This portfolio has only about 1.2 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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Diversified multi asset portfolio with strong value and quality tilts and modest recent downside moves

Report created on Jun 27, 2026

Risk profile Info

2/7
Conservative
Less risk More risk

Diversification profile Info

5/5
Highly Diversified
Less diversification More diversification

Positions

This portfolio is built from 10 ETFs and one individual stock, with the largest positions at 20% and several smaller satellite holdings. It mixes traditional stock and bond funds with managed futures, an extended-duration Treasury ETF, and a small leveraged gold position. That blend creates exposure to both growth-oriented assets and defensive or diversifying strategies. Because the history is only about 1.2 years, it’s too early to say how this mix behaves over full market cycles. Still, the structure points toward a multi-asset, risk-spread approach rather than a simple stock-only or bond-only setup, which often helps smooth performance when different asset types react differently to changing conditions.

Growth Info

Over the 1.2‑year window, a hypothetical $1,000 grew to about $1,186, implying a 15.24% compound annual growth rate (CAGR). CAGR is the “average speed” of growth, like measuring how fast a car went over an entire trip. The portfolio’s max drawdown, or worst peak‑to‑trough drop, was relatively mild at -4.49% and recovered in about two months. Compared with the US and global market benchmarks, the portfolio lagged meaningfully in return but also experienced shallower drawdowns. With such a short history, these numbers mostly show how the mix handled this specific market phase rather than revealing any reliable long-term pattern.

Projection Info

The Monte Carlo projection uses the limited historical data to simulate 1,000 possible 15‑year paths for a $1,000 investment. It effectively “reshuffles” past returns in many random sequences to estimate a range of outcomes. The median result of about $2,125 suggests a 5.31% annualized return across simulations, with a wide possible range from roughly $1,303 to $3,469. Because this is all based on just 1.2 years of history, the simulations are more fragile than usual; they reflect how the portfolio behaved in a single environment, not across full cycles. That makes these projections educational rather than predictive, useful for visualizing uncertainty but not as a precise forecast.

Asset classes Info

  • Stocks
    33%
  • No data
    25%
  • Bonds
    25%
  • Other
    17%

Across asset classes, around one‑third of the portfolio is in stocks, one‑quarter in bonds, and 17% in “other,” which includes alternatives like managed futures or commodities. Another 25% sits in the “no data” bucket, where the source simply doesn’t specify asset class, so it’s best not to guess what those holdings are. Compared with a pure equity benchmark, this mix is clearly more multi‑asset and less equity‑heavy, which typically dampens volatility but can also limit upside during strong stock rallies. The combination of stocks, bonds, and alternatives is consistent with a diversified approach that tries to avoid relying on a single asset class for all of its returns.

Sectors Info

  • Financials
    10%
  • Technology
    5%
  • Industrials
    3%
  • Energy
    3%
  • Consumer Discretionary
    3%
  • Health Care
    2%
  • Real Estate
    2%
  • Consumer Staples
    1%
  • Basic Materials
    1%
  • Telecommunications
    1%
  • Utilities
    1%

This breakdown covers the equity portion of your portfolio only.

On the equity side, the sector split is fairly broad, with financials the largest at 10%, then technology at 5%, and several others around 1–3%. No single sector dominates, and the overall pattern looks more like a balanced cross‑section of the economy than a concentrated bet on one theme. Compared with many broad indices that are heavily tilted toward a couple of growth sectors, this spread is more even. That kind of balance can help when leadership rotates between sectors, since performance isn’t overly tied to one industry. However, it also means the portfolio may not fully capture periods when a narrow group of sectors drives most of the market’s gains.

Regions Info

  • North America
    28%
  • Europe Developed
    2%
  • Asia Developed
    1%
  • Asia Emerging
    1%
  • Japan
    1%
  • Europe Emerging
    1%
  • Latin America
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, the portfolio is anchored in North America at 28%, with small allocations across developed and emerging regions including Europe, Asia, Japan, and Latin America. This creates genuine global diversification, even though the non‑North‑American slices are individually small. Compared with global market benchmarks that often have roughly 60% or more in the US, the reported weights appear less US‑concentrated, though some exposures might be hidden in the “no data” or derivatives‑based strategies. Geographic spread matters because economic cycles, currencies, and policy environments differ across regions, so this diverse footprint can help reduce the impact of any single country’s setbacks on the overall portfolio.

Market capitalization Info

  • No data
    8%
  • Mega-cap
    8%
  • Large-cap
    7%
  • Mid-cap
    5%
  • Small-cap
    5%
  • Micro-cap
    4%

This breakdown covers the equity portion of your portfolio only.

By market capitalization, the portfolio spans the full spectrum: mega‑cap, large‑cap, mid‑cap, small‑cap, and even micro‑cap exposures. None of these size buckets dominates, and 8% sits in “no data,” where underlying size isn’t categorized. Having a meaningful allocation outside mega‑caps means the portfolio is not simply tracking the largest companies. Smaller companies often show more volatility but can behave differently from the giants, adding another layer of diversification. Because only 1.2 years of data are available, it’s hard to judge whether this size mix has contributed more to return or risk so far, but structurally it creates exposure to a broader range of business types and growth stages.

True holdings Info

  • Simplify Government Money Market ETF
    7.04%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • Berkshire Hathaway Inc
    5.00%
  • Brent Crude Future July 26
    3.46%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • Euro Bund Future June 26
    3.26%
    Part of fund(s):
    • KFA Mount Lucas Index Strategy ETF
  • iMGP DBi Managed Futures Strategy ETF
    1.84%
    Part of fund(s):
    • Cambria Endowment Style ETF
    • iMGP DBi Managed Futures Strategy ETF
  • Cambria Value and Momentum ETF
    1.41%
    Part of fund(s):
    • Cambria Endowment Style ETF
  • JPMorgan Trust IV - Institutional Tax Free Money Market Fund
    1.37%
    Part of fund(s):
    • J.P. Morgan Exchange-Traded Fund Trust
  • Brent Crude Future Aug 26
    1.30%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • Cambria Global Value ETF
    0.81%
    Part of fund(s):
    • Cambria Endowment Style ETF
  • Cambria ETF Trust - Cambria Global Real Estate ETF
    0.74%
    Part of fund(s):
    • Cambria Endowment Style ETF
  • Top 10 total 26.24%

This breakdown covers the equity portion of your portfolio only.

The look‑through data, based on ETF top‑10 holdings only, covers about 30% of the portfolio, so most underlying positions are not fully visible. Within what can be seen, there’s some exposure to cash‑like vehicles, managed futures, global value strategies, and real estate, plus a direct 5% allocation to Berkshire Hathaway. Importantly, Berkshire does not appear again via ETFs in the top‑10 data, so visible overlap in that stock is low. However, overlap is likely understated because many ETF holdings beyond the top 10 are missing. This partial overlap view still suggests the portfolio spreads risk across different strategies rather than repeatedly stacking the same single names at the top.

Factors Info

Value
Preference for undervalued stocks
Very high
Data availability: 17%
Size
Exposure to smaller companies
Neutral
Data availability: 64%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 23%
Quality
Preference for financially healthy companies
Very high
Data availability: 5%
Yield
Preference for dividend-paying stocks
High
Data availability: 95%
Low Volatility
Preference for stable, lower-risk stocks
High
Data availability: 53%

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 very high tilts toward value and quality, with high exposure to yield and low volatility, and neutral size. Factors are like the underlying “ingredients” of returns: characteristics such as cheapness (value), financial strength (quality), or smoother price behavior (low volatility) that research links to long‑term performance. A strong value tilt means the portfolio leans toward cheaper companies relative to fundamentals, while very high quality suggests a preference for financially robust businesses. High low‑volatility and yield exposures point toward steadier, income‑oriented holdings. With only 1.2 years of data, it’s too soon to see these tilts fully play out, but they help explain the portfolio’s relatively mild drawdowns.

Risk contribution Info

  • Cambria Endowment Style ETF
    Weight: 15.00%
    27.3%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 6.00%
    14.5%
  • ProShares Ultra Gold
    Weight: 2.00%
    10.2%
  • iShares U.S. Dividend and Buyback
    Weight: 6.00%
    9.8%
  • Vanguard Extended Duration Treasury Index Fund ETF Shares
    Weight: 8.00%
    9.3%
  • Top 5 risk contribution 71.1%

Risk contribution shows how much each holding drives the portfolio’s overall ups and downs, which can differ a lot from simple weights. The Cambria Endowment Style ETF is 15% of the portfolio but contributes about 27% of total risk, while the Avantis U.S. Small Cap Value ETF at 6% weight contributes roughly 14% of risk. ProShares Ultra Gold, only 2% by weight, accounts for over 10% of risk, reflecting the punch leveraged gold exposure can pack. The top three positions together generate about 52% of the portfolio’s risk. This pattern illustrates how a few volatile or multi‑asset funds can dominate the risk picture even when their weight doesn’t look extreme on the surface.

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 chart compares the current portfolio with two hypothetical portfolios using the same holdings but different weights. The current mix has a Sharpe ratio of 1.94, which measures return per unit of risk after adjusting for a 4% risk‑free rate. The “optimal” portfolio on this frontier has a higher Sharpe of 3.19, while the minimum variance option has very low risk but also a much lower return. The current portfolio sits about 3.57 percentage points below the frontier at its risk level, meaning other weight combinations of these same assets could, in theory, offer a better trade‑off between risk and return. With only 1.2 years of data, though, this optimization is more illustrative than definitive.

Dividends Info

  • Avantis® U.S. Small Cap Value ETF 1.20%
  • Simplify Managed Futures Strategy ETF 4.60%
  • iMGP DBi Managed Futures Strategy ETF 5.20%
  • iShares U.S. Dividend and Buyback 2.20%
  • Vanguard Extended Duration Treasury Index Fund ETF Shares 4.80%
  • J.P. Morgan Exchange-Traded Fund Trust 2.70%
  • KFA Mount Lucas Index Strategy ETF 4.80%
  • Cambria Endowment Style ETF 2.20%
  • VCRM 3.60%
  • Weighted yield (per year) 3.05%

The weighted dividend yield is about 3.05%, with several holdings in the 2–5% range and some, like managed futures and the extended‑duration Treasury ETF, paying higher yields. Dividend yield is the annual cash payout divided by price, similar to getting periodic “rent” from your investments. In a portfolio like this, dividends and bond‑like distributions can contribute a meaningful share of total return, especially in sideways markets where price gains are modest. Over the short 1.2‑year period, it’s hard to separate how much of the overall gain came from income versus price appreciation, but the yield level suggests that cash flows are an important component of this portfolio’s design.

Ongoing product costs Info

  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Simplify Managed Futures Strategy ETF 0.78%
  • iMGP DBi Managed Futures Strategy ETF 0.85%
  • iShares U.S. Dividend and Buyback 0.05%
  • Vanguard Extended Duration Treasury Index Fund ETF Shares 0.06%
  • J.P. Morgan Exchange-Traded Fund Trust 0.18%
  • KFA Mount Lucas Index Strategy ETF 0.90%
  • ProShares Ultra Gold 0.95%
  • Weighted costs total (per year) 0.23%

The portfolio’s average total expense ratio (TER) is 0.23%, which is impressively low for a mix that includes managed futures and other specialized strategies. TER is the annual fee charged by funds, taken out of returns in the background, similar to a small ongoing service charge. Individual TERs range from 0.05% for a low‑cost ETF up to around 0.95% for more complex products, yet the overall blended cost stays moderate because higher‑fee funds are balanced by cheaper ones. Keeping costs at this level supports better long‑term compounding compared with a structurally more expensive lineup, especially over many years where even small fee differences can add up.

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