Equity focused portfolio mixing momentum value tilt and defensive elements with a targeted cautious risk level

Report created on Apr 27, 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 is almost entirely equity-based, with about 84% in stock ETFs, 5% in bitcoin, and 11% in positions where the asset class is not classified. The core is split between a plain S&P 500 ETF and a momentum version, each at 25%, plus developed international equity and two dividend-focused funds. A 10% position in a single inverse “Magnificent 7” ETF adds a contrarian element that moves opposite to those big tech names. Overall, the mix combines broad index exposure, factor tilts like momentum and dividends, and a small slice of crypto. Structurally, it looks like one main global equity engine with a few deliberate tilts layered on top.

Growth Info

Over the period shown, a hypothetical $1,000 grew to $1,381, which is a compound annual growth rate (CAGR) of 16.56%. CAGR is basically the “average speed” of growth per year, smoothing out the bumps. This trailed both the US market and global market by 1–2 percentage points annually, but with a smaller worst drop. The maximum drawdown was about -13%, compared with -19% for the US benchmark and -17% globally. That means the portfolio gave up a bit of upside compared with broad markets but also experienced shallower lows. Just 14 days made up 90% of returns, underlining how much long-term results can hinge on a handful of strong market days.

Projection Info

The Monte Carlo projection uses many simulations to model different future paths, based on how the portfolio behaved historically. Think of it as “replaying” market conditions 1,000 different ways to see a range of plausible outcomes, not a single forecast. In these simulations, $1,000 most often ended around $2,836 after 15 years, with a wide “middle band” between roughly $1,833 and $4,395. There were also more extreme but less likely paths, from roughly break-even to very strong growth. The average simulated annual return was 8.35%, with about three-quarters of simulations ending positive. As always, this relies on past patterns, which can change, so it’s a guide to uncertainty rather than a promise.

Asset classes Info

  • Stocks
    84%
  • No data
    11%
  • Crypto
    5%

By asset class, the portfolio is clearly equity-led: 84% sits in stocks, 5% in crypto, and 11% in holdings where the database does not classify the asset class. An equity share in this range is common for growth-focused portfolios and provides exposure to company earnings and economic expansion. The dedicated 5% allocation to bitcoin brings in a very different type of asset that tends to move independently and can be more volatile. Compared with a pure equity index, this blend adds a modest alternative element without dominating overall behavior. The unspecified “no data” slice simply means some positions aren’t tagged in the system, not that they are missing from the portfolio.

Sectors Info

  • Technology
    24%
  • Financials
    13%
  • Industrials
    10%
  • Health Care
    8%
  • Telecommunications
    7%
  • Consumer Staples
    6%
  • Consumer Discretionary
    5%
  • Energy
    5%
  • Crypto
    5%
  • Basic Materials
    3%
  • Utilities
    2%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector-wise, the portfolio is clearly tilted toward economically sensitive areas. Technology is the single largest bucket at 24%, followed by financials at 13% and industrials at 10%. There is also meaningful exposure to health care, telecoms, consumer sectors, and energy, plus smaller slices in materials, utilities, and real estate. A notable feature is the dedicated 5% crypto allocation listed separately, which behaves differently from traditional sectors. Compared with broad global benchmarks, this mix looks reasonably diversified across many parts of the economy, without a single overwhelming sector concentration. That sort of spread helps avoid tying outcomes to just one type of business environment, even though some cyclical tilt remains.

Regions Info

  • North America
    62%
  • Europe Developed
    12%
  • Japan
    4%
  • Asia Developed
    2%
  • Australasia
    2%
  • Asia Emerging
    1%
  • Africa/Middle East
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, about 62% of the portfolio is in North America, with the rest spread mainly across developed markets like Europe, Japan, and other Asia–Pacific regions, plus small allocations to emerging Asia and Africa/Middle East. That means returns are still heavily influenced by North American companies and the US dollar, but there is a meaningful international component. Compared with a global market-weighted index, this is more US-tilted, which has been a tailwind in recent years but also concentrates economic and regulatory exposure. The presence of developed ex-US and international high-dividend funds broadens the footprint beyond a single region, helping reduce country-specific risk relative to a pure US-only setup.

Market capitalization Info

  • Large-cap
    38%
  • Mega-cap
    32%
  • Mid-cap
    13%
  • Small-cap
    1%

This breakdown covers the equity portion of your portfolio only.

Looking at company size, the portfolio leans strongly toward mega-cap and large-cap stocks, which together make up about 70%. Mid-caps add another 13%, while small caps are only about 1%. Larger companies tend to be more established and often have more stable earnings and deeper markets for their shares, which can dampen some volatility compared with a heavy small-cap tilt. At the same time, a lower small-cap share means less direct exposure to some of the historically higher-risk, higher-return parts of the market. Overall, the size profile lines up quite closely with major broad indices, which are also dominated by the largest global companies.

True holdings Info

  • NVIDIA Corporation
    4.22%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Vanguard S&P 500 ETF
  • Broadcom Inc
    2.73%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Vanguard S&P 500 ETF
  • Alphabet Inc Class A
    1.99%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Vanguard S&P 500 ETF
  • Apple Inc
    1.67%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Alphabet Inc Class C
    1.60%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Vanguard S&P 500 ETF
  • Micron Technology Inc
    1.55%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Microsoft Corporation
    1.23%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Johnson & Johnson
    1.15%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Amazon.com Inc
    0.91%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Exxon Mobil Corp
    0.84%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 17.88%

This breakdown covers the equity portion of your portfolio only.

The look-through data, based on ETF top-10 holdings, covers about 29% of the portfolio, so it only shows part of the picture. Within that slice, several large technology and growth names appear repeatedly: NVIDIA, Broadcom, Alphabet, Apple, Micron, Microsoft, and Amazon all show up across multiple funds. This creates some hidden concentration, because the same company is being held through different ETFs. For example, NVIDIA alone accounts for about 4.2% of the portfolio within the covered portion. It’s also worth noting traditional blue-chip names like Johnson & Johnson and Exxon Mobil appear, adding sector balance. Because only ETF top-10 lists are used, actual overlap is likely higher than shown here.

Factors Info

Value
Preference for undervalued stocks
Very high
Data availability: 20%
Size
Exposure to smaller companies
Very low
Data availability: 85%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 30%
Quality
Preference for financially healthy companies
No data
Data availability: 0%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 95%
Low Volatility
Preference for stable, lower-risk stocks
High
Data availability: 85%

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 some strong tilts. Value is “very high” at 85%, meaning the portfolio leans heavily toward stocks that look cheap on metrics like price-to-earnings or price-to-book versus the market. Size exposure is “very low” at 8%, consistent with the strong tilt toward larger companies rather than smaller ones. Momentum is high, and low volatility is also high, suggesting a preference for stocks that have been trending well but are relatively less jumpy. Together, these factor tilts mean the portfolio is not neutral: it’s skewed toward bigger, cheaper, steadier names that have been performing well recently. That can help in certain market regimes but will behave differently from a broad, factor-balanced index.

Risk contribution Info

  • Invesco S&P 500® Momentum ETF
    Weight: 25.00%
    39.2%
  • Vanguard S&P 500 ETF
    Weight: 25.00%
    31.4%
  • Vanguard FTSE Developed Markets Index Fund ETF Shares
    Weight: 15.00%
    17.4%
  • Bitcoin
    Weight: 5.00%
    11.3%
  • Vanguard International High Dividend Yield Index Fund ETF Shares
    Weight: 10.00%
    9.8%
  • Top 5 risk contribution 109.0%

Risk contribution looks at how much each holding drives the portfolio’s overall ups and downs, which can differ a lot from its simple weight. Here, the three largest positions by weight—the two S&P 500 ETFs plus the developed markets fund—collectively contribute nearly 88% of total portfolio risk. The Invesco S&P 500 Momentum ETF is 25% of assets but accounts for about 39% of risk, meaning it punches above its weight. Bitcoin is just 5% of the portfolio but over 11% of risk, reflecting its higher volatility. This pattern shows that most of the portfolio’s behavior is effectively driven by a small number of core positions plus the bitcoin slice.

Redundant positions Info

  • Vanguard International High Dividend Yield Index Fund ETF Shares
    Vanguard FTSE Developed Markets Index Fund ETF Shares
    High correlation

Correlation measures how closely different holdings move together over time, on a scale from -1 (move opposite) to +1 (move in lockstep). The analysis flags a near-perfect correlation between the developed markets index ETF and the international high dividend ETF. That means when one moves, the other tends to move almost the same way at the same time. In practice, this reduces the diversification benefit of holding both, at least within the regions and sectors they share. It doesn’t make either fund “good” or “bad,” but it does mean that, from a risk-spreading perspective, they behave as a tightly linked pair rather than two independent engines in very different parts of the market.

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 compares your current mix with an “efficient frontier” built only from your existing holdings. The current portfolio has a Sharpe ratio of 1.0, which means its return above the risk-free rate is roughly equal to its volatility. The optimal mix of these same holdings has a higher Sharpe of 1.59 and sits on the frontier, while the minimum variance point has the lowest risk but also a much lower Sharpe. Being about 4.2 percentage points below the efficient frontier at your current risk level suggests the same ingredients could be combined differently to improve risk-adjusted returns, without adding or removing any funds.

Dividends Info

  • Schwab U.S. Dividend Equity ETF 3.40%
  • Invesco S&P 500® Momentum ETF 0.80%
  • Vanguard FTSE Developed Markets Index Fund ETF Shares 2.80%
  • Vanguard S&P 500 ETF 1.10%
  • Vanguard International High Dividend Yield Index Fund ETF Shares 3.50%
  • Direxion Daily Magnificent 7 Bear 1X Shares 4.00%
  • Weighted yield (per year) 1.98%

The portfolio’s overall dividend yield is about 1.98%, combining low-yield growth and momentum funds with higher-yield dividend ETFs and the inverse Magnificent 7 ETF. Dividend yield is the annual cash payout as a percentage of price, like rental income from property. Schwab’s US Dividend Equity and Vanguard’s International High Dividend funds both yield above 3%, making them the main income contributors. By contrast, the S&P 500 and especially the momentum ETF have relatively low yields, reflecting their growth orientation. This mix means total returns will likely be driven more by price changes than by cash income, but there is still a noticeable income component, especially from the dedicated dividend strategies.

Ongoing product costs Info

  • Schwab U.S. Dividend Equity ETF 0.06%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Vanguard FTSE Developed Markets Index Fund ETF Shares 0.05%
  • Vanguard S&P 500 ETF 0.03%
  • Vanguard International High Dividend Yield Index Fund ETF Shares 0.22%
  • Direxion Daily Magnificent 7 Bear 1X Shares 0.57%
  • Weighted costs total (per year) 0.13%

Costs in this portfolio are impressively low overall, with a blended total expense ratio (TER) of about 0.13%. TER is the annual fee charged by a fund, expressed as a percentage of the amount invested, and it comes out of returns automatically. Most holdings sit firmly in low-cost territory, especially the broad Vanguard and Schwab ETFs. The main outlier is the inverse Magnificent 7 Bear ETF at 0.57%, which is typical for more specialized, trading-oriented products. Keeping the average fee this low is a real structural strength, because small percentage differences compound meaningfully over long periods. Here, the cost drag on performance is relatively modest compared with many actively managed portfolios.

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