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Factor junkie fever dream portfolio sprinting ahead with its shoelaces aggressively untied

Report created on Apr 18, 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 thing is not a “balanced” portfolio; it’s a quant factor theme park. Ten funds at 10% each looks tidy, but under the hood it’s basically two ideas screamed at full volume: value and momentum, with a small-cap megaphone. It’s like you discovered factor investing and just slammed every shiny value/momo ETF into a blender. The split between Avantis value and Invesco momentum is intellectually cute but practically volatile. The structure screams “I read a whitepaper and got excited,” not “I want smooth sailing.” Takeaway: the design is coherent in a nerdy way, but it’s extremely focused. This is not a sleep-like-a-baby mix; this is a “check my portfolio for fun” mix.

Growth Info

Past performance here looks insanely good: $1,000 to $1,783 in about two and a half years with a 27.09% CAGR. CAGR, or Compound Annual Growth Rate, is basically your average speed over a bumpy road trip. You’ve beaten both the US and global markets by ~3.5% a year, which is spicy outperformance territory. But the max drawdown of -18.94% proves the ride is not gentle; that’s the “why is my stomach in my throat” part of the chart. Also, 90% of returns coming from just 21 days tells you this is feast-or-famine: miss a few big days, and the magic dies. Past data is yesterday’s weather: useful, not prophetic.

Projection Info

The Monte Carlo projection is where the computer plays “what if” 1,000 times over 15 years. Median outcome: $1,000 becomes about $2,720, or roughly 8.07% per year—solid but nowhere near your recent 27% party. The likely range from about $1,772 to $4,223 shows that most futures are fine to good, but the tail ends are… educational. In 5% of cases you barely beat $1,000, in 5% you 7x it. That’s what a high-octane factor mix does: wide possible outcomes. Takeaway: the simulations politely remind you that recent returns are not the new normal; this is still an equity roller coaster, not a guaranteed growth plan.

Asset classes Info

  • Stocks
    100%

Asset class breakdown is easy: 100% stocks, 0% anything else. That’s not “balanced,” that’s “I do not acknowledge the existence of bonds or cash.” For someone flagged as a “Balanced Investor,” this is like ordering a salad and getting a double bacon cheeseburger with extra fries. It’s fine if the goal is long-term growth and you can shrug off big drawdowns, but there’s zero built-in shock absorber here. No bonds, no diversifiers, just pure equity mood swings. Takeaway: if stability or shorter-term spending is a real need, this setup is overconfident. For a multi-decade horizon and high risk tolerance, it’s bold but not insane. Just don’t pretend it’s conservative.

Sectors Info

  • Industrials
    20%
  • Technology
    18%
  • Financials
    17%
  • Consumer Discretionary
    10%
  • Basic Materials
    8%
  • Energy
    8%
  • Health Care
    6%
  • Consumer Staples
    4%
  • Telecommunications
    4%
  • Utilities
    3%
  • Real Estate
    2%

Sector mix looks “normal-ish” at first glance, but you can see the factor fingerprints. Industrials at 20%, tech at 18%, and financials at 17% is basically the cyclical trifecta. You’re leaning into parts of the market that love economic booms and throw tantrums in recessions. Health care, staples, and utilities are there but underweighted, so your “defensive padding” is more like a thin hoodie in a snowstorm. Momentum layers on top mean the portfolio will happily chase what’s working until it doesn’t. Takeaway: this isn’t a sector disaster, but it’s clearly geared toward “risk-on” environments rather than boring stability. When the cycle turns, this allocation will feel it hard.

Regions Info

  • North America
    62%
  • Asia Developed
    10%
  • Europe Developed
    10%
  • Japan
    5%
  • Asia Emerging
    5%
  • Latin America
    3%
  • Africa/Middle East
    3%
  • Australasia
    1%
  • Europe Emerging
    1%

Geography-wise, 62% in North America with the rest scattered across developed and emerging regions is surprisingly sane. For a portfolio this nerdy, the global split is actually one of the least unhinged parts. There’s at least some love for Asia, Europe, and even a sprinkle of Latin America and Africa/Middle East. That said, the US is still the main character here. The non-US exposure is diversified but not dominant, so global underperformance will hurt you less, but US weakness will slap harder. Takeaway: this is a US-led but not US-only story. For a factor-heavy design, the geographic mix is one of the few things that doesn’t need an intervention.

Market capitalization Info

  • Mid-cap
    30%
  • Small-cap
    27%
  • Large-cap
    18%
  • Mega-cap
    16%
  • Micro-cap
    9%

Market cap breakdown screams “I like my companies scrappy and volatile.” Mid-cap at 30%, small-cap at 27%, micro-cap at 9%—that’s 66% in the smaller end of town. Large and mega caps only total 34%, which is the opposite of most broad indexes that are mega-cap-heavy. Smaller companies tend to have higher upside and higher faceplant potential. So you’ve basically cranked the risk dial while telling the risk score system you’re “balanced.” Takeaway: this tilt can pay off over long horizons, but it will absolutely amplify both gains and losses. If you’re not prepared for ugly drawdowns, this size profile is going to test your resolve.

True holdings Info

  • Micron Technology Inc
    0.97%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
  • NVIDIA Corporation
    0.93%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Samsung Electronics Co Ltd
    0.89%
    Part of fund(s):
    • Invesco S&P Emerging Markets Momentum ETF
  • SK Hynix Inc
    0.83%
    Part of fund(s):
    • Invesco S&P Emerging Markets Momentum ETF
  • Broadcom Inc
    0.77%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Exxon Mobil Corp
    0.65%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
  • Lam Research Corp
    0.63%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
  • Caterpillar Inc
    0.55%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class A
    0.50%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Johnson & Johnson
    0.49%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 7.21%

The look-through view only catches about 22% of holdings, but even that tiny window yells “chip-obsessed.” Micron, NVIDIA, Samsung, SK Hynix, Broadcom, Lam Research—this is a who’s-who of semiconductors and high-cyclical names quietly running the show. That’s the hidden concentration issue: you think you own diversified factor funds, but underneath, you keep tripping over the same chip and industrial names in multiple ETFs. Overlap is almost certainly worse than shown since we only see ETF top 10s here. Translation: this is a closet bet on high-beta cyclicals disguised as clever factor tilts. If those themes crack, a lot of your funds hurt at the same time.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 80%
Size
Exposure to smaller companies
High
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 80%
Quality
Preference for financially healthy companies
High
Data availability: 70%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 90%

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 hilariously on-theme: high value (77%), high size (63%), high momentum (65%), and high quality (66%). You didn’t just dabble in factors; you built a factor shrine. Factor exposure is like your portfolio’s ingredient list, and you basically dumped in everything except “low volatility” and “high yield.” The combo of value + small + momentum can be fantastic long-term but comes with stretches of deep underperformance when those styles fall out of favor. At least quality is also high, which keeps this from being a total junk rally setup. Takeaway: this is a factor maximalist portfolio. When the wind is at your back, it flies; when styles rotate, it sulks.

Risk contribution Info

  • Invesco S&P SmallCap Momentum ETF
    Weight: 10.00%
    12.2%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    11.9%
  • Invesco S&P MidCap Momentum ETF
    Weight: 10.00%
    11.8%
  • Invesco S&P 500® Momentum ETF
    Weight: 10.00%
    10.5%
  • American Century ETF Trust
    Weight: 10.00%
    10.4%
  • Top 5 risk contribution 56.8%

Risk contribution shows which holdings actually move the needle on your portfolio’s mood swings. That small-cap momentum ETF at 10% weight doing 12.20% of the risk, and the small-cap value and mid-cap momentum funds right behind it, tells you exactly where the fireworks are. A risk/weight ratio above 1 means a position is punching above its weight in chaos. Your top three holdings make up 35.90% of total risk despite being only 30% by weight—so they’re the loud kids in class. Takeaway: if future you ever wants to calm this thing down, trimming those high-octane funds would change the ride more than tweaking anything else.

Redundant positions Info

  • American Century ETF Trust
    Avantis® U.S. Small Cap Value ETF
    American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    High correlation

The correlation section is basically pointing out that your Avantis value funds and that generic American Century ETF Trust are moving almost in lockstep. Correlation just means things dance together—if one goes down, the other is very likely to join the party. So you’re not just diversified into multiple tickers; you’re diversified into multiple copies of the same behavior. It’s like owning three different brands of black T-shirts and calling it a colorful wardrobe. Takeaway: if the goal is actual diversification, you want assets that don’t all freak out simultaneously, not just slightly different labels on the same storyline.

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 chart is where your portfolio gets gently told it’s underachieving. With a Sharpe ratio of 1.32 and return of 25.44% at 16.23% risk, you’re below what’s possible using the exact same holdings. The optimal mix hits a Sharpe of 1.98 with higher return (32.42%) and slightly lower risk. Sharpe is just risk-adjusted return—how much you get paid per unit of pain. Being 7.39 percentage points below the frontier means the weights are kind of… lazy. Takeaway: even without adding new funds, just reweighting what you already own could give you more return for less drama. You brought the right ingredients, then cooked them weird.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.80%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 1.10%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Invesco S&P Emerging Markets Momentum ETF 2.00%
  • Invesco S&P International Developed Momentum ETF 3.50%
  • Invesco S&P 500® Momentum ETF 0.80%
  • Invesco S&P MidCap Momentum ETF 0.60%
  • Invesco S&P SmallCap Momentum ETF 0.50%
  • American Century ETF Trust 1.00%
  • Weighted yield (per year) 1.56%

Dividend yield at 1.56% is basically a polite shrug. The income profile screams “I’m here for growth, not for checks in the mail.” A couple funds throw off decent yield (like that international developed momentum piece), but the overall mix isn’t trying to be an income machine. That’s fine if the plan is long-term compounding and reinvestment. Just don’t pretend this is an income strategy; this is capital growth with a little side salad of dividends. Takeaway: anyone needing meaningful cash flow from investments would find this setup disappointingly stingy. For a growth-focused factor nerd, though, the low yield is consistent with the mission.

Ongoing product costs Info

  • Avantis® International Small Cap 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 Emerging Markets Momentum ETF 0.29%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Invesco S&P SmallCap Momentum ETF 0.39%
  • American Century ETF Trust 0.20%
  • Weighted costs total (per year) 0.28%

Average TER of 0.28% is… honestly pretty reasonable for a portfolio this specialized. You’re not getting broad-market ETF pricing, but you also aren’t lighting money on fire with boutique 1%+ products. Think of TER (Total Expense Ratio) as the annual cover charge just to walk into the club. For fancy factor tilts with smart beta and all that jazz, 0.28% is “I know what I’m paying for” territory, not “I got robbed.” Takeaway: if you’re going to run a niche factor circus, these costs are tolerable. You’re not winning any frugality awards, but you’re also not funding your manager’s third yacht.

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