This portfolio has only about 2 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.

High momentum US core equity portfolio with strong recent gains but very limited performance history

Report created on May 23, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

3/5
Moderately Diversified
Less diversification More diversification

Positions

This portfolio is a concentrated, stock‑only mix with a strong US core and a few punchy satellites. About two‑thirds sits in a broad US large‑cap index fund, giving it a diversified foundation. Another slice holds a global ex‑US index ETF, while three smaller ETFs target US momentum, semiconductors, and a focused thematic strategy. This structure blends a plain‑vanilla core with higher‑octane “satellite” positions. That design matters because the core tends to behave like the broader market, while the satellites can create sharper ups and downs. With roughly all assets in equities and no bonds or cash buffer, the portfolio is firmly growth‑oriented. Given only two months of data, it’s too early to draw strong conclusions about how this mix behaves across full market cycles.

Growth Info

Over the short analysis window, $1,000 grew to about $1,158, which implies an annualized return (CAGR) near 197%. CAGR, or Compound Annual Growth Rate, is like average speed on a road trip, smoothing out daily bumps. This figure is extremely high mainly because the sample is just a few weeks long, not because this pace is realistic long term. The portfolio also showed a shallow max drawdown of about -1.9%, similar in scale to the US and global benchmarks. A drawdown is the drop from a peak to a subsequent low. With only two months of history, these outcomes mostly capture a single favorable stretch; they do not provide reliable evidence about how the portfolio might handle prolonged rallies or deeper downturns.

Projection Info

The Monte Carlo projection uses the short recent history to simulate many possible 15‑year paths, giving a wide range of end values for a $1,000 starting amount. Monte Carlo is basically a “what if” engine: it shuffles returns in thousands of random sequences based on past volatility and average returns. Here, the median result lands around $2,754, with most simulations between about $1,800 and $4,300. That suggests a positive skew but also meaningful uncertainty. Because the model is feeding on only two months of data, its inputs are unusually noisy, especially given the very strong recent performance. As a result, these numbers are best read as an illustration of variability, not as a realistic forecast of what this portfolio is expected to earn.

Asset classes Info

  • Stocks
    94%
  • No data
    5%
  • Other
    1%

The portfolio is overwhelmingly in stocks, at roughly 94%, with small “other” and “no data” slices that the system can’t classify. Staying this equity‑heavy means returns are closely tied to stock market moves, with little built‑in cushioning from assets like bonds or cash. Asset classes are broad buckets (like stocks, bonds, or real estate) that tend to behave differently under stress, which is why mixing them can help smooth the ride. Compared with many balanced blends that include a significant bond allocation, this portfolio leans much more toward growth potential and equity risk. Over a long horizon that can be rewarding, but short‑term swings are usually larger. With only a two‑month sample, that risk hasn’t really had a chance to show up yet.

Sectors Info

  • Technology
    32%
  • Industrials
    12%
  • Financials
    11%
  • Telecommunications
    8%
  • Health Care
    7%
  • Consumer Discretionary
    7%
  • Consumer Staples
    5%
  • Energy
    4%
  • Basic Materials
    3%
  • Consumer Discretionary
    2%
  • Utilities
    2%
  • Real Estate
    2%

Sector exposure is tilted toward technology at about 32%, with the rest spread across industrials, financials, telecom, health care, consumer areas, energy, materials, utilities, and real estate. Sectors group companies by their line of business, and each tends to respond differently to economic cycles and interest‑rate changes. A tech‑heavy tilt can amplify gains when growth stocks are in favor, but can be more sensitive when rates rise or sentiment toward high‑growth names cools. The presence of meaningful allocations to multiple non‑tech sectors helps diversify some of that risk, which is a positive alignment with broad‑market patterns. However, targeted satellites like semiconductors can still make technology behavior an outsized driver of short‑term results, especially in sharp market moves.

Regions Info

  • North America
    80%
  • Europe Developed
    6%
  • Asia Developed
    3%
  • Japan
    2%
  • Asia Emerging
    2%
  • Australasia
    1%
  • Africa/Middle East
    1%

Geographically, about 80% of the portfolio sits in North America, with the rest scattered across developed Europe, Japan, other developed Asia, emerging Asia, Australasia, and a small allocation to Africa and the Middle East. Geography matters because different economies, currencies, and policy environments can drive returns differently over time. This mix has a clear home bias toward the US, but the international ETF provides a useful link to the rest of the world. Compared with a truly global market portfolio, which would devote more to non‑US regions, this portfolio is still US‑centric. That can be beneficial when US markets lead, as they have recently, but it ties overall outcomes heavily to one economy and one currency, especially over long horizons.

Market capitalization Info

  • Mega-cap
    39%
  • Large-cap
    31%
  • Mid-cap
    20%
  • Small-cap
    3%

Market capitalization exposure leans toward larger companies, with around 39% in mega‑caps and 31% in large‑caps, plus about 20% mid‑caps and a small 3% small‑cap slice. Market cap simply measures a company’s total value on the stock market, and size influences how stable or jumpy a stock might be. Bigger firms often have more diversified businesses and steadier earnings, which can moderate volatility, while smaller firms can move more sharply in both directions. This breakdown looks reasonably aligned with broad equity indices, which is a positive sign for structural diversification. The mid‑cap exposure adds some growth potential beyond the very largest names without turning the portfolio into a small‑cap‑heavy, high‑volatility structure, at least based on the limited data available so far.

True holdings Info

  • Ast Spacemobile Inc
    4.66%
    Part of fund(s):
    • Tema ETF Trust
  • Rocket Lab USA Inc.
    4.45%
    Part of fund(s):
    • Tema ETF Trust
  • Planet Labs PBC
    3.60%
    Part of fund(s):
    • Tema ETF Trust
  • EchoStar Corporation
    3.08%
    Part of fund(s):
    • Tema ETF Trust
  • Firefly Aerospace Inc. Common Stock
    2.98%
    Part of fund(s):
    • Tema ETF Trust
  • 5N Plus Inc.
    2.90%
    Part of fund(s):
    • Tema ETF Trust
  • Filtronic
    2.81%
    Part of fund(s):
    • Tema ETF Trust
  • OHB SE
    2.59%
    Part of fund(s):
    • Tema ETF Trust
  • Intuitive Machines Inc.
    2.53%
    Part of fund(s):
    • Tema ETF Trust
  • NVIDIA Corporation
    0.88%
    Part of fund(s):
    • VanEck Semiconductor ETF
  • Top 10 total 30.46%

Look‑through data, based on ETF top‑10 holdings, covers only about 14% of the portfolio, so any overlap we see is just the tip of the iceberg. Within that slice, exposures are noticeably concentrated in a niche cluster of space and satellite‑related companies, plus a small weight in NVIDIA. Because the same company can appear in several ETFs, overlap can create hidden concentration even when each fund looks diversified on its own. Here, those specialized names are all accessed through funds, not held directly. Their combined weights, while modest at the portfolio level, show that part of the satellite allocation is highly thematic. Given the incomplete look‑through coverage and short history, it’s hard to gauge how much those positions would drive behavior in a serious market downturn or sector‑specific shock.

Factors Info

Value
Preference for undervalued stocks
Low
Data availability: 10%
Size
Exposure to smaller companies
Low
Data availability: 30%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 10%
Quality
Preference for financially healthy companies
No data
Data availability: 0%
Yield
Preference for dividend-paying stocks
Low
Data availability: 95%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 20%

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 a strong tilt toward momentum at 75%, with low exposure to value and size, and neutral exposure to low volatility. Factors are characteristics like value, momentum, or yield that research links to long‑term return patterns, similar to “ingredients” that influence how a portfolio behaves. A high momentum tilt means the portfolio leans toward stocks that have been doing well recently, which can boost returns in persistent trends but usually hurts during sharp reversals. Low value exposure suggests less emphasis on “cheap” stocks, while low size indicates a bias away from smaller companies. With only two months of performance data, it’s too early to say how these tilts will play out, but structurally, this is more of a trend‑following, growth‑oriented profile than a bargain‑hunter style.

Risk contribution Info

  • Fidelity 500 Index Fund
    Weight: 65.00%
    47.8%
  • Vanguard Total International Stock Index Fund ETF Shares
    Weight: 15.00%
    19.6%
  • MarketDesk Focused U.S. Momentum ETF
    Weight: 10.00%
    11.9%
  • Tema ETF Trust
    Weight: 5.00%
    10.8%
  • VanEck Semiconductor ETF
    Weight: 5.00%
    9.9%

Risk contribution helps reveal which positions actually drive the portfolio’s ups and downs, which can differ from simple weights. Here, the broad US index fund is 65% of the portfolio but contributes about 48% of total risk, meaning it’s relatively stable compared with its size. In contrast, the two 5% satellite ETFs (semiconductors and the thematic fund) together contribute over 20% of risk, with each punching well above its weight. That pattern is common when smaller positions focus on narrower or more volatile themes. The top three holdings account for roughly 79% of total risk, indicating that most of the action is still coming from the core and large diversified exposures. With longer history, these risk shares could shift, especially if the thematic slices experience bigger swings.

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 analysis suggests the current portfolio sits meaningfully below the best possible mix given its own ingredients. The Efficient Frontier is a curve showing the highest expected return for each level of risk using just these holdings in different weightings. The current Sharpe ratio, a measure of return per unit of risk, is 7.14, while the optimal mix reaches 8.72 and even the minimum‑variance mix is 8.34. In plain terms, the current combination isn’t getting as much “bang for its buck” as it theoretically could. The model implies that reweighting these same funds could improve the risk‑return balance. However, because the inputs rely on an unusually strong two‑month period, any precise gap to the frontier is very tentative and could look quite different with a fuller market cycle.

Dividends Info

  • Fidelity 500 Index Fund 1.00%
  • VanEck Semiconductor ETF 0.20%
  • Vanguard Total International Stock Index Fund ETF Shares 2.70%
  • MarketDesk Focused U.S. Momentum ETF 0.20%
  • Weighted yield (per year) 1.08%

The overall dividend yield is about 1.08%, combining a moderate yield from the US index fund, a higher yield from the international ETF, and very low yields from the momentum and semiconductor funds. Dividend yield is the annual cash payout as a percentage of price, similar to rent on a property. This portfolio’s yield is on the lower side, which fits with its growth‑ and momentum‑oriented tilt. In such portfolios, most of the expected return typically comes from price changes rather than steady income. That can be fine if the focus is on capital growth, but it also means that in flat markets, there is less cash return to soften the feeling of stagnation. Again, the short time period means recent dividend history doesn’t yet reflect a full year’s distribution pattern.

Ongoing product costs Info

  • Fidelity 500 Index Fund 0.02%
  • VanEck Semiconductor ETF 0.35%
  • Vanguard Total International Stock Index Fund ETF Shares 0.05%
  • Weighted costs total (per year) 0.04%

Estimated total ongoing costs are very low, with a combined TER (Total Expense Ratio) around 0.04%. TER is the annual fee charged by funds to cover management and operations, taken directly out of fund assets. Low costs are a structural advantage because they reduce the drag on returns every year, and that effect compounds over time. This portfolio benefits from cheap core index funds anchoring the fee level, while the more specialized ETFs carry higher individual TERs but smaller weights. From a structural perspective, this alignment with low‑cost investing principles is a clear strength of the portfolio. Even though the performance window is tiny, fee levels are one of the few inputs that are known and predictable, making this an area where observations are more robust.

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