Diversified multi asset portfolio mixing quality dividend stocks trend strategies gold and defensive bonds

Report created on May 17, 2026

Risk profile Info

3/7
Cautious
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

This portfolio mixes several building blocks: roughly two‑thirds in equities, with the largest slice in a broad US index ETF and smaller allocations to dividend, free‑cash‑flow, and international “cash cow” styles. Around one quarter is in bonds and cash‑like ETFs, and a meaningful allocation sits in gold and a managed futures strategy. This combination blends growth‑oriented pieces with explicit diversifiers that behave differently from stocks. Structurally, it lines up with a “cautious but still growth‑seeking” profile rather than an all‑equity approach. The presence of multiple return drivers means the portfolio is less dependent on any single asset type to deliver outcomes, which can smooth the ride when markets get bumpy.

Growth Info

Over the period shown, a hypothetical $1,000 grew to about $1,640, giving a Compound Annual Growth Rate (CAGR) near 18.7%. CAGR is like your average speed on a road trip, smoothing out all the ups and downs into one yearly number. The portfolio lagged both the US and global stock benchmarks by a few percentage points per year, but it also had a smaller maximum drawdown at around –12%, versus deeper dips for the benchmarks. That trade‑off is typical of mixes that include bonds, gold, and managed futures. Historically, this portfolio has delivered strong absolute growth while dialing back the worst downside episodes compared to pure equity indices, at the cost of some upside in very strong stock markets.

Projection Info

The forward projection uses a Monte Carlo simulation, which is basically a large set of “what if” scenarios generated from historical return and volatility patterns. Each run randomly rearranges returns within those patterns to see many possible 15‑year paths. Here, the median outcome grows $1,000 to about $2,537, with most paths landing between roughly $1,823 and $3,502. The wide possible range, from about $1,155 to $5,426, highlights how uncertain long‑term results can be even with the same starting portfolio. The average simulated annual return is about 6.9%, comfortably above the assumed cash outcome. As always, these projections are just statistical models; they cannot predict future market behavior or rare shocks that haven’t appeared in the history used.

Asset classes Info

  • Stocks
    69%
  • Bonds
    14%
  • Other
    9%
  • Cash
    8%

Asset‑class‑wise, the portfolio holds about 69% in stocks, 14% in bonds, 9% in “other” (mainly gold and managed futures), and 8% in cash‑like instruments. Compared to a 100% equity benchmark, this tilts clearly toward capital preservation and diversification, with a sizable safety cushion in fixed income and cash substitutes. The “other” sleeve is especially notable because gold and managed futures often zig when traditional stocks zag, adding a different kind of diversification than bonds alone. This allocation is well‑balanced and aligns closely with global standards for a cautious multi‑asset mix, using several levers—equities, bonds, alternatives, and cash—to shape both growth potential and downside behavior.

Sectors Info

  • Technology
    19%
  • Health Care
    8%
  • Cash
    8%
  • Consumer Discretionary
    7%
  • Financials
    7%
  • Telecommunications
    6%
  • Industrials
    6%
  • Energy
    5%
  • Consumer Staples
    5%
  • Basic Materials
    2%
  • Utilities
    1%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

On a sector level, the largest slice is in technology at about 19%, followed by moderate allocations to health care, consumer‑related areas, financials, telecom, and industrials. Energy and consumer staples add smaller but meaningful slices, with only minimal exposure to utilities and real estate. Compared with broad global or US equity benchmarks, tech exposure here is substantial but not extreme, and there is no single dominant sector. That breadth helps reduce the chance that one industry’s cycle completely drives the portfolio. However, sectors like technology and consumer discretionary can be more sensitive to interest‑rate moves and economic growth, so their share may still influence how the portfolio reacts to macro‑economic news even within this diversified structure.

Regions Info

  • North America
    56%
  • Cash
    8%
  • Europe Developed
    5%
  • Japan
    1%
  • Asia Developed
    1%
  • Asia Emerging
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, the portfolio is anchored in North America at about 56%, with smaller slices in developed Europe, Japan, and other developed and emerging Asian markets. That US‑heavy tilt is common and broadly in line with many market‑cap‑weighted benchmarks that give the US a large share, though global indices usually show slightly more non‑US exposure. The presence of international dividend and “cash cow” strategies brings in foreign currency and economic diversification without overwhelming the core. This alignment with global norms is a positive sign: it avoids the extreme home‑country concentration seen in some portfolios while still letting US markets be the main driver of equity returns.

Market capitalization Info

  • Large-cap
    27%
  • Mega-cap
    21%
  • Mid-cap
    16%
  • No data
    15%
  • Small-cap
    1%

This breakdown covers the equity portion of your portfolio only.

By market capitalization, there is a clear lean toward larger companies: roughly 21% mega‑cap, 27% large‑cap, and 16% mid‑cap, with only about 1% in small‑caps and some holdings not classified. Large and mega‑cap stocks tend to be more established businesses with deeper liquidity, which often leads to more stable trading and, at times, lower volatility than smaller companies. The relatively limited small‑cap exposure means the portfolio is less exposed to the boom‑and‑bust cycles that can show up in tiny firms. This large‑cap bias aligns with the overall cautious risk score and helps explain why risk metrics such as drawdowns have been milder than those of pure equity benchmarks over the period observed.

True holdings Info

  • iMGP DBi Managed Futures Strategy ETF
    3.72%
    Part of fund(s):
    • iMGP DBi Managed Futures Strategy ETF
  • NVIDIA Corporation
    3.21%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
    • SPDR Gold MiniShares
    • Vanguard S&P 500 ETF
  • Apple Inc
    2.61%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
    • SPDR Gold MiniShares
    • Vanguard S&P 500 ETF
  • Microsoft Corporation
    1.94%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
    • SPDR Gold MiniShares
    • Vanguard S&P 500 ETF
  • Amazon.com Inc
    1.67%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
    • SPDR Gold MiniShares
    • Vanguard S&P 500 ETF
  • Alphabet Inc Class C
    1.34%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
    • SPDR Gold MiniShares
    • Vanguard S&P 500 ETF
  • Broadcom Inc
    1.29%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
    • SPDR Gold MiniShares
    • Vanguard S&P 500 ETF
  • Alphabet Inc Class A
    1.28%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
    • Vanguard S&P 500 ETF
  • Tesla Inc
    0.77%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
    • LS 1x Tesla Tracker ETP Securities GBP
    • SPDR Gold MiniShares
    • Vanguard S&P 500 ETF
  • Meta Platforms Inc.
    0.74%
    Part of fund(s):
    • SPDR Gold MiniShares
    • Vanguard S&P 500 ETF
  • Top 10 total 18.56%

This breakdown covers the equity portion of your portfolio only.

Looking through the ETFs, the top underlying exposures include familiar mega‑cap names like NVIDIA, Apple, Microsoft, Amazon, Alphabet, Tesla, and Meta, plus the managed futures ETF itself as an internal holding. These large positions mostly appear via multiple broad index and growth‑tilted funds, which creates some overlap; for instance, NVIDIA and Apple show up in more than one ETF. Overlap can lead to hidden concentration: the total economic exposure to a single company may be higher than any single fund’s weight suggests. Coverage is only about a third of the portfolio because only ETF top‑10 holdings are considered, so actual overlap may be somewhat higher than these figures indicate.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 65%
Size
Exposure to smaller companies
Low
Data availability: 85%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 70%
Quality
Preference for financially healthy companies
Neutral
Data availability: 55%
Yield
Preference for dividend-paying stocks
High
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
High
Data availability: 93%

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 shows strong tilts toward value, yield, and especially low volatility, with value and yield both above 60% and low volatility around 72%. Factors are like investing “ingredients” such as cheapness (value), income (yield), or stability (low volatility) that research has linked to long‑term return patterns. The high yield and value tilts reflect the dividend and “cash cow” funds focusing on companies with robust cash flows and distributions. The strong low‑volatility tilt helps explain the portfolio’s relatively modest drawdowns: it leans toward steadier names and diversifying assets rather than high‑beta growth alone. Size exposure is on the lower side, confirming the preference for larger companies over smaller, more volatile stocks.

Risk contribution Info

  • Vanguard S&P 500 ETF
    Weight: 30.00%
    42.1%
  • VictoryShares Free Cash Flow ETF
    Weight: 10.00%
    13.2%
  • Schwab U.S. Dividend Equity ETF
    Weight: 10.00%
    10.0%
  • Invesco NASDAQ 100 ETF
    Weight: 5.00%
    8.6%
  • iMGP DBi Managed Futures Strategy ETF
    Weight: 15.00%
    8.2%
  • Top 5 risk contribution 82.0%

Risk contribution measures how much each holding drives the portfolio’s overall ups and downs, which can differ a lot from simple weights. Here, the S&P 500 ETF is 30% of the portfolio but contributes about 42% of the risk—so its movements dominate more than its size suggests. The free cash flow ETF, at 10% weight, adds over 13% of risk, while the NASDAQ 100 ETF, only 5% of the weight, contributes roughly 8.6% of risk, reflecting its more volatile growth profile. In contrast, the 15% managed futures allocation contributes just over 8% of risk, a relatively low share. Overall, the top three holdings account for about two‑thirds of total risk, showing that diversification is good but still anchored in a few key equity funds.

Redundant positions Info

  • Invesco NASDAQ 100 ETF
    Vanguard S&P 500 ETF
    High correlation

The correlation data highlights that the NASDAQ 100 ETF and the S&P 500 ETF move almost identically. Correlation is a simple measure of how assets move together: a high value means they tend to rise and fall in sync. When two holdings are very tightly linked, owning both still spreads company‑specific risk but adds less diversification at the total‑portfolio level than a less‑correlated choice would. In this case, the NASDAQ 100 slice acts more like a higher‑octane extension of the S&P 500 rather than a completely independent return stream. The other diversifying pieces—bonds, gold, dividend and value strategies, and managed futures—are what mainly reduce overall correlation within the portfolio.

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 risk‑return chart shows the current portfolio delivering high historical returns with a Sharpe ratio of about 1.36. The Sharpe ratio compares return to risk (volatility) after accounting for a risk‑free rate, like judging how much “extra” return you’ve received per unit of bumpiness. The efficient frontier curve suggests that, using just these existing holdings, different weightings could achieve a higher Sharpe at the same risk level—the portfolio currently sits about 3.9 percentage points below that frontier. This doesn’t mean the allocation is bad; it simply means it hasn’t fully maximized risk‑adjusted returns based on past data. Reweighting among the same ETFs, rather than adding new ones, is what the model is exploring in that optimization.

Dividends Info

  • iMGP DBi Managed Futures Strategy ETF 5.10%
  • iShares Floating Rate Bond ETF 4.60%
  • Pacer Developed Markets International Cash Cows 100 ETF 2.10%
  • Invesco NASDAQ 100 ETF 0.40%
  • Schwab U.S. Dividend Equity ETF 3.30%
  • iShares 0-3 Month Treasury Bond ETF 3.90%
  • VictoryShares Free Cash Flow ETF 1.30%
  • Vanguard Intermediate-Term Treasury Index Fund ETF Shares 3.90%
  • Vanguard S&P 500 ETF 1.00%
  • Vanguard International High Dividend Yield Index Fund ETF Shares 3.50%
  • Weighted yield (per year) 2.35%

The portfolio’s overall dividend yield is about 2.35%, boosted by income‑oriented pieces like the managed futures ETF, floating‑rate bonds, Treasuries, and dedicated dividend funds. Dividend yield is the cash paid out each year as a percentage of the investment price, functioning like a “paycheck” on top of any price movement. Funds such as the US and international high dividend ETFs and the Schwab dividend equity ETF significantly lift this income profile compared with a pure growth basket. At the same time, growth‑heavy components like the NASDAQ 100 and free cash flow ETF keep yields lower in those sleeves but focus on reinvested earnings and capital appreciation. Overall, income is a meaningful but not overwhelming part of the portfolio’s total return mix.

Ongoing product costs Info

  • iMGP DBi Managed Futures Strategy ETF 0.85%
  • iShares Floating Rate Bond ETF 0.15%
  • SPDR Gold MiniShares 0.10%
  • Pacer Developed Markets International Cash Cows 100 ETF 0.65%
  • Invesco NASDAQ 100 ETF 0.15%
  • Schwab U.S. Dividend Equity ETF 0.06%
  • iShares 0-3 Month Treasury Bond ETF 0.07%
  • VictoryShares Free Cash Flow ETF 0.39%
  • Vanguard Intermediate-Term Treasury Index Fund ETF Shares 0.04%
  • Vanguard S&P 500 ETF 0.03%
  • Vanguard International High Dividend Yield Index Fund ETF Shares 0.22%
  • Weighted costs total (per year) 0.25%

The average ongoing cost (Total Expense Ratio, or TER) across all ETFs is about 0.25% per year. TER is like a built‑in service fee that quietly comes out of fund returns instead of being billed directly. This blended cost is impressively low for a portfolio that combines broad index funds with more specialized strategies like managed futures and international “cash cow” exposure. Core holdings such as the S&P 500 and Treasury index funds have very low fees, helping offset pricier, niche exposures. Over long periods, keeping costs modest can make a noticeable difference because every fraction of a percent compounds. Here, the fee level supports the portfolio’s goals without putting an undue drag on potential long‑term performance.

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