Concentrated quality stock portfolio with strong historic gains and moderate income from dividends
Report created on Jun 7, 2026Risk profile
4/7
Diversification profile
4/5
Positions
-
JN Johnson & Johnson
JNJ - US4781601046 28.49% -
RN Renaissancere Holdings Ltd
RNR - BMG7496G1033 21.97% -
GO Alphabet Inc Class C
GOOG - US02079K1079 19.29% -
EX Expand Energy Corporation
EXE - US1651677353 10.58% -
FT Fortinet Inc
FTNT - US34959E1091 8.98% -
TK Turkcell Iletisim Hizmetleri AS
TKC - US9001112047 6.77% -
AS ASML Holding NV
ASMLF - NL0010273215 3.25% -
AA Alcoa Corp
AA - US0138721065 0.67%
This portfolio is made up of eight individual stocks, with no funds or bonds, so it is very focused. The top three positions—Johnson & Johnson, RenaissanceRe, and Alphabet—together account for about 70% of the total weight. That level of concentration means the portfolio’s behavior is heavily driven by just a few companies. A structure like this can magnify the impact of stock-specific news, both positive and negative, compared with a portfolio built around broad index funds. The overall risk score of 4/7 and “balanced” label reflect that it mixes defensive and growth names, but the number of holdings is still relatively small, so diversification relies on these particular businesses staying resilient over time.
Growth
Over the period from early 2021 to mid‑2026, $1,000 in this portfolio grew to about $2,441. That works out to a compound annual growth rate (CAGR) of 18.33%, which is like asking, “What steady yearly pace would get me from $1,000 to $2,441?” and then smoothing the ride. This outpaced both the US market and the global market by a clear margin. The maximum drawdown—its worst peak‑to‑trough drop—was about ‑16.5%, notably smaller than the benchmarks’ deepest falls. That combination of stronger returns and milder worst‑case decline is impressive, but it is based on a relatively short period; past performance does not guarantee similar results in different market conditions.
Projection
The Monte Carlo projection looks at many possible futures by “replaying” return patterns with random variation, using history as a rough guide. Think of it as rolling the dice 1,000 times on how markets might behave, then summarizing the outcomes. Here, a $1,000 starting amount has a median 15‑year outcome of around $2,559, with a wide middle range from about $1,701 to $4,112. The overall average simulated return is 7.94% per year, but the 5–95% band shows it could plausibly end near break‑even or more than eight‑fold. These ranges are not promises; they just illustrate uncertainty and how even a historically strong portfolio can still see very different future paths.
Asset classes
- Stocks 100%
All of the holdings here are stocks, so the asset class breakdown is 100% equities and 0% in bonds, cash, or alternatives. Asset classes are broad buckets—like stocks, bonds, and real estate—that tend to behave differently in various environments. A single‑asset‑class portfolio can grow strongly when that category does well, but it lacks the built‑in cushion that other assets sometimes provide during equity downturns. Compared with many blended portfolios that mix stocks and bonds, this one leans fully into equity risk. That lines up with its long‑term growth potential but means its ups and downs are tied almost entirely to stock market movements rather than being dampened by other asset types.
Sectors
- Health Care 28%
- Telecommunications 26%
- Financials 22%
- Technology 12%
- Energy 11%
- Basic Materials 1%
Sector-wise, the portfolio has meaningful tilts. Health care is the largest slice at around 28%, telecommunications is close behind at 26%, and financials take about 22%. Technology, energy, and a small basic materials position round out the mix. In a typical broad market index, technology and financials tend to dominate, with telecom and health care smaller, so this allocation looks quite different from a classic market‑cap benchmark. Sector allocation matters because different areas of the economy react differently to interest rates, regulation, and growth cycles. For instance, a portfolio that leans on defensive sectors like health care can sometimes be steadier in downturns, while more cyclical areas may swing more with economic news.
Regions
- North America 68%
- No data 22%
- Africa/Middle East 7%
- Europe Developed 3%
Geographically, roughly 68% of the portfolio is in North America, which lines up reasonably well with many global equity benchmarks where US and Canadian markets are a large share. There is a smaller exposure to Europe developed and a modest allocation tagged as Africa/Middle East, plus a “no data” bucket where country details aren’t fully captured. Geography affects currency exposure, local economic risk, and how dependent the portfolio is on any single region’s policy and growth. A strong home‑region tilt can benefit from familiar regulations and accounting standards, but it also ties results closely to that region’s fortunes. Here, the tilt is notable but not extreme relative to the global investable market.
Market capitalization
- Mega-cap 51%
- Large-cap 42%
- Mid-cap 7%
By market capitalization, about 51% of the portfolio sits in mega‑cap companies, 42% in large caps, and only 7% in mid caps. Market cap is basically company size, calculated as share price times number of shares. Larger firms often have more diversified revenue streams and more stable earnings, which can translate into lower volatility than smaller, more speculative businesses. This heavier focus on mega and large caps matches the “balanced” risk profile better than a portfolio dominated by small caps would. It also means performance may be closer to broad indices in terms of stability, even though the specific stock picks differ significantly from standard benchmarks.
Factors
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.
On factor exposure, this portfolio stands out most on quality and low volatility, with both scoring well above market‑neutral levels. Factor exposure is like checking which “traits” your stocks share—such as being profitable (quality) or having steadier price moves (low volatility). A very high quality tilt suggests the holdings, on average, have strong balance sheets and earnings profiles, which historically has helped during stressful markets. High low‑volatility exposure points to stocks that have tended to move less sharply than the broader market. Size shows a very low reading, signaling a tilt away from smaller companies. Together, these traits support the idea of a portfolio built around robust, relatively stable businesses, even while remaining fully invested in equities.
Risk contribution
-
Alphabet Inc Class C
Weight: 19.29% 26.4% -
Renaissancere Holdings Ltd
Weight: 21.97% 22.4% -
Johnson & Johnson
Weight: 28.49% 14.5% -
Fortinet Inc
Weight: 8.98% 14.2% -
Expand Energy Corporation
Weight: 10.58% 11.5% - Top 5 risk contribution 89.0%
Risk contribution looks at how much each holding drives the portfolio’s overall ups and downs, which can differ a lot from its weight. Alphabet, at about 19% weight, contributes over 26% of the total risk, so it has an outsized impact. RenaissanceRe’s risk share is roughly in line with its weight, while Johnson & Johnson actually contributes significantly less risk than its large allocation might suggest. Fortinet is another example: under 9% weight but over 14% of risk. The top three positions together drive more than 63% of portfolio volatility. This pattern shows that position size and volatility both matter—some holdings act as “stabilizers,” while others behave like amplifiers when markets move.
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 compares this portfolio’s risk–return trade‑off with the best combinations possible using the same holdings. The Sharpe ratio—return minus cash rate divided by volatility—summarizes risk‑adjusted performance. Here, the current Sharpe of 1.07 is close to both the minimum‑variance and max‑Sharpe portfolios, and the report notes it sits on or very near the efficient frontier. That means, given these eight stocks, the existing mix is already doing a good job of turning risk into return. The “optimal” mix on paper would take a bit more risk for higher expected return, while the minimum‑variance mix would slightly reduce risk with lower expected return, but both are in the same general ballpark.
Dividends
- Alcoa Corp 0.60%
- ASML Holding NV 0.60%
- Alphabet Inc Class C 0.20%
- Johnson & Johnson 1.70%
- Renaissancere Holdings Ltd 0.60%
- Turkcell Iletisim Hizmetleri AS 4.10%
- Expand Energy Corporation 3.50%
- Weighted yield (per year) 1.33%
The portfolio’s total dividend yield is about 1.33%, which is modest but meaningful as a side contribution to returns. Dividend yield is simply annual cash payments divided by share price. Some holdings, like Turkcell and Expand Energy, offer higher yields above 3–4%, while others, such as Alphabet and Fortinet, pay little or nothing. Johnson & Johnson provides a steady middle‑of‑the‑road yield around 1.7%. For an all‑equity portfolio, this mix leans more toward total return from price appreciation than from income. Dividends can provide a small buffer in flat or choppy markets, but with this lineup, most of the portfolio’s long‑term outcome will still come from share price movements rather than cash payouts.
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