This portfolio has only about 9 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.
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A high octane global equity and bitcoin portfolio tilted to factors momentum and value

Report created on Dec 16, 2025

Risk profile Info

5/7
Growth
Less risk More risk

Diversification profile Info

5/5
Highly Diversified
Less diversification More diversification

Positions

The portfolio is almost entirely growth‑oriented, with roughly 90% in stocks and 10% in bitcoin via an ETF. It blends factor tilts like quality, value, small cap, and momentum, rather than holding broad “total market” funds. This structure aims to outperform standard benchmarks by leaning into proven return drivers but also tends to increase volatility and tracking error, meaning results can deviate a lot from common indexes. For someone wanting smoother returns, adding some steady anchors like broad equity or lower‑risk assets could help. For a growth‑focused person comfortable with ups and downs, the structure is aggressive yet thoughtfully tilted rather than randomly concentrated.

Growth Info

Historically, the portfolio shows a stunning compound annual growth rate (CAGR) above 30%, with a relatively modest max drawdown around −13%. CAGR is like the average yearly “speed” of growth over time, smoothing out bumps. Compared with broad stock benchmarks that often sit in the high single to low double digits, this is extremely strong. But such numbers are likely boosted by a favorable window and strong factor and bitcoin performance. Past performance can’t guarantee similar future results, especially with higher‑risk components. It’s smart to treat this as evidence that the strategy can work, but not as a promise, and to stress‑test your comfort if returns cool off.

Projection Info

The Monte Carlo simulation, which runs 1,000 “what if” return paths using historical patterns, shows very wide potential outcomes. Monte Carlo is basically a big set of random trials built from past volatility to see possible future end values. Here, even the 5th percentile outcome looks very high, and the median path multiplies capital many times over. That kind of output usually signals that recent returns and volatility may be overstating what’s realistic long term. Simulations are useful for understanding ranges and risk, not for predicting exact numbers. A grounded approach is to plan for lower returns than the model suggests, so any upside surprise becomes a bonus rather than a requirement.

Asset classes Info

  • Stocks
    90%
  • Other
    10%

The asset class split is simple and bold: 90% equities and 10% bitcoin, no cash or bonds. This is firmly in the growth camp and will rise and fall closely with global risk assets. Compared with a typical diversified benchmark that often includes bonds or defensive assets, this is much more aggressive. The upside is strong long‑run growth potential if markets cooperate over decades. The trade‑off is deeper and more frequent drawdowns during crises or long bear markets. Adding even a modest slice of lower‑risk assets could reduce volatility and drawdowns, but at the cost of some expected return. The current mix clearly prioritizes growth over stability.

Sectors Info

  • Financials
    21%
  • Technology
    19%
  • Industrials
    13%
  • Consumer Discretionary
    11%
  • Telecommunications
    7%
  • Basic Materials
    6%
  • Energy
    5%
  • Consumer Staples
    4%
  • Health Care
    2%
  • Utilities
    2%
  • Real Estate
    1%

Sector exposure is broad and well‑spread, with meaningful weights across financials, technology, industrials, cyclicals, communication services, and more. No single sector fully dominates, and the allocation looks reasonably aligned with global equity norms, which is a strong sign of diversification. That said, factor tilts like momentum and value can still cause sector swings over time, for example, momentum often piling into whatever is currently leading. Tech and financials together are sizable, which can add sensitivity to interest rates and economic cycles. This sector mix is a plus from a diversification standpoint, but it still behaves like a full‑equity portfolio: expect sectors to move together in big macro shocks.

Regions Info

  • North America
    54%
  • Europe Developed
    14%
  • Japan
    6%
  • Asia Developed
    5%
  • Asia Emerging
    3%
  • Australasia
    2%
  • Latin America
    2%
  • Africa/Middle East
    2%
  • Europe Emerging
    1%

Geographically, the portfolio is anchored in North America at just over half, with healthy exposure to developed Europe, Japan, and other developed Asia, plus emerging regions. This is more globally balanced than a typical U.S.‑only investor setup and aligns well with global market standards, which is a big positive. It reduces the risk of any single country or region dominating long‑term outcomes. However, global markets tend to be correlated during major crises, so this doesn’t eliminate drawdowns, it just spreads specific regional risks. It’s a thoughtful global stance that fits a growth strategy while still acknowledging the benefits of international diversification.

Market capitalization Info

  • Mega-cap
    30%
  • Large-cap
    19%
  • Mid-cap
    16%
  • Small-cap
    15%
  • Micro-cap
    9%

Market cap exposure spans mega down to micro caps, with material stakes in small and micro companies alongside large ones. This tilt toward smaller firms is intentional in your value and small‑cap ETFs. Historically, smaller companies have offered higher expected returns but also higher volatility and liquidity risk, especially during recessions when they can fall more than giants. Compared with benchmarks that skew heavily to mega and large caps, this profile is more “factor‑tilted” and return‑seeking. It’s a solid design for long‑term growth, but it can mean longer and steeper drawdowns. Regular rebalancing can help keep small‑cap exposure from drifting too far in either direction.

Redundant positions Info

  • Avantis U.S. Quality ETF
    Invesco S&P 500® Momentum ETF
    High correlation

Correlation measures how often investments move together. When assets are highly correlated, they tend to rise and fall in sync, limiting diversification. Here, the U.S. quality ETF and the U.S. momentum ETF are strongly correlated, which makes sense because both lean into leading U.S. large stocks. That overlap reduces the diversification benefit between them. The rest of the line‑up—small value, international, emerging markets, and bitcoin—adds useful diversification across styles and regions. One way to refine this setup would be to decide whether both correlated U.S. tilts are truly needed, or if simplifying could free room for distinct exposures without sacrificing the core strategy.

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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Efficient Frontier analysis looks for the best risk‑return trade‑offs using only the current building blocks. “Efficient” here simply means the highest expected return for each level of volatility, not necessarily the most diversified or simplest. The analysis suggests that by adjusting weights—and likely trimming overlapping, highly correlated positions—it’s possible to achieve a meaningfully higher expected return at roughly the same risk level. That indicates some redundancy in the current mix. Treat this as an opportunity to refine rather than overhaul: small tweaks, especially around correlated U.S. exposures and bitcoin sizing, could push the portfolio closer to that efficient line while keeping the overall growth character intact.

Dividends Info

  • Avantis® International Small Cap Value ETF 3.30%
  • Avantis® Emerging Markets Value ETF 3.70%
  • Avantis® U.S. Small Cap Value ETF 1.60%
  • Freedom 100 Emerging Markets ETF 2.10%
  • Invesco S&P International Developed Momentum ETF 1.60%
  • Invesco S&P 500® Momentum ETF 0.70%
  • Avantis U.S. Quality ETF 0.20%
  • Weighted yield (per year) 1.41%

The total dividend yield around 1.4% is relatively low, reflecting a focus on growth, factors, and bitcoin rather than income. Dividends are the cash payouts companies make; they can provide a steady return component and some cushion in flat markets. Here, most of the expected payoff is from price appreciation, not income, which suits a reinvest‑and‑grow mindset. Some of the value and international positions deliver higher yields, which is a nice side benefit and shows a blend of income and growth characteristics. This setup is well aligned with a long‑horizon growth approach but is less suited to someone seeking regular cash flow from their portfolio.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Fidelity Wise Origin Bitcoin Trust 0.25%
  • Freedom 100 Emerging Markets ETF 0.49%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Weighted costs total (per year) 0.22%

The weighted total expense ratio (TER) is about 0.22%, which is impressively low for such a specialized, factor‑tilted, and bitcoin‑inclusive mix. TER is the annual fee charged by funds, and keeping it low means more of the return stays in your pocket. Over decades, even a 0.3–0.5% difference can add up significantly. Costs here compare favorably to many active or thematic strategies, especially given the use of value, small cap, and momentum filters. This cost efficiency is a real strength and supports better long‑term performance, letting the higher‑risk profile and factor tilts work without unnecessary drag from fees.

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