Balanced global equity portfolio with growth tilt small cap value exposure and modest bitcoin satellite
Report created on Apr 10, 2026Risk 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
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SC Schwab U.S. Large-Cap Growth ETF
SCHG - US8085243009 30.00% -
SC Schwab International Equity ETF
SCHF - US8085248057 25.00% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 15.00% -
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 15.00% -
BR Berkshire Hathaway Inc
BRK-B - US0846707026 10.00% -
IB iShares Bitcoin Trust
IBIT - US46438F1012 5.00%
The portfolio is almost entirely growth‑oriented, with 95% in stocks and 5% in bitcoin. Within equities, roughly 55% sits in large‑cap growth and broad international stocks, while 30% is in small‑cap value funds that lean toward cheaper, more cyclical companies. A single stock, Berkshire Hathaway, is a meaningful 10% satellite position. This structure mixes broad index exposure with a few deliberate tilts, rather than lots of tiny line items. For a “balanced” risk profile, it’s on the punchier side because there are no bonds. The big takeaway is that this is a one‑basket equity strategy designed for long‑term growth, not short‑term stability or income.
Growth
From early 2024 to early 2026, $1,000 grew to $1,469, a compound annual growth rate (CAGR) of 18.93%. CAGR is the “smooth” yearly growth rate, like average speed on a road trip. That beats both the US market (17.18%) and global market (17.55%), while also having a smaller max drawdown than the US market and slightly better than the global market. Max drawdown measures the worst peak‑to‑trough fall; here, about -16% that recovered in roughly three months. That’s a solid combo of strong returns and manageable dips. Just keep in mind this is a short, unusually strong period for risk assets, so it shouldn’t be assumed as a long‑run expectation.
Projection
The Monte Carlo projection uses past volatility and returns to simulate thousands of possible 15‑year paths for $1,000. Think of it as running 1,000 “what if?” futures where returns are jumbled around realistically, not in a straight line. The median outcome is about $2,746, with a wide but reasonable middle range of roughly $1,832 to $4,128. There’s around a three‑in‑four chance of finishing positive, and the average simulated annual return is 8.21%. That’s a decent long‑term growth profile. Still, simulations rely on historical patterns; if markets behave very differently, real outcomes can sit outside even the 5%–95% range shown here.
Asset classes
- Stocks 95%
- Crypto 5%
Asset‑wise, this is straightforward: 95% equities, 5% crypto, and effectively 0% in bonds or cash. That means the portfolio is heavily tied to global stock markets, with an added high‑volatility kicker from bitcoin. Compared with many “balanced” frameworks that often hold 30%–40% in bonds, this is far more growth‑seeking and more sensitive to equity bear markets. In strong equity environments, that can pay off; in deep drawdowns, losses can be larger and more stressful. Anyone using a setup like this typically relies on a long time horizon and maybe a separate cash or bond buffer elsewhere, rather than looking for stability inside this portfolio itself.
Sectors
- Financials 24%
- Technology 18%
- Industrials 12%
- Consumer Discretionary 11%
- Telecommunications 6%
- Basic Materials 6%
- Energy 6%
- Health Care 5%
- Consumer Staples 3%
- Utilities 1%
- Real Estate 1%
This breakdown covers the equity portion of your portfolio only.
Sector exposure is nicely spread: financials lead at 24%, technology at 18%, then industrials, consumer discretionary, and others in single‑digit slices. This looks broadly similar to diversified global equity benchmarks, with no single sector dominating the way mega‑cap tech sometimes can. That balance helps because different sectors shine at different parts of the economic cycle. For instance, financials and industrials might do better when growth and rates are stronger, while defensives like staples and healthcare can soften downturns. The relatively even spread here is a genuine strength: the sector mix is doing exactly what a diversified equity core is supposed to do.
Regions
- North America 59%
- Europe Developed 18%
- Japan 10%
- Australasia 3%
- Asia Developed 3%
- Africa/Middle East 1%
This breakdown covers the equity portion of your portfolio only.
Geographically, about 59% is in North America and 41% abroad across Europe, Japan, Australasia, developed Asia, and a small slice in Africa/Middle East. That’s closer to global market weights than many US‑heavy portfolios, which often exceed 70% in North America. Being less US‑concentrated spreads political, economic, and currency risk more widely, while still letting US markets drive the bus. This alignment with broad global patterns is a positive sign: it means the portfolio isn’t making a big single‑country bet and can benefit from growth in multiple regions rather than relying almost entirely on one economy.
Market capitalization
- Mega-cap 41%
- Mid-cap 16%
- Large-cap 15%
- Small-cap 14%
- Micro-cap 7%
This breakdown covers the equity portion of your portfolio only.
Market‑cap exposure is well spread: about 41% mega‑cap, 15% large‑cap, 16% mid‑cap, 14% small‑cap, and 7% micro‑cap. That’s a lot more exposure to smaller companies than a typical cap‑weighted global index, which is usually dominated by mega‑caps. Smaller stocks can bring higher long‑term return potential but also more volatility and periods of underperformance. The flip side is that mega‑caps still make up the largest single bucket, anchoring the portfolio to the big global leaders. Overall, this mix offers good diversification across company sizes, but it does push the risk/return profile more toward the “adventurous” end compared with a pure large‑cap index.
True holdings
-
-
BT Grayscale Bitcoin Mini Trust (BTC) 5.00%
Part of fund(s):- iShares Bitcoin Trust
-
NV NVIDIA Corporation 3.51%
Part of fund(s):- Schwab U.S. Large-Cap Growth ETF
-
AA Apple Inc 3.09%
Part of fund(s):- Schwab U.S. Large-Cap Growth ETF
-
MS Microsoft Corporation 2.25%
Part of fund(s):- Schwab U.S. Large-Cap Growth ETF
-
AM Amazon.com Inc 1.69%
Part of fund(s):- Schwab U.S. Large-Cap Growth ETF
-
GO Alphabet Inc Class A 1.42%
Part of fund(s):- Schwab U.S. Large-Cap Growth ETF
-
AV Broadcom Inc 1.21%
Part of fund(s):- Schwab U.S. Large-Cap Growth ETF
-
GO Alphabet Inc Class C 1.13%
Part of fund(s):- Schwab U.S. Large-Cap Growth ETF
-
TS Tesla Inc 1.07%
Part of fund(s):- LS 1x Tesla Tracker ETP Securities GBP
- Schwab U.S. Large-Cap Growth ETF
- Top 10 total 30.38%
Looking through the ETFs, a lot of risk is ultimately tied to a familiar group of mega‑cap US growth names: Nvidia, Apple, Microsoft, Amazon, Alphabet, Broadcom, and Tesla together make up a noticeable slice. Berkshire is a separate 10% on top. There’s also an indirect bitcoin position via the ETF holdings. This shows “hidden” concentration: several funds buy the same big winners, so those companies affect the portfolio more than any single ETF weight suggests. Because only ETF top‑10 holdings are captured, real overlap is likely higher. The practical takeaway: when judging diversification, it helps to think in terms of underlying companies, not just the number of funds.
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.
Factor exposure is very balanced across value, size, momentum, quality, low volatility, and yield, all close to the neutral 50% mark. Factors are like the underlying “personality traits” of stocks that research links to returns, such as being cheap (value) or stable (low volatility). Here, there’s no strong lean toward any particular trait. That means the portfolio is likely to behave broadly like the overall market factor mix, rather than being heavily value‑tilted, quality‑tilted, or momentum‑driven. The upside is fewer big style bets that can go in and out of favor; the trade‑off is less potential to strongly outperform from factor tilts alone when a specific style is in a sweet spot.
Risk contribution
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Schwab U.S. Large-Cap Growth ETF
Weight: 30.00% 34.4% -
Schwab International Equity ETF
Weight: 25.00% 21.4% -
Avantis® U.S. Small Cap Value ETF
Weight: 15.00% 17.1% -
Avantis® International Small Cap Value ETF
Weight: 15.00% 12.9% -
iShares Bitcoin Trust
Weight: 5.00% 8.9% - Top 5 risk contribution 94.7%
Risk contribution shows how much each holding drives overall ups and downs, which can differ from simple weights. The US large‑cap growth ETF is 30% of the portfolio but contributes about 34% of risk; the US small‑cap value fund is 15% of weight yet 17% of risk. Bitcoin is the standout: at just 5% weight it adds almost 9% of total risk, so its swings are loud relative to size. The top three holdings together drive nearly 73% of portfolio risk. That’s not extreme, but it does show that if those core pieces wobble, the whole portfolio feels it. Periodic rebalancing can help keep those risk shares aligned with comfort levels.
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 current portfolio has a Sharpe ratio of 0.98, below both the max‑Sharpe mix (1.64) and even the minimum‑variance mix (1.19). The Sharpe ratio compares excess return to volatility, like “return per unit of bumpiness.” Being 7.42 percentage points below the efficient frontier at the same risk level means the existing holdings could be reweighted to improve the tradeoff without adding anything new. In plain terms, the ingredients are good, but the proportions aren’t yet making the tastiest possible recipe. Tweaking weights among the existing ETFs and satellites could either slightly boost expected return at similar risk or trim risk while preserving much of the expected return.
Dividends
- Avantis® International Small Cap Value ETF 2.80%
- Avantis® U.S. Small Cap Value ETF 1.40%
- Schwab International Equity ETF 3.10%
- Schwab U.S. Large-Cap Growth ETF 0.40%
- Weighted yield (per year) 1.52%
The overall dividend yield is about 1.52%, with the highest income coming from the broad international ETF (around 3.10%) and the international small‑cap value fund (2.80%). The US large‑cap growth ETF yields only 0.40%, which is typical for growth stocks that reinvest more profits rather than paying them out. This setup clearly prioritizes capital growth over income. For long‑term savers who are still accumulating, that’s often fine: returns come more from price appreciation than regular cash payouts. For someone seeking to fund near‑term living costs from this portfolio alone, the low yield would mean needing to sell shares periodically to generate cash.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis® U.S. Small Cap Value ETF 0.25%
- iShares Bitcoin Trust 0.12%
- Schwab International Equity ETF 0.06%
- Schwab U.S. Large-Cap Growth ETF 0.04%
- Weighted costs total (per year) 0.12%
The blended total expense ratio (TER) is a low 0.12%, thanks to very cheap Schwab ETFs paired with slightly pricier but still reasonable Avantis funds and the bitcoin trust. TER is the annual fee charged by funds, quietly deducted from returns. Over many years, even small differences in costs compound, so starting from a low base is a real edge. Here, the cost level is impressively lean and clearly supports long‑term performance. From a structural standpoint, this is a big win: the portfolio doesn’t have a “fee drag” problem, which means more of whatever the market delivers ends up in the investor’s pocket.
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