This portfolio has only about 1.6 years of historical data, based on the youngest asset in the portfolio. Some metrics, projections, and AI insights may be less reliable and should be interpreted with caution.
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Small value obsession dressed up as diversification with a side of accidental momentum chaos

Report created on May 22, 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 is basically a shrine to small-cap value, with a couple of glossy multi-factor and momentum funds duct-taped on for respectability. Over 80% of the weight sits in three niche small-value funds, so the “balanced” label is doing some heroic PR work here. It looks diversified because there are six ETFs with fancy names, but structurally it’s one big bet with two minor chasers. With only about 1.6 years of history, it’s like reviewing a TV series after the pilot episode, but even that pilot screams “factor nerd went shopping and never stopped.” The end result is coherent, just aggressively one‑dimensional.

Growth Info

Historically, over this very short 1.6-year window, the portfolio did the humble‑brag thing: roughly 16.1% CAGR versus about 15.3% for the US market and 14.7% global, while taking a slightly smaller max drawdown than the US benchmark. But let’s not get carried away — 1.6 years is noise, not destiny. CAGR (compound annual growth rate) is just your average speed on a short, slightly downhill stretch of road. The -20.7% drawdown showed it can still punch you in the face. Beating benchmarks over this period is nice, but with so little data, it’s more “lucky hot streak” than “proven edge.”

Projection Info

The Monte Carlo projection basically takes that tiny sliver of history, shakes it 1,000 times, and pretends it’s the future. Median outcome of €2,797 from €1,000 over 15 years sounds charming, but remember: the model is built on just 1.6 years of factor-heavy behavior. That’s like forecasting your life based on one summer holiday. The wide range — from roughly no gain at all to a “wow” €7,569 — is the model admitting, “I have no idea, here’s a spectrum.” The only solid takeaway is that this is clearly an equity gamble, not some gentle, predictable savings plan.

Asset classes Info

  • Stocks
    100%

Asset class breakdown is easy here: 100% stocks, 0% everything else. Balanced in name, equity junkie in practice. There’s no bonds, no cash buffer, no real diversifiers — just pure equity beta with a factor twist. In asset-class terms, this is like going to an all-you-can-eat buffet and only touching the fried chicken. It can work out, but when markets get moody, there’s nothing in here to dampen the drama. And with only a short historical window, there’s no long-term proof of how this all‑stock diet behaves across real market cycles.

Sectors Info

  • Industrials
    18%
  • Financials
    18%
  • Consumer Discretionary
    13%
  • Technology
    10%
  • Energy
    9%
  • Basic Materials
    9%
  • Health Care
    6%
  • Real Estate
    5%
  • Consumer Staples
    5%
  • Telecommunications
    4%
  • Utilities
    3%

Sector spread actually looks oddly reasonable at first glance: nothing outrageously dominant, with industrials and financials tied at the top and everything else spread in mid‑single to low‑teens percentages. So the sector sheet says “grown‑up diversification,” while the small‑cap value focus whispers “yeah but all the weirdos in each sector.” This is not sector risk so much as quality and size risk baked inside each sector slice. Over just 1.6 years, sector behavior hasn’t had much time to show its ugly side, but expect these slices to swing harder than the same sectors in a plain vanilla large-cap index.

Regions Info

  • North America
    56%
  • Europe Developed
    37%
  • Japan
    3%
  • Australasia
    1%
  • Latin America
    1%
  • Asia Developed
    1%
  • Africa/Middle East
    1%

Geographically, this is basically a US–Europe duet with tiny background vocals from everywhere else. Around 56% in North America and 37% in developed Europe means the portfolio is happily ignoring most of the rest of the world. The label might say “global,” but the map says “North Atlantic bubble.” That isn’t automatically wrong, just narrow. And again, with less than two years of data, it’s impossible to say whether this home‑style tilt will be a long‑term blessing or curse — it just means the fate of this portfolio is glued to a couple of developed markets behaving themselves.

Market capitalization Info

  • Small-cap
    41%
  • Mid-cap
    29%
  • Micro-cap
    15%
  • Large-cap
    8%
  • Mega-cap
    6%

The market-cap profile is where the portfolio stops pretending to be moderate and just goes full gremlin: 41% small-cap, 29% mid, and a chunky 15% micro-cap. Only 14% sits in large and mega caps combined. That’s not a tilt; that’s a full relocation into the small end of town. Small and micro-caps can be fun in a bull run, but in stress events they move like shopping carts with a broken wheel. With only 1.6 years of history, the real long-term volatility of this size mix is still hiding backstage, waiting for its proper crisis moment.

True holdings Info

  • NVIDIA Corporation
    0.52%
    Part of fund(s):
    • Avantis Global Equity UCITS ETF USD Acc EUR
    • iShares MSCI World Momentum Factor UCITS
  • Broadcom Inc
    0.42%
    Part of fund(s):
    • iShares MSCI World Momentum Factor UCITS
  • WPP PLC
    0.28%
    Part of fund(s):
    • SPDR® MSCI Europe Small Cap Value Weighted UCITS ETF EUR Acc
  • Micron Technology Inc
    0.27%
    Part of fund(s):
    • Avantis Global Equity UCITS ETF USD Acc EUR
    • iShares MSCI World Momentum Factor UCITS
  • Alphabet Inc Class A
    0.26%
    Part of fund(s):
    • Avantis Global Equity UCITS ETF USD Acc EUR
    • iShares MSCI World Momentum Factor UCITS
  • DCC plc
    0.26%
    Part of fund(s):
    • SPDR® MSCI Europe Small Cap Value Weighted UCITS ETF EUR Acc
  • Ovintiv Inc
    0.25%
    Part of fund(s):
    • SPDR® MSCI USA Small Cap Value Weighted UCITS ETF USD Acc EUR
  • Beazley plc
    0.24%
    Part of fund(s):
    • SPDR® MSCI Europe Small Cap Value Weighted UCITS ETF EUR Acc
  • SCOR SE
    0.24%
    Part of fund(s):
    • SPDR® MSCI Europe Small Cap Value Weighted UCITS ETF EUR Acc
  • APA Corporation
    0.24%
    Part of fund(s):
    • SPDR® MSCI USA Small Cap Value Weighted UCITS ETF USD Acc EUR
  • Top 10 total 2.98%

Look-through data barely scratches the surface here — only about 8.5% of the portfolio’s true exposure is visible via ETF top-10 holdings. So the overlap picture is like judging a house from the mailbox. We see a few usual suspects — NVIDIA, Alphabet, Broadcom — all at tiny weights, suggesting the factor sleeves add a bit of large-cap spice. The real concentration story is buried in the small-cap guts we can’t fully see. So “hidden overlap risk” is probably there, but with such limited visibility and short history, it’s impossible to quantify — this is more mystery stew than transparent recipe.

Risk contribution Info

  • SPDR® MSCI USA Small Cap Value Weighted UCITS ETF USD Acc EUR
    Weight: 29.37%
    35.7%
  • SPDR® MSCI Europe Small Cap Value Weighted UCITS ETF EUR Acc
    Weight: 32.05%
    26.8%
  • Avantis Global Small Cap Value UCITS ETF USD Acc EUR
    Weight: 19.84%
    21.6%
  • iShares MSCI World Momentum Factor UCITS
    Weight: 9.34%
    9.1%
  • JPM Global Equity Multi-Factor UCITS ETF USD Acc
    Weight: 7.99%
    5.5%
  • Top 5 risk contribution 98.7%

Risk contribution shows who’s actually rocking the boat, and here the top three funds are doing 84% of the shaking. The US small-cap value ETF alone is 29% of weight but over 35% of risk — the drama queen of the group. Risk contribution is basically asking, “Who causes the portfolio’s mood swings?” and the answer is very clearly the small-value complex. The supposedly smoothing multi-factor sleeves are contributing far less than their marketing brochures would hope. In a proper multi‑year crash, this concentration would likely show up even more brutally than the short -20% drawdown in the current limited record.

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 politely points out that this portfolio is leaving free money on the table. At its current risk level, it sits about 2.75 percentage points below the frontier, meaning even with the exact same building blocks, a different mix could have delivered a better return for the same volatility. The Sharpe ratio of 0.89 versus 1.16 for the optimal mix is a nice, clean inefficiency stamp. Sharpe is just “return per unit of stress.” With only 1.6 years of data, that frontier isn’t gospel, but it does suggest this is more “factor fan art” than mathematically polished design.

Ongoing product costs Info

  • iShares MSCI World Momentum Factor UCITS 0.30%
  • JPM Global Equity Multi-Factor UCITS ETF USD Acc 0.19%
  • SPDR® MSCI USA Small Cap Value Weighted UCITS ETF USD Acc EUR 0.30%
  • SPDR® MSCI Europe Small Cap Value Weighted UCITS ETF EUR Acc 0.30%
  • Avantis Global Equity UCITS ETF USD Acc EUR 0.22%
  • Avantis Global Small Cap Value UCITS ETF USD Acc EUR 0.39%
  • Weighted costs total (per year) 0.31%

Costs are surprisingly sane for such a niche‑leaning build. A total TER around 0.31% is almost modest, considering there’s smart‑beta this and multi‑factor that everywhere. You could definitely pay a lot more to do something equally weird. Still, for a portfolio that’s basically one big small‑value conviction play plus momentum garnish, 0.31% is the cover charge for being clever. Over decades that adds up, but again, the real kicker isn’t the fees — it’s whether these factors pay off over 10–20 years. And with just 1.6 years of history, the fee-versus-benefit verdict is very much “to be continued.”

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