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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Factor tilted global equity portfolio with strong recent gains and meaningful but measured diversification

Report created on May 21, 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 spread across broad markets, small-cap value, momentum, and focused active strategies. A smaller slice is in diversifiers such as managed futures, gold, an inflation-focused fund, and long-term Treasuries. Overall, this lines up with a “balanced but equity-leaning” risk profile, which matches the 4/7 risk score shown. Structurally, the core is globally diversified equity, while the satellite positions aim to hedge inflation, recession, or trend shifts. Because the history is only about 1.2 years, it’s hard to say how this exact mix behaves across full cycles, but the construction suggests an emphasis on equity growth with some tools to soften very specific macro shocks.

Growth Info

Over the limited 1.2‑year period, $1,000 grew to about $1,453, a compound annual growth rate (CAGR) of 38.2%. CAGR is the “average speed” of growth per year, smoothing out bumps along the way. This comfortably outpaced both the US market and global market benchmarks, which were around 29–29.5% over the same window. The maximum drawdown, or biggest drop from peak to trough, was about -13%, similar to the benchmarks. With only 14 days driving 90% of returns, most gains came in short bursts. Because the sample is short and unusually strong, this performance says more about recent conditions than about long-term expectations.

Projection Info

The Monte Carlo projection uses the short historical record to simulate many possible 15‑year paths for $1,000, ending with a median outcome around $2,693 and an average simulated annual return of 7.79%. Monte Carlo is basically a “what if” engine: it shuffles and repeats return patterns thousands of times to see a range of futures. The likely range is wide, from roughly $1,797 to $4,075 (middle 50% of paths), showing meaningful uncertainty. Because all of this is anchored on just 1.2 years of data — and an especially strong period — these numbers are best seen as rough illustrations rather than dependable forecasts.

Asset classes Info

  • Stocks
    90%
  • Other
    5%
  • No data
    5%

Asset-class exposure is dominated by stocks at about 90%, with a small slice in “other” and another 5% tagged as “no data.” This creates a clearly growth-focused profile where equity market movements will drive most of the experience. A high equity share typically means greater sensitivity to economic cycles and market sentiment, but also a stronger link to long-term global growth. The non-equity pieces, including things like gold, managed futures, and long-duration Treasuries, sit in that remaining 10%. They can behave differently from stocks, potentially helping during inflation spikes, interest-rate moves, or sharp equity selloffs, although that isn’t guaranteed and is hard to judge from a short window.

Sectors Info

  • Technology
    24%
  • Financials
    15%
  • Industrials
    13%
  • Consumer Discretionary
    9%
  • Energy
    7%
  • Basic Materials
    6%
  • Telecommunications
    5%
  • Health Care
    5%
  • Consumer Staples
    3%
  • Utilities
    2%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is fairly broad, with technology the largest at 24%, followed by financials at 15% and industrials at 13%. This tech tilt is noticeable but not extreme compared with many global equity benchmarks that also lean heavily toward technology. A meaningful spread across consumer, energy, materials, telecom, health care, staples, utilities, and real estate helps avoid being overly tied to a single economic story. Sector balance matters because different parts of the economy lead at different times. For example, tech- and growth-oriented names can be more sensitive to interest-rate shifts, while sectors like utilities or staples can sometimes be steadier. Overall, this mix looks well diversified and broadly aligned with common global patterns.

Regions Info

  • North America
    52%
  • Asia Developed
    11%
  • Europe Developed
    10%
  • Asia Emerging
    6%
  • Japan
    5%
  • Africa/Middle East
    2%
  • Latin America
    2%
  • Australasia
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, about 52% of the portfolio is in North America, with the rest spread across developed Europe, developed and emerging Asia, Japan, Latin America, Africa/Middle East, and Australasia. This is a noticeable US tilt, but not an all-in bet, and is reasonably close to global market weightings where North America is also dominant. Geographic diversification helps spread exposure across different economies, policy regimes, and currencies. For a US-based investor, a majority-US allocation reduces currency swings in the home currency, while non-US positions add exposure to growth and policy cycles elsewhere. With only 1.2 years of history, it is too early to say how this geographic mix behaves across different global crises or rate cycles.

Market capitalization Info

  • Mega-cap
    28%
  • Large-cap
    23%
  • Mid-cap
    21%
  • Small-cap
    12%
  • Micro-cap
    6%

This breakdown covers the equity portion of your portfolio only.

By market cap, the portfolio holds a mix: 28% mega-cap, 23% large-cap, 21% mid-cap, 12% small-cap, and 6% micro-cap. That’s broader across company sizes than a pure large-cap index, which usually skews much more to mega and large. Smaller companies often have more volatile share prices and can be more sensitive to economic conditions, but they also historically have had periods of stronger growth. A blend like this allows participation in the stability of huge firms and the dynamism of smaller ones. This size spread also pairs logically with the explicit small-cap value ETFs, which introduce both size and value tilts in a more targeted way than a plain-vanilla index.

True holdings Info

  • Simplify Government Money Market ETF
    3.52%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • NVIDIA Corporation
    2.04%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Brent Crude Future July 26
    1.73%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • SK Hynix Inc
    1.21%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Macquarie Focused Emerging Markets Equity ETF
  • Micron Technology Inc
    1.13%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class A
    1.10%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Apple Inc
    1.01%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
  • Broadcom Inc
    0.99%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Taiwan Semiconductor Manufacturing Co. Ltd.
    0.97%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Macquarie Focused Emerging Markets Equity ETF
  • Alphabet Inc Class C
    0.88%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 14.58%

This breakdown covers the equity portion of your portfolio only.

Looking through ETF top-10 holdings, coverage is about 28%, so the list only shows a slice of underlying positions. Within that slice, there is visible concentration in a handful of big technology and semiconductor names like NVIDIA, SK Hynix, Micron, Apple, Broadcom, and TSMC, plus Alphabet’s two share classes. Several of these appear in multiple ETFs, which creates overlap — essentially “double-counting” the same company through different funds. The presence of a money market ETF and a crude oil future in the look-through also highlights that some holdings use derivatives or cash-like instruments. Since overlap is based only on top-10 baskets, the actual concentration in these large names is likely a bit higher than reported.

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: 23%
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 strong tilts to both value and momentum (each at about 75%), with size tilted away from smaller stocks (25%), and yield and low volatility roughly neutral. Factors are like the underlying “traits” — cheap versus expensive, trending versus lagging — that research links to long-run returns. A high value tilt means the portfolio leans toward stocks trading at lower prices relative to fundamentals, while a high momentum tilt emphasizes stocks that have done well recently. This combination can behave very differently across regimes: it may shine when trends persist and cheap stocks rebound, but it can feel rougher when leadership flips suddenly. The low size score suggests that, despite some small-cap funds, the portfolio as a whole doesn’t behave like a strong small-cap bet.

Risk contribution Info

  • Avantis® U.S. Equity ETF
    Weight: 20.00%
    20.5%
  • Invesco S&P 500® Momentum ETF
    Weight: 10.00%
    12.3%
  • Avantis® Emerging Markets Equity ETF
    Weight: 10.00%
    11.3%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    11.2%
  • Avantis® International Equity ETF
    Weight: 10.00%
    9.4%
  • Top 5 risk contribution 64.6%

Risk contribution measures how much each holding drives overall ups and downs, which can differ from its weight. Here, the 20% position in the Avantis U.S. Equity ETF contributes about 20.5% of risk — very proportional. The 10% allocations to S&P 500 momentum, emerging markets equity, and US small-cap value each contribute slightly more risk than their weights, reflecting their higher volatility. The top three holdings together make up about 44% of total portfolio risk, so the experience is quite influenced by a handful of broad and momentum-tilted equity funds. This pattern is common in equity-heavy portfolios, where large diversified positions — rather than smaller niche exposures — typically dominate risk.

Redundant positions Info

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

Among the holdings, the international equity ETF and international small-cap value ETF are highly correlated, as are the emerging markets equity and emerging markets value ETFs. Correlation is a measure of how often assets move together; highly correlated pairs behave a bit like “siblings” in the portfolio. When correlations are very high, the diversification benefit between those specific positions is limited during sharp moves, even if one is more value-tilted or small-cap. That said, correlations can change over time and may look different over longer histories than the 1.2‑year sample here. The fact that these pairs track closely isn’t necessarily negative; it just means they contribute to regional and style exposure in very similar ways during this window.

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 chart compares the portfolio’s risk/return tradeoff to the best combinations of its existing holdings. The current mix has a Sharpe ratio of 1.77, while the “optimal” version of these same funds has a Sharpe of 3.04 at slightly higher risk and much higher return. The current portfolio sits about 18 percentage points below the frontier at its risk level, suggesting that, historically, a different weighting of these same ETFs would have delivered more return per unit of risk. The minimum-variance mix is less volatile but also lower return. Because all this optimization rests on a short, strong period, it highlights potential rather than a reliable long-term recipe.

Dividends Info

  • Avantis® International Equity ETF 2.50%
  • 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 5.50%
  • Invesco S&P International Developed Momentum ETF 3.50%
  • Invesco S&P 500® Momentum ETF 0.70%
  • VictoryShares Free Cash Flow ETF 1.30%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 5.30%
  • Macquarie Focused Emerging Markets Equity ETF 1.70%
  • MarketDesk Focused U.S. Momentum ETF 0.20%
  • Weighted yield (per year) 1.80%

The overall dividend yield of about 1.8% is moderate, lower than many income-focused portfolios but typical for a growth-leaning equity mix. Individual funds vary widely: some inflation and bond-like holdings yield over 5%, while certain momentum and growth strategies yield under 1%. Dividends are just one piece of total return, alongside price changes, but they can smooth the ride a bit by providing cash flows even when prices move sideways. In a portfolio that tilts toward momentum and value, dividend yield is not the primary design feature; instead, it’s more of a byproduct of the underlying styles and regions. Over a short 1.2‑year window, yields can also bounce around with policy and market shifts.

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%
  • VictoryShares Free Cash Flow ETF 0.39%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 0.15%
  • Weighted costs total (per year) 0.23%

The weighted total expense ratio (TER) of roughly 0.23% per year is low for an actively tilted, multi-ETF portfolio. TER is the ongoing annual fee charged by funds, similar to a small “maintenance cost” taken out behind the scenes. For context, broad index ETFs can sit near 0.03–0.10%, while more specialized or alternative strategies often run 0.5–1% or more. Here, some of the diversifying pieces like managed futures and inflation-focused funds carry higher TERs, but their small weights keep the overall figure down. Low costs are helpful because fees reduce returns every year, and those reductions compound over time. From a cost perspective, this portfolio is efficiently built.

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