This portfolio has only about 3 months 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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Holding on tight
The volatility here is not for the faint-hearted. Sleep is a position too.
via GIPHY Roast mode 🔥

Hyperactive tech rocket with one engine doing all the screaming and no real long term track record

Report created on Aug 14, 2026

Risk profile Info

7/7
Speculative
Less risk More risk

Diversification profile Info

3/5
Moderately Diversified
Less diversification More diversification
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Positions

This portfolio is seven names pretending to be a diversified strategy, with Celestica hulking over everything at 25%. The rest is a tight little club of tech-heavy CDRs plus a token industrial, all jammed together like a momentum hobby project. With no rebalancing assumed, this thing is basically set to drift wherever the loudest winner or loser takes it. In portfolio terms, this isn’t a symphony, it’s a three-guitar garage band playing at full volume. The 3/5 diversification score is generous; functionally, this behaves a lot closer to a handful of aggressive bets than any kind of balanced mix.

Growth Info

In three months, $1,000 grew to $1,067, which sounds decent until the benchmarks walk in and embarrass it. CAGR of 27.17% looks spicy, but the US and global markets did 36–33% with far smaller max drawdowns around -4%, versus this portfolio’s nearly -20% faceplant that still hasn’t fully recovered. CAGR (Compound Annual Growth Rate) here is basically “if this three‑month madness kept going for a year,” which it won’t. With only 2 days making up 90% of returns, this is a rollercoaster where a couple good days saved an otherwise pretty underwhelming ride.

Projection Info

The Monte Carlo projection takes this short, noisy 3‑month history and asks, “What if this vibe lasted 15 years?” Then it spits out a median of $2,849 from $1,000, with possible outcomes ranging from “barely above water” to “lottery ticket adjacent.” Monte Carlo is just a bunch of simulated futures based on past volatility and returns — and with only three months of data, that’s like predicting a person’s life based on their morning coffee order. The wide ranges here mostly say: this portfolio is volatile, and the model is guessing hard, not delivering prophecy.

Asset classes Info

  • Stocks
    100%

Asset class “diversification” here is simple: 100% stocks, 0% anything else. No ballast, no safety nets, no boring stabilizers. It’s like building a car out of only engine and no brakes, suspension, or frame. That 7/7 risk score is absolutely earned — there’s nothing in this mix whose main job is to calm things down. When everything is in the same high-octane bucket, portfolio swings get amplified, not cushioned. This isn’t inherently “wrong,” but it does mean the experience is going to be dominated by equity mood swings and nothing to counterbalance them.

Sectors Info

  • No data
    50%
  • Technology
    25%
  • Telecommunications
    15%
  • Industrials
    10%

Sector-wise, this thing is a half-mapped puzzle: 50% “no data,” 25% technology, 15% telecom, 10% industrials. Translation: half the portfolio can’t even be neatly categorized in the feed, and the half we can see is clearly leaning into tech and adjacent growthy stuff. For a supposedly “moderately diversified” portfolio, the visible part looks like a concentrated bet on the digital and infrastructure future, not a broad cross-section of the economy. When a few related themes drive most of the risk, sector shocks don’t just hurt, they echo across multiple positions at once.

Regions Info

  • North America
    80%
  • No data
    20%

Geographically, this is 80% North America plus 20% “no data,” which is basically “Canada and the US are the world, everything else is just background noise.” It’s a very home-continent-centric worldview dressed up with CDRs to access US names in CAD. There’s no real sense of global diversification here — more like doubling down on one economic bloc and calling it a day. When one region sneezes, this portfolio is catching the whole flu. Any benefit from different economies marching to slightly different beats is pretty much left on the table.

Market capitalization Info

  • Large-cap
    55%
  • Mega-cap
    25%
  • No data
    20%

Market cap is mostly large and mega caps — 80% between the two — plus 20% mystery bucket. On paper, that sounds stable and grown-up, but paired with the hyper-aggressive names, it’s more like picking the wild children of the large-cap world rather than the boring giants. You’re not getting the classic mega-cap “steady blue chip” feel, you’re getting the racier side of big companies that still swing like smaller ones. The missing 20% classification just makes it harder to judge how much of this is actually anchored versus totally free-floating in volatility land.

Risk contribution Info

  • Celestica Inc.
    Weight: 25.00%
    40.5%
  • Arista Networks CDR (CAD Hedged)
    Weight: 20.00%
    21.2%
  • Micron CDR (CAD Hedged)
    Weight: 10.00%
    17.6%
  • Vertiv CDR (CAD Hedged)
    Weight: 10.00%
    13.3%
  • Quanta Services CDR (CAD Hedged)
    Weight: 10.00%
    6.5%
  • Top 5 risk contribution 99.0%

Risk contribution is where the mask really slips. Celestica is 25% of the weight but a ridiculous 40.48% of total risk — that’s a risk/weight ratio of 1.62. Micron at 10% weight throwing in 17.56% of risk (1.76x) is another overachiever in the wrong category. Top three holdings make up 79.28% of the portfolio’s risk, meaning the other four are basically background singers. Risk contribution shows who’s actually shaking the portfolio, not who looks big on a pie chart. Here, a couple of names are doing almost all the volatility heavy lifting.

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.

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The efficient frontier numbers are brutally clear: this portfolio is 77 percentage points below where it could be at the same risk level using the exact same ingredients. Sharpe ratio of 0.8 versus a potential 2.55 is like driving a sports car in first gear while redlining the engine. The efficient frontier is just the curve showing the best possible return for each level of risk; this portfolio is hanging well below it, meaning the risk/return trade-off is wildly inefficient. The ugly part: nothing new needs to be added — just different weights would already look dramatically smarter.

Dividends Info

  • WSP Global Inc 0.80%
  • Meta CDR (CAD Hedged) 0.40%
  • Micron CDR (CAD Hedged) 0.10%
  • Weighted yield (per year) 0.15%

Dividends here are basically pocket change cosplay. A total portfolio yield of 0.15% is so low it’s almost an accounting error, especially when the holdings themselves are this volatile. A few names toss out token yields — 0.8%, 0.4%, 0.1% — but that’s more like finding coins in the couch than having an income strategy. This is a pure capital gains game dressed up with a tiny bit of “look, some yield exists.” Anyone trying to pretend this portfolio is about income is working much harder on the narrative than the cash flows are.

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