plus a sprinkling of 2.5% satellites screams “I care a lot but I’m tired of spreadsheets.” You’ve got value, momentum, fundamental, vanilla cap-weight, gold, and a mystery American Century factor soup all thrown together. It’s diversified in the way a buffet plate is diversified: lots of different colors, unclear overall plan. The big takeaway: the building blocks are mostly solid, but the structure is a bit “because I could” rather than “because it fits a clear blueprint.”

Growth Info

Historically this thing has absolutely ripped: ~$1,000 to ~$1,799 in under three years with a 27.9% CAGR versus ~20.7–20.8% for US and global markets. That’s a big outperformance victory lap. The max drawdown of -15.3% is actually milder than the US market’s -18.8%, so you somehow got more return with slightly less face-punch. Before you start printing T-shirts, remember: this is a very short, very hot period where value and momentum both worked. CAGR is like average speed on a downhill stretch; it does not promise the next 10 miles will look the same.

Projection Info

The Monte Carlo projection basically says: “Probably fine, but don’t get cocky.” Monte Carlo is just a fancy way of running thousands of random market paths based on past volatility and returns to see how often things end well. Median outcome of ~$2,512 from $1,000 in 15 years with an average simulated 7.3% annual return is solid, but the range is humbling: ~$967 on the low end (essentially going nowhere) and ~$6,573 on the high end. Past data is yesterday’s weather; useful, not magic. Translation: expect a decent ride, not a guaranteed encore of your recent performance.

Asset classes Info

  • Stocks
    90%
  • Other
    10%

Asset classes: 90% stocks, 10% gold, zero chill. For something labeled “Balanced,” this is more “balanced-ish” than actually balanced. Most balanced setups would have some bonds or explicit stabilizers; you’ve just taped a small gold bar to a rocket and called it risk management. Gold at 10% isn’t crazy, but it’s not enough to be a true safety net if equities really melt down. Think of this as an equity portfolio cosplaying as a balanced one. Takeaway: if the goal is real downside cushioning, 90% risk assets plus a shiny trinket isn’t going to feel gentle when things crack.

Sectors Info

  • Industrials
    16%
  • Financials
    16%
  • Technology
    15%
  • Consumer Discretionary
    9%
  • Energy
    8%
  • Basic Materials
    7%
  • Health Care
    5%
  • Telecommunications
    5%
  • Consumer Staples
    4%
  • Utilities
    3%
  • Real Estate
    2%

This breakdown covers the equity portion of your portfolio only.

Sector-wise, this thing is suspiciously grown-up: industrials and financials lead the pack at 16% each, with tech “only” 15%. No wild meme tilt, no single sector obsession, just a quiet bet that boring parts of the economy will do some heavy lifting. That said, there’s a definite value-ish flavor here: more cyclical and economically sensitive areas, less comfy staples and utilities. In a boom, that’s great; in a recession, it’s like holding stocks that catch colds faster. Takeaway: sectors aren’t crazy, but they’re tilted toward “economy has to keep functioning” rather than “hide in defensive bunkers.”

Regions Info

  • North America
    62%
  • Europe Developed
    12%
  • Japan
    7%
  • Asia Developed
    3%
  • Asia Emerging
    3%
  • Africa/Middle East
    2%
  • Australasia
    1%
  • Latin America
    1%

This breakdown covers the equity portion of your portfolio only.

Geography: 62% North America and then a world tour in crumbs—Europe, Japan, and various regions each getting single digits. So yes, “global,” but with the classic US-main-character syndrome. To be fair, a heavy US tilt is normal and has worked for over a decade. Still, this setup quietly assumes the US continues to be the pretty kid at the economic talent show. If other regions finally wake up and stretch, you’ll participate, but from the back row. The takeaway: international is present, but more as seasoning than a true second engine of growth.

Market capitalization Info

  • Mid-cap
    26%
  • Mega-cap
    21%
  • Large-cap
    20%
  • Small-cap
    17%
  • Micro-cap
    5%

This breakdown covers the equity portion of your portfolio only.

The market cap mix is actually one of the more interesting bits: 26% mid-cap, 21% mega, 20% large, 17% small, and even 5% micro. That’s a very intentional move away from standard mega-cap dominance. You’re basically saying, “Yes, I like the giants, but I’d also like some scrappy weirdos in the mix.” The upside: more room for outperformance if the smaller stuff has its moment. The downside: smaller companies can drop faster and harder when markets freak out. This is not a “smooth ride” choice; it’s a “more exciting roller coaster with extra side twists” choice.

True holdings Info

  • NVIDIA Corporation
    1.63%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Large-Cap ETF
  • Apple Inc
    1.04%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Broadcom Inc
    1.01%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab U.S. Large-Cap ETF
  • Alphabet Inc Class A
    1.01%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Alphabet Inc Class C
    0.80%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Microsoft Corporation
    0.66%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Exxon Mobil Corp
    0.63%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • Micron Technology Inc
    0.57%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Amazon.com Inc
    0.54%
    Part of fund(s):
    • Schwab Fundamental U.S. Large Company Index ETF
    • Schwab U.S. Large-Cap ETF
  • Johnson & Johnson
    0.51%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 8.39%

This breakdown covers the equity portion of your portfolio only.

The look-through holdings show the usual suspects: NVIDIA, Apple, Alphabet, Microsoft, Amazon all lurking under the “smart” wrappers. So while this portfolio looks anti-megacap on the surface, you’re still quietly worshipping at the Big Tech altar. Overlap is probably worse than it looks because only ETF top 10s are counted, meaning plenty of hidden repetition further down. This is the classic “I’m diversified” illusion: many tickers, same stars. The lesson: different ETF names do not equal different underlying bets. Always assume the big global names are photobombing every equity fund in the lineup.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 75%
Size
Exposure to smaller companies
Neutral
Data availability: 90%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 73%
Quality
Preference for financially healthy companies
Neutral
Data availability: 63%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 100%

Factor exposures are estimated using statistical models based on historical data and measure systematic (market-relative) tilts, not absolute portfolio characteristics. Results may vary depending on the analysis period, data availability, and currency of the underlying assets.

Factor profile: huge value tilt at 73%, with everything else sitting roughly neutral. Factor exposure is like reading the ingredient label: this is clearly value-forward, not secretly balanced. You’ve paired that value bias with a bunch of explicit momentum funds, which is kind of hilarious—buying “cheap stuff” and “what’s been winning” at the same time. That can work great when the cycle lines up, but when markets flip from loving momentum to loving safety or vice versa, you’re sitting in the splash zone. Takeaway: this portfolio lives and dies by factor cycles more than the typical plain-vanilla index approach.

Risk contribution Info

  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    12.7%
  • Invesco S&P MidCap Momentum ETF
    Weight: 10.00%
    12.7%
  • Invesco S&P 500® Momentum ETF
    Weight: 10.00%
    11.6%
  • American Century ETF Trust
    Weight: 10.00%
    11.2%
  • Invesco S&P International Developed Momentum ETF
    Weight: 10.00%
    10.2%
  • Top 5 risk contribution 58.4%

Risk contribution tells you who’s actually driving the drama, and here the top three holdings (US small value and two momentum funds) are just 30% of the weight but 37% of total risk. Anything with a risk/weight ratio above 1 is punching above its size, and your small-cap value and mid-cap momentum are throwing haymakers at 1.27. Translation: your “balanced” lineup has a few troublemakers who make the portfolio’s mood swings louder than the weights suggest. Trimming or moderating those risk hogs could smooth the ride without changing the overall cast of characters.

Redundant positions Info

  • Avantis® U.S. Small Cap Value ETF
    American Century ETF Trust
    High correlation
  • Schwab Emerging Markets Equity ETF
    Schwab Fundamental Emerging Markets Large Company Index ETF
    High correlation
  • Schwab Fundamental International Large Company Index ETF
    Schwab International Equity ETF
    High correlation

The correlation list is basically calling out your copy-paste tendencies. US small value and American Century ETF are strongly correlated, so that pair is like buying the same attitude twice with different branding. Same deal for the emerging markets twin-set and the international twin-set—fundamental vs standard index, but moving almost in lockstep. Highly correlated holdings don’t add much true diversification; they’re just echoing each other in a selloff. It’s like having two smoke alarms in the same room and none in the kitchen. Different tickers, same behavior when it really matters.

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 where the real roast lives: your current portfolio has a Sharpe of 1.49, while the best mix of the *same* holdings hits 2.23 with slightly higher return and almost the same risk. Even the minimum-variance blend beats your Sharpe at 1.97 with less volatility. You’re sitting a chunky 7.9 percentage points below the frontier at your risk level, which is like driving a sports car in second gear on the highway. The kicker: no new funds needed—just better weights. The ingredients are good; the recipe is suboptimal. This is the financial equivalent of under-seasoning a great steak.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Schwab Fundamental Emerging Markets Large Company Index ETF 3.80%
  • Schwab Fundamental International Large Company Index ETF 3.00%
  • Schwab Fundamental U.S. Large Company Index ETF 1.60%
  • Invesco S&P International Developed Momentum ETF 3.60%
  • Schwab Emerging Markets Equity ETF 2.70%
  • Schwab International Equity ETF 3.10%
  • Schwab U.S. Large-Cap ETF 1.10%
  • Invesco S&P 500® Momentum ETF 0.80%
  • Invesco S&P MidCap Momentum ETF 0.70%
  • American Century ETF Trust 1.10%
  • Weighted yield (per year) 1.62%

Total yield at 1.62% is a polite “we pay something, but don’t retire on it” message. Some pieces throw off nice income (those international and emerging fundamental funds, plus developed momentum weirdly), but your US large caps and momentum sleeves are basically growth-first, cash-later. Dividend lovers would look at this and sigh. On the other hand, focusing too much on yield often leads to buying boring or risky plodders just because they pay. Here, income is a side quest, not the main storyline. Takeaway: this setup suits someone who cares more about total return than living off the payouts.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Schwab Fundamental Emerging Markets Large Company Index ETF 0.39%
  • Schwab Fundamental International Large Company Index ETF 0.25%
  • Schwab Fundamental U.S. Large Company Index ETF 0.25%
  • SPDR Gold Mini Shares 0.10%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Schwab Emerging Markets Equity ETF 0.11%
  • Schwab International Equity ETF 0.06%
  • Schwab U.S. Large-Cap ETF 0.03%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • American Century ETF Trust 0.20%
  • Weighted costs total (per year) 0.21%

Costs are suspiciously reasonable for such a nerdy portfolio: total TER around 0.21%. You’re paying up a bit for the Avantis value and some momentum and fundamental funds, but then you anchored the whole thing with dirt-cheap Schwab core ETFs and a low-cost gold fund. That’s how you get fancy factor toys without lighting a fee bonfire. Could you go cheaper with simpler funds? Sure. Would that meaningfully change your life at this TER? Probably not. Consider this: you’re running a pretty complex strategy for the price of a slightly marked-up index fund. Accidental win or actual planning, it’s solid.

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