Rollercoaster crypto energy without the crypto this portfolio lives for chaos not balance
Report created on May 11, 2026Risk profile
7/7
Diversification profile
3/5
Positions
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NU Nu Holdings Ltd
NU - KYG6683N1034 59.89% -
UA United States Antimony Corporation
UAMY - US9115491030 27.68% -
LA Lithium Americas Corp
LAC - CA53680Q2071 4.81% -
OP Opendoor Technologies Inc
OPEN - US6837121036 4.28% -
QU iShares MSCI USA Quality Factor ETF
QUAL - US46432F3394 3.34%
This “portfolio” is basically a Nu Holdings fan club with two side quests in antimony and lithium, plus a tiny guilt-offering to diversification via one ETF. Almost 90% is stuffed into three individual companies, which is less a portfolio and more a small-business partnership where none of the owners know each other. Calling this “moderately diversified” is generous; it’s diversified the way a three-legged chair is technically furniture. The structure says loud and clear: outcomes will be driven by a couple of very specific corporate stories. When that many chips are on so few squares, the line between investing and speculation gets stunningly thin.
Growth
The past performance chart looks like a meme stock fantasy: $1,000 exploding into $10,156 in under three years, absolutely nuking both US and global markets. The 145.98% CAGR is “you screenshot this for group chats” territory. But then there’s the -66.24% max drawdown that still hasn’t recovered. That’s not a dip; that’s a crater. Also, 90% of returns coming from just 18 days means this thing behaves like a lottery ticket that occasionally wins big. Past data here is basically yesterday’s winning scratch-off — entertaining, but not a playbook for the next round.
Projection
The Monte Carlo simulation politely taps the brakes on the hype. Monte Carlo is just a thousand “what if” futures rolled using historical style volatility and returns, not a crystal ball. Median outcome: $1,000 becomes about $2,836 in 15 years — decent, but way less dramatic than the backward-looking chart. The range from roughly $961 to $7,715 screams “could go fine, could go sideways, could go wild.” The average 8.18% annualized return across simulations is normal-world boring, not moonshot. Translation: history says rocket ship, simulations say slightly unhinged index-ish, reality will probably sit rudely in between.
Asset classes
- Stocks 100%
All-in on equities, zero in anything else — no bonds, no cash buffer, no alternative assets. This isn’t asset allocation; it’s pressing the “equities or bust” button and breaking the casing. A 100% stock portfolio naturally swings harder, but when those stocks are concentrated, the volatility dial goes from “bumpy” to “this might void the warranty on your nerves.” Asset classes are like different music genres at a party: mixing them smooths the vibe. Here, it’s just heavy metal at full blast, all night, with no slow songs to cool the room down when markets lose it.
Sectors
- Financials 60%
- Basic Materials 33%
- Real Estate 4%
- Technology 1%
Sector-wise, the portfolio is basically a financials-themed ride with a bonus bet on materials and a couple of token cameos elsewhere. Around 60% in financials is a very loud opinion that one corner of the economy deserves to dominate the show. Then a third in basic materials piles on exposure to cyclical stuff that tends to party in booms and sulk in downturns. Real estate and tech are rounding errors. Compared to broad indexes that at least pretend to spread sector risk around, this mix is like eating only two food groups and hoping vitamins are optional.
Regions
- Latin America 60%
- North America 40%
Geographically, this is a LATAM-on-steroids play, with about 60% in Latin America and the rest in North America. Most broad portfolios bend heavily toward the US by default; this one says, “Actually, let’s turbocharge political, currency, and regulatory risk too.” Latin America can be a fantastic growth story, but it’s also world-class at spontaneous turbulence. Putting the majority of equity risk there turns macro events into portfolio earthquakes. The 40% in North America is mostly along for the ride instead of serving as a stabilizer. This isn’t “global”; it’s a strong regional bet dressed up as diversification.
Market capitalization
- Large-cap 61%
- Small-cap 33%
- Mid-cap 5%
- Mega-cap 1%
The market cap mix looks almost reasonable at first glance: 61% large cap, 5% mid, 33% small, with a sprinkle of megacap icons hiding inside the ETF. But under the hood, that small-cap chunk isn’t a gentle tilt; it’s concentrated in names that move like they’re allergic to stability. Small caps already bounce more than big names; speculative ones can behave like penny stocks on an energy drink. Large caps here aren’t functioning as ballast, they’re just passengers. So while the pie chart claims “healthy spread,” the actual risk behavior is more “fragile skyscraper built on a wobbly foundation.”
True holdings
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NV NVIDIA Corporation 0.23%
Part of fund(s):- iShares MSCI USA Quality Factor ETF
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AA Apple Inc 0.22%
Part of fund(s):- iShares MSCI USA Quality Factor ETF
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MS Microsoft Corporation 0.17%
Part of fund(s):- iShares MSCI USA Quality Factor ETF
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LR Lam Research Corp 0.12%
Part of fund(s):- iShares MSCI USA Quality Factor ETF
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ME Meta Platforms Inc. 0.12%
Part of fund(s):- iShares MSCI USA Quality Factor ETF
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TJ The TJX Companies Inc 0.10%
Part of fund(s):- iShares MSCI USA Quality Factor ETF
- Top 10 total 97.62%
The look-through holdings reveal what this really is: four individual stocks steering 97%+ of the show, and a tiny slice of “responsible adult” exposure via that quality ETF. The fact that NVIDIA, Apple, Microsoft, Meta, etc. barely register shows how little traditional diversification is happening. There’s no meaningful overlap problem because there’s barely any overlap at all — just pure, raw single-name risk. It’s like the portfolio skipped the whole idea of broad exposure and went straight to “here are a few names I’m emotionally committed to.” When overlap isn’t the issue, concentration becomes the entire story.
Factors
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.
The factor profile is almost comical: high quality and high low-volatility in a portfolio that’s objectively bonkers volatile. Factor exposure is basically the ingredient label explaining why returns behave a certain way. Here it reads like a “low drama, solid businesses” tilt on paper, yet the actual holdings include ultra-speculative names that don’t exactly scream stability. Low value, low yield, and low momentum say this isn’t chasing cheap, high-income, or recent winners — it’s more of a growthy conviction bet with a theoretical safety net that clearly didn’t stop that -66% drawdown. The factor story and the lived experience are not on speaking terms.
Risk contribution
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United States Antimony Corporation
Weight: 27.68% 55.7% -
Nu Holdings Ltd
Weight: 59.89% 36.7% -
Lithium Americas Corp
Weight: 4.81% 3.7% -
Opendoor Technologies Inc
Weight: 4.28% 3.5% -
iShares MSCI USA Quality Factor ETF
Weight: 3.34% 0.5%
Risk contribution really exposes who’s driving the chaos. United States Antimony is only 27.68% of weight but a ridiculous 55.69% of total portfolio risk — that position is basically the drummer, lead singer, and firework technician all at once. Nu Holdings is almost 60% of the portfolio yet “only” 36.66% of the risk, making it the relatively responsible giant in a reckless room. The ETF, with 3.34% weight and just 0.52% risk contribution, is background noise. When the top three positions fuel over 96% of total risk, everything else is just decoration on a very unstable cake.
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.
On the risk/return chart, the portfolio is basically leaving money on the table for the amount of stress it creates. A Sharpe ratio of 1.65 sounds decent until you notice the same ingredients could be rearranged into an “optimal” mix with higher risk-adjusted returns and lower volatility. The portfolio sits 8.52 percentage points below the efficient frontier at its current risk level — that’s like running the engine at redline while being overtaken by a more fuel-efficient car cruising comfortably. This isn’t about adding new stuff; just the existing holdings, weighted differently, could deliver a smoother ride.
Dividends
- iShares MSCI USA Quality Factor ETF 0.90%
- Weighted yield (per year) 0.03%
Dividend yield here is almost a rounding error: a grand total of 0.03% across the portfolio. That’s not “income investing”; that’s spare change falling out of the couch. The one ETF dribbles out 0.90%, but at 3.34% weight, it barely moves the needle. Dividends can help smooth returns and provide a steady trickle of cash; this portfolio clearly couldn’t care less. The strategy is all in on price action and growth narratives, not boring cash payouts. Any “income” expectations from this setup would be like expecting a rave to double as a quiet reading room.
Ongoing product costs
- iShares MSCI USA Quality Factor ETF 0.15%
- Weighted costs total (per year) 0.01%
Costs are the only area where this thing isn’t misbehaving. A total TER of 0.01% is impressively low — you basically pay in basis points and emotional volatility instead of fees. The ETF’s 0.15% fee is entirely normal for a niche factor fund, and given it makes up just 3.34% of the whole, it barely registers. So yes, fees are fine; you did not accidentally sign up to overpay here. The irony is that the cheapest part of this portfolio is the least dangerous piece, while the really wild positions are “free” to own and expensive only in potential drama.
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