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Factor-obsessed value goblin portfolio with a secret momentum crush and a side of shiny distractions

Report created on May 31, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

This portfolio looks like someone started with a perfectly sensible global core, then couldn’t stop adding “smart” ideas. Almost 29% sits in a boring but solid total world fund, then the rest is a patchwork of small value, mid value, momentum, gold-equity mashups, bitcoin, dividend, low vol, and a random single-country tilt. It’s like a buffet plate stacked with everything except vegetables. The structure screams “equities only, but make it fancy,” yet there’s no real anchor outside that one global fund. The result is more like a factor science experiment than a clean strategy, with overlapping themes and side quests all competing for attention.

Growth Info

Historically this thing has absolutely flown: 22.86% CAGR versus ~20% for both US and global markets over the period. Turning $1,000 into $1,566 in just over two years is objectively loud. Max drawdown at -17.1% was actually a bit kinder than the US market and similar to global, so it didn’t even pay for the outperformance with extra pain. But this is a short, hot streak in a very factor-friendly window. CAGR (compound annual growth rate) is basically “your average speed over the trip,” and this trip happened during a tailwind. Past data is yesterday’s weather: useful, but it doesn’t sign contracts for tomorrow.

Projection Info

The Monte Carlo projection is where the party gets a little more sober. Monte Carlo just means “we simulate a ton of random futures based on past behavior and see the spread.” Median outcome of $2,783 after 15 years on $1,000 is decent, but hardly legendary given how wild the recent returns looked. The “likely” range from about $1,859 to $4,268 says the future could be politely okay or fairly strong, while the ugly end shows you can land basically back where you started in real terms. Simulations are glorified weather models: they assume markets rhyme with history, which they don’t always bother to do.

Asset classes Info

  • Stocks
    97%
  • Crypto
    3%

Asset class “diversification” here is basically 97% stocks with a 3% bitcoin garnish. That’s not a balanced portfolio; that’s an equity portfolio that let one volatile guest crash the party. No bonds, no real stabilizers, just full commitment to the risk asset lifestyle. Calling this “Balanced” in any serious asset-class sense is generous. If this mix were a car, it would be a sports coupe with decent brakes but no airbags. The implication is simple: in an equity meltdown, this whole thing moves down together, and the tiny crypto piece is more likely to amplify drama than save the day.

Sectors Info

  • Technology
    19%
  • Financials
    17%
  • Industrials
    15%
  • Consumer Discretionary
    11%
  • Energy
    8%
  • Basic Materials
    7%
  • Health Care
    6%
  • Telecommunications
    5%
  • Consumer Staples
    4%
  • Crypto
    3%
  • Utilities
    2%
  • Real Estate
    2%

This breakdown covers the equity portion of your portfolio only.

Sector-wise, this portfolio is surprisingly normal-looking at first glance: tech on top but not absurd, then financials, industrials, and a spread across the rest. No single sector is screaming “all-in bet,” which is almost suspicious given how spicy the factor tilts are elsewhere. The catch is that small value and momentum funds can hide plenty of sector swings under the hood over time, so this calm snapshot might not stay calm. Still, as of now, the sector mix looks more grown-up than the rest of the portfolio suggests. It’s one of the few areas where the chaos hasn’t fully broken through… yet.

Regions Info

  • North America
    61%
  • Europe Developed
    10%
  • Asia Developed
    7%
  • Japan
    6%
  • Asia Emerging
    5%
  • Australasia
    4%
  • Africa/Middle East
    2%
  • Latin America
    2%

This breakdown covers the equity portion of your portfolio only.

Geographically, this is “America leads, but not America or bust.” Around 61% in North America with the rest sprinkled across developed and emerging regions is roughly in the universe of global market weights, plus a random love letter to Australia. It’s not wildly home-biased or completely ignoring the rest of the planet, which for a factor-heavy tinkerer is almost disappointingly sensible. The risk, though, is that with such complex factor tilts layered on top, investors might assume the geography fixes everything. It doesn’t — global pain will still hit most of this portfolio at the same time.

Market capitalization Info

  • Mid-cap
    25%
  • Mega-cap
    23%
  • Small-cap
    20%
  • Large-cap
    20%
  • Micro-cap
    9%

This breakdown covers the equity portion of your portfolio only.

The size mix is where the personality really leaks out: mid-cap, small-cap, and even micro-cap add up to over half the portfolio. This isn’t just dabbling in the kiddie pool of smaller companies; it’s spending a lot of time there. Mega and large caps are still meaningful, but the tilt down the market-cap ladder means more volatility, choppier performance, and longer stretches where this can look very wrong next to boring large-cap indexes. It’s basically choosing the scrappy underdogs over the household names. That can pay off over long periods… if the investor has more patience than the stocks do.

True holdings Info

  • Grayscale Bitcoin Mini Trust (BTC)
    2.71%
    Part of fund(s):
    • iShares Bitcoin Trust
  • NVIDIA Corporation
    1.84%
    Part of fund(s):
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Apple Inc
    1.60%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Avantis ALL Equity Markets Value ETF
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Microsoft Corporation
    1.16%
    Part of fund(s):
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Alphabet Inc Class A
    1.15%
    Part of fund(s):
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Amazon.com Inc
    1.03%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Avantis ALL Equity Markets Value ETF
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Broadcom Inc
    0.72%
    Part of fund(s):
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Meta Platforms Inc.
    0.56%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Avantis ALL Equity Markets Value ETF
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Alphabet Inc Class C
    0.46%
    Part of fund(s):
    • Vanguard Total World Stock Index Fund ETF Shares
  • Tesla Inc
    0.43%
    Part of fund(s):
    • LS 1x Tesla Tracker ETP Securities GBP
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Top 10 total 11.67%

This breakdown covers the equity portion of your portfolio only.

The look-through holdings show a familiar pattern: the usual mega-cap tech celebrities show up across funds, plus that 2.7% bitcoin chunk. Nvidia, Apple, Microsoft, Alphabet, Amazon, Broadcom, Meta, Tesla — the gang’s all here, just in smaller repeated doses. Overlap is underreported because only ETF top-10s are visible, so the real duplication is higher. In plain English, this “fancy factor” setup still quietly bows to the same big tech names driving global indexes. It’s trying very hard to be different while still clinging to the market’s current favorites for comfort, which makes the purity of the factor story a bit questionable.

Factors Info

Value
Preference for undervalued stocks
Very high
Data availability: 45%
Size
Exposure to smaller companies
Low
Data availability: 97%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 9%
Quality
Preference for financially healthy companies
Very high
Data availability: 3%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
High
Data availability: 88%

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 where things go full nerd. Very high value and very high quality at the same time is like only buying “cheap but actually good” companies — that’s not subtle. Then you pile on high momentum and high low-volatility, so you’re chasing winners, demanding stability, and insisting on bargains simultaneously. That’s a lot of conflicting prayers. Factor exposure is basically the ingredient list behind performance, and this one is overloaded. It’s a gourmet recipe that might taste amazing or just turn into a muddy stew. If markets change regimes, this all-in factor bet can go from genius to punchline fast.

Risk contribution Info

  • Vanguard Total World Stock Index Fund ETF Shares
    Weight: 28.87%
    25.8%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 15.95%
    18.2%
  • WisdomTree Efficient Gold Plus Equity Strategy Fund
    Weight: 8.01%
    10.1%
  • Avantis® International Small Cap Value ETF
    Weight: 11.34%
    10.0%
  • Invesco S&P MidCap Momentum ETF
    Weight: 7.79%
    9.0%
  • Top 5 risk contribution 73.1%

Risk contribution tells you who’s actually shaking the portfolio, not just who’s largest on paper. Here, the top three holdings are less than 53% of the weight but drive over 54% of the risk, with the gold-plus-equity fund doing more judo than its 8% slice suggests. That fund’s risk/weight above 1.2 means it’s punching harder than its size. The main global fund is relatively chill per unit of weight, while the small-cap value and mid-cap momentum positions add extra bounce. In practice, a small cluster of holdings decides most of the mood swings, even though the lineup looks long and “diversified.”

Redundant positions Info

  • Invesco S&P SmallCap 600 Revenue ETF
    Avantis U.S. Mid Cap Value ETF
    Avantis® U.S. Small Cap Value ETF
    High correlation

The correlation data politely points out that some of these holdings are basically clones in different costumes. The U.S. small-cap value fund moves almost identically to both the small-cap revenue ETF and the U.S. mid-cap value ETF. Highly correlated assets are like owning three umbrellas in the same color: you feel prepared, but when it rains, they all do the exact same thing. This isn’t diversification; it’s redundancy with better marketing. In a drawdown specific to that slice of the market, these positions will happily sink in sync rather than offset each other.

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 efficient frontier chart, this portfolio shows up as the kid who studied hard but still sat in the wrong seat. With a Sharpe ratio of 1.09 and sitting a full 8 percentage points below the efficient frontier at its risk level, it’s leaving quite a lot of risk-adjusted return on the table. The “optimal” mix of the *same* ingredients scores a Sharpe of 1.79 — that’s a big gap. The efficient frontier is basically the best tradeoff between return and volatility using your current holdings, and this portfolio is clearly not using them in anything close to their smartest proportions.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.70%
  • Avantis® Emerging Markets Value ETF 2.80%
  • Avantis ALL Equity Markets Value ETF 1.90%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Avantis Emerging Markets ex-China Equity ETF 1.50%
  • iShares MSCI Australia ETF 2.90%
  • WisdomTree Efficient Gold Plus Equity Strategy Fund 3.80%
  • Invesco S&P International Developed Momentum ETF 3.50%
  • Alpha Architect U.S. Quantitative Value ETF 1.50%
  • Invesco S&P SmallCap 600 Revenue ETF 1.00%
  • Schwab U.S. Dividend Equity ETF 3.20%
  • Invesco S&P 500® Low Volatility ETF 2.20%
  • Vanguard Total World Stock Index Fund ETF Shares 1.60%
  • Invesco S&P MidCap Momentum ETF 0.60%
  • Avantis U.S. Mid Cap Value ETF 1.00%
  • Weighted yield (per year) 1.88%

The dividend profile is a bit of a half-hearted side quest. A total yield of 1.88% is basically “slightly better than the global market, but not exactly an income engine.” Some holdings try to look serious — dividend equity, higher-yield international and EM value, even that gold-plus-equity fund spitting out 3.8% — but they’re offset by factor and momentum funds that barely bother paying out. This isn’t a dividend portfolio; it’s an equity growth and factor portfolio that happens to leak some cash along the way. Anyone expecting a reliable paycheck from this mix will be underwhelmed.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Value ETF 0.36%
  • Avantis ALL Equity Markets Value ETF 0.26%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • iShares MSCI Australia ETF 0.50%
  • WisdomTree Efficient Gold Plus Equity Strategy Fund 0.20%
  • iShares Bitcoin Trust 0.12%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Alpha Architect U.S. Quantitative Value ETF 0.29%
  • Invesco S&P SmallCap 600 Revenue ETF 0.39%
  • Schwab U.S. Dividend Equity ETF 0.06%
  • Invesco S&P 500® Low Volatility ETF 0.25%
  • Vanguard Total World Stock Index Fund ETF Shares 0.07%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Avantis U.S. Mid Cap Value ETF 0.20%
  • Weighted costs total (per year) 0.21%

Total TER at 0.21% is pretty respectable for such a Franken-portfolio of niche factor and smart-beta funds. There are a few expensive-ish pieces (0.36% for active-ish factor stuff, 0.50% for a single-country ETF), but the giant Vanguard world fund and the cheap Schwab dividend ETF drag the average back to sanity. It’s like buying a bunch of craft beers but mixing in some Costco lager so the tab doesn’t hurt quite as much. Fees aren’t the main villain here; if anything, they’re one of the more responsible parts of an otherwise over-engineered setup.

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