This portfolio has only about 1.1 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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Momentum tilted global equity portfolio with value bias and strong recent returns over a short history

Report created on May 6, 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 mostly growth-oriented, with about 90% in stock ETFs and small slices in bonds, managed futures, gold, and an inflation-focused fund. The largest position is a broad U.S. equity ETF at 20%, with several 10% satellite positions in international, emerging markets, small-cap value, and momentum strategies. This “core and satellites” setup matters because the core tends to shape overall behavior, while satellites add specific tilts like momentum or value. Given only about 1.1 years of data, it’s too early to call these tilts “proven patterns,” but structurally this is an equity-heavy, return-seeking portfolio with a few diversifiers around the edges rather than a bond-heavy or income-focused mix.

Growth Info

Over the short 1.1‑year window, $1,000 grew to about $1,462, a compound annual growth rate (CAGR) of 40.24%. CAGR is like average speed on a road trip: it smooths all the bumps into one yearly number. The portfolio beat both the U.S. market and global market CAGRs by roughly 14–15 percentage points, while having a max drawdown of -12.69%, actually a bit smaller than the benchmarks’ worst dips. Only 15 days made up 90% of returns, showing results were driven by a handful of strong days. Because this window is very short and momentum-heavy, these impressive numbers shouldn’t be treated as a stable long‑term pattern.

Projection Info

The Monte Carlo projection uses the limited recent history to simulate many possible 15‑year paths, like running 1,000 alternate futures based on past ups and downs. The median outcome turns $1,000 into about $2,620, with a wide typical range from roughly $1,789 to $3,932. It estimates a 73.8% chance of ending with more than you started and an average simulated annual return of 7.59%. These simulations are useful for visualizing uncertainty, not for prediction. Because they rely on only ~1.1 years of data—dominated by strong equity and momentum performance—the numbers are less reliable than they would be with a full market cycle of history.

Asset classes Info

  • Stocks
    90%
  • No data
    5%
  • Other
    4%
  • Bonds
    1%

Asset class-wise, this portfolio is clearly equity-dominated: about 90% is in stocks, with 4% in “other,” 1% in bonds, and 5% where asset class data isn’t available. That heavy stock focus is what drives both higher long‑run return potential and higher short‑term volatility compared with bond‑centric mixes. The small allocations to bonds, gold, managed futures, and an inflation-focused ETF introduce different return drivers that can behave differently from stocks, especially around interest rate or inflation surprises. Relative to broad global benchmarks, this allocation leans more aggressively into equities. With only a short history, the full diversification benefit of those small diversifiers hasn’t really been tested across multiple market environments.

Sectors Info

  • Technology
    22%
  • Financials
    15%
  • Industrials
    15%
  • Consumer Discretionary
    9%
  • Energy
    7%
  • Basic Materials
    6%
  • Telecommunications
    5%
  • Consumer Staples
    4%
  • Health Care
    4%
  • Utilities
    2%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is spread across many areas, with technology the largest at 22%, followed by financials and industrials at 15% each. Consumer-oriented sectors, energy, and materials also have meaningful slices, while health care, utilities, and real estate remain relatively small. Compared with broad global equity indexes, this is still tech-tilted but not extremely dominated by it, which can help avoid being overly tied to a single theme. Tech and cyclicals (like industrials and consumer discretionary) often benefit in strong growth environments but can be more sensitive to rate hikes or economic slowdowns. Over just 1.1 years, sector winners may look especially strong, so current weights should be seen as exposures, not guaranteed long‑term leaders.

Regions Info

  • North America
    52%
  • Asia Developed
    10%
  • Europe Developed
    10%
  • Asia Emerging
    7%
  • Japan
    5%
  • Latin America
    2%
  • Africa/Middle East
    2%
  • Australasia
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, around 52% of the equities are in North America, with developed Asia and Europe at 10% each, Japan at 5%, and meaningful slices in Asia emerging, Latin America, and Africa/Middle East. That means roughly half is tied to the U.S. and Canada, and about half is spread across the rest of the world. This is more globally balanced than a typical U.S.-only portfolio and roughly in line with global market weights, which is a positive for diversification. When one region struggles, others may help smooth the ride. Because the data window is short, it doesn’t show how this regional mix behaves across full cycles, but structurally the geographic spread is broad and globally aware.

Market capitalization Info

  • Mega-cap
    27%
  • Large-cap
    23%
  • Mid-cap
    21%
  • Small-cap
    13%
  • Micro-cap
    6%

This breakdown covers the equity portion of your portfolio only.

By market cap, the portfolio holds a blend: 27% mega-cap, 23% large-cap, 21% mid-cap, 13% small-cap, and 6% micro-cap. That’s a noticeable tilt toward smaller companies compared with traditional large‑cap benchmarks that are dominated by giants. Smaller companies often have more growth potential but can be bumpier and more sensitive to economic shifts. Larger firms tend to be more stable but less explosive. This mix means returns won’t track a pure large‑cap index perfectly. Over just 1.1 years, small‑cap swings might either boost or drag performance, but the key takeaway is that risk and return are being spread across company sizes, not concentrated only in the very largest names.

True holdings Info

  • NVIDIA Corporation
    1.95%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class A
    1.11%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Broadcom Inc
    1.04%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Apple Inc
    0.96%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
  • Taiwan Semiconductor Manufacturing Co. Ltd.
    0.95%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Macquarie Focused Emerging Markets Equity ETF
  • SK Hynix Inc
    0.94%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Macquarie Focused Emerging Markets Equity ETF
  • Micron Technology Inc
    0.91%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class C
    0.88%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Simplify Exchange Traded Funds
    0.81%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • Amazon.com Inc
    0.75%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
  • Top 10 total 10.29%

This breakdown covers the equity portion of your portfolio only.

Looking through ETF top‑10 holdings, coverage is about 25% of the portfolio, so overlap is only partially visible. Within that slice, there’s meaningful exposure to big tech-related names like NVIDIA, Alphabet (both share classes), Apple, Amazon, Broadcom, and major semiconductor firms. NVIDIA alone accounts for about 1.95% of the portfolio via ETFs. This shows some hidden concentration in a handful of large growth and chip companies across multiple funds. Because only top‑10 holdings are included, the actual overlap is likely higher. Over a short period when these names are strong, this clustering can boost returns; in a downturn specific to these companies or their industry, the impact could be larger than single-fund weights suggest.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 30%
Size
Exposure to smaller companies
Low
Data availability: 90%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 28%
Quality
Preference for financially healthy companies
No data
Data availability: 0%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 82%

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 clear tilts: value is high at 65%, and momentum is high at 75%, while size is low at 23% (tilting away from the smallest stocks overall despite some small-cap funds). Factors are like investment “ingredients” that explain behavior beyond simple sectors or regions. A momentum tilt tends to benefit when trends persist but can get hit during sharp reversals. A value tilt often holds cheaper stocks, which can lag in growth-led rallies and then catch up in mean‑reversion phases. Yield and low volatility are near neutral, and quality has no data here. Importantly, these scores come from only about 1.1 years of history, so they describe current positioning more than deeply tested long‑term patterns.

Risk contribution Info

  • Avantis® U.S. Equity ETF
    Weight: 20.00%
    20.4%
  • Invesco S&P 500® Momentum ETF
    Weight: 10.00%
    12.0%
  • MarketDesk Focused U.S. Momentum ETF
    Weight: 10.00%
    11.2%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    11.1%
  • Avantis® Emerging Markets Equity ETF
    Weight: 10.00%
    11.0%
  • Top 5 risk contribution 65.7%

Risk contribution measures how much each holding adds to overall volatility, which can differ from its weight. The core U.S. equity ETF is 20% of the portfolio but contributes about 20.4% of risk—very aligned. The Invesco S&P 500 Momentum ETF, MarketDesk U.S. Momentum ETF, and Avantis U.S. Small Cap Value ETF each weigh 10% but contribute 11–12% of risk, slightly punching above their size. The emerging markets equity fund is similar, with 10% weight and 11% risk share. Together, the top three holdings account for about 43.6% of total risk, showing risk is somewhat—but not extremely—concentrated. Over a limited history, this looks reasonably balanced rather than dominated by a single position.

Redundant positions Info

  • Avantis® International Small Cap Value ETF
    Avantis® International Equity ETF
    High correlation
  • Avantis® Emerging Markets Equity ETF
    Avantis® Emerging Markets Value ETF
    High correlation

The correlation data flags two pairs that move almost identically: international core vs. international small-cap value, and emerging markets core vs. emerging markets value. Correlation describes how assets move together; when it’s very high, they tend to rise and fall in sync, reducing diversification between them. Here, those paired funds are essentially giving more of the same regional exposure with different style tilts layered on top. That’s not necessarily a problem—it can be intentional if the goal is style diversification within a region—but it means regional risk (like a shock to emerging markets as a whole) won’t be softened much by holding both. Over only 1.1 years, correlations might also shift in future market regimes.

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 vs. return chart plots this portfolio against an “efficient frontier”—the best possible combinations of these same holdings. The current mix has a Sharpe ratio of 1.86 (risk‑adjusted return), while the optimal combination of the same ETFs reaches a Sharpe of 3.12 with slightly higher return and similar risk. The analysis suggests the current portfolio sits about 18 percentage points below the frontier at its risk level, meaning, in theory, different weights among the same holdings could have delivered better risk/return over this short period. Because the inputs come from only 1.1 years—plus a very strong equity phase—this gap may partly reflect temporary factor and region winners rather than a persistent inefficiency.

Dividends Info

  • Avantis® International Equity ETF 2.60%
  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® Emerging Markets Equity ETF 2.10%
  • Avantis® Emerging Markets Value ETF 2.90%
  • Avantis® U.S. Equity ETF 0.90%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Simplify Managed Futures Strategy ETF 4.20%
  • Harbor All-Weather Inflation Focus ETF 5.40%
  • Invesco S&P International Developed Momentum ETF 3.60%
  • Invesco S&P 500® Momentum ETF 0.70%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 5.10%
  • Macquarie Focused Emerging Markets Equity ETF 1.70%
  • MarketDesk Focused U.S. Momentum ETF 0.20%
  • Weighted yield (per year) 1.76%

The estimated overall yield is about 1.76%, coming from a mix of modest equity dividends and higher payouts from the managed futures, inflation-focused, and long-duration Treasury ETF. Dividend yield is just the annual cash distribution as a percentage of price. Equity yields here are fairly typical for broad and factor-tilted stock funds, especially those emphasizing momentum and growth, which often pay less. The higher-yielding diversifiers help lift income slightly but remain small weights. Over 1.1 years, dividends are a relatively minor part of total return compared with capital gains from strong equity markets. Structurally, this looks like a total-return portfolio where income is a secondary bonus rather than the main objective.

Ongoing product costs Info

  • Avantis® International Equity ETF 0.23%
  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Equity ETF 0.33%
  • Avantis® Emerging Markets Value ETF 0.36%
  • Avantis® U.S. Equity ETF 0.15%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Simplify Managed Futures Strategy ETF 0.78%
  • Harbor All-Weather Inflation Focus ETF 0.68%
  • iShares® Gold Trust Micro 0.09%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 0.15%
  • Weighted costs total (per year) 0.22%

The portfolio’s weighted average Total Expense Ratio (TER) is about 0.22%, which is quite low for an actively tilted, factor-heavy, multi‑asset ETF mix. TER is the annual fee charged by the funds, expressed as a percentage of assets. Most holdings sit in the 0.13–0.36% range, with a few specialized strategies (managed futures, inflation-focused) charging more but at small weights. Keeping overall costs modest is helpful because fees are a drag that compounds over time. With only a bit over a year of data, the effect of fees isn’t very visible yet in performance, but structurally the cost profile is efficient for a portfolio using this many specialized building blocks.

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