This portfolio has only about 1 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.

Concentrated speculative growth portfolio with extreme short term gains and high technology exposure

Report created on Jun 4, 2026

Risk profile Info

7/7
Speculative
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

This portfolio is highly concentrated, with almost 30% in a single stock (Nebius Group) and nearly 60% spread across just three positions when you add the Roundhill Memory ETF and QTREX Quantum. The rest is a mix of individual stocks and two thematic ETFs, so it’s very much an active, high-conviction setup rather than a broad index mix. Because the youngest position defines the history, all analytics are based on about one month of data, which is an extremely short window. That makes any pattern we see more like a snapshot than a movie, so it’s important to view the profile as “current ingredients” rather than proven long‑term behavior.

Growth Info

Over this brief period, the portfolio’s modeled $1,000 grew to about $1,766, implying an eye‑popping annualized return above 10,000%. That figure mostly reflects a few explosive days in a tiny time window rather than a realistic long‑run pace. The max drawdown, or largest peak‑to‑trough drop, was about -7.4%, which is moderate compared to the huge upside but still larger than the US and global market drawdowns. Seven days account for 90% of total returns, showing how dependent recent performance is on a handful of big moves. With only a month of data, none of this should be treated as a stable trend.

Projection Info

The Monte Carlo projection uses the short historical record to simulate many possible 15‑year paths for a $1,000 investment. It spits out a median end value around $2,844 and a wide “likely” range from about $1,852 to $4,332, with extreme outcomes stretching roughly from break‑even to eightfold growth. Monte Carlo is like rolling the same dice thousands of times to see the range of possible totals. Here, though, the dice are loaded by one month of unusually strong returns, so the model may be overly optimistic and volatile. The results are best read as a rough stress test, not a forecast.

Asset classes Info

  • Stocks
    99%
  • Other
    1%

Almost the entire portfolio—about 99%—is in equities, with only a token 1% in “Other.” That means the portfolio is fully exposed to stock market ups and downs, with essentially no built‑in ballast from bonds or cash‑like assets. Equity‑heavy mixes can offer strong growth potential but typically see sharper swings, especially during market stress. Compared with broad multi‑asset benchmarks that mix in bonds or cash, this is a much more aggressive structure. Given the very short data window, the risk profile we see today is driven by that all‑equity stance and may evolve if the holdings or weights change.

Sectors Info

  • Technology
    40%
  • Telecommunications
    30%
  • Industrials
    13%
  • Health Care
    7%
  • Energy
    6%
  • Utilities
    4%

Sector‑wise, the portfolio leans heavily toward technology (40%) and telecommunications (30%), with the rest in industrials, health care, energy, and utilities. This makes it quite different from broad market benchmarks that spread more evenly across sectors. Tech‑ and comms‑heavy portfolios often react strongly to news about innovation, regulation, and interest rates, which can amplify both rallies and selloffs. The smaller allocations to health care, energy, and utilities add some diversification but don’t dominate the picture. Given the one‑month history, it’s too early to say how these sector tilts behave across full market cycles, but the growth‑oriented flavor is clear.

Regions Info

  • North America
    50%
  • Europe Developed
    38%
  • Asia Developed
    11%
  • Japan
    1%

Geographically, about half of the exposure is in North America, with 38% in developed Europe and around 12% across developed Asia and Japan. That’s a more balanced regional mix than many US‑centered portfolios and aligns reasonably well with the idea of spreading risk across major developed markets. This allocation is well‑balanced and aligns closely with global standards, helping avoid full dependence on a single economy or currency. Still, the portfolio is dominated by a small set of individual names, so regional diversification doesn’t fully offset company‑specific or thematic risk. With limited history, we can’t yet see how these regions interact in different market conditions.

Market capitalization Info

  • Large-cap
    46%
  • Mega-cap
    28%
  • Small-cap
    10%
  • Micro-cap
    9%
  • Mid-cap
    2%

By market cap, the portfolio spans the spectrum: 28% in mega‑caps, 46% in large‑caps, and the rest scattered across mid, small, and micro‑caps. That blend means some holdings have the stability and liquidity typical of big, established companies, while others can move sharply on news, similar to smaller, earlier‑stage firms. The roughly 19% in small and micro‑caps adds potential for outsized moves—both positive and negative. This spread across sizes can be a form of diversification, but because the portfolio is concentrated, the behavior of a few smaller, volatile names can still heavily influence short‑term results, especially over a one‑month window.

True holdings Info

  • Nebius Group N.V.
    28.93%
  • QTREX Quantum Ltd.
    8.87%
  • ServiceNow Inc
    8.52%
  • Chevron Corp
    6.37%
  • Sutro Biopharma
    5.78%
  • GE Aerospace
    4.43%
  • SK Hynix Inc
    4.25%
    Part of fund(s):
    • Roundhill Memory ETF
  • Caterpillar Inc
    4.25%
  • Terrestrial Energy Inc
    3.72%
  • Lam Research Corp
    3.46%
  • Top 10 total 78.58%

The look‑through view confirms that Nebius and QTREX are pure single‑stock bets with no ETF overlap, and that the ETFs mainly add additional names like SK Hynix. Coverage is high—about 96% of the portfolio is captured—though ETF overlap could be understated since only top‑10 holdings are used. The key insight is that concentration comes from direct positions, not hidden duplication inside funds. SK Hynix appears only via ETFs at about 4.25%, which is modest. Overall, the portfolio’s risk is driven by a handful of standalone stocks rather than a broad basket of overlapping index constituents, which shows up clearly in the risk metrics.

Factors Info

Value
Preference for undervalued stocks
Low
Data availability: 84%
Size
Exposure to smaller companies
Very low
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 4%
Quality
Preference for financially healthy companies
Neutral
Data availability: 80%
Yield
Preference for dividend-paying stocks
Low
Data availability: 41%
Low Volatility
Preference for stable, lower-risk stocks
Low
Data availability: 80%

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 a very low tilt to Size (18%) and high Momentum (75%), with other factors around neutral to low. “Factors” are traits like value, momentum, or size that help explain why some stocks behave differently over time. A very low Size score means a bias toward larger companies relative to a broad market, while high Momentum points to holdings that have recently performed strongly. Momentum tilts often do well in steady uptrends but can suffer when trends reverse sharply. With just about a month of history, these tilts should be seen as a description of current holdings rather than a proven long‑term style.

Risk contribution Info

  • QTREX Quantum Ltd.
    Weight: 8.87%
    58.2%
  • Nebius Group N.V.
    Weight: 28.93%
    23.0%
  • Roundhill Memory ETF
    Weight: 16.12%
    10.2%
  • Terrestrial Energy Inc
    Weight: 3.72%
    4.3%
  • Lam Research Corp
    Weight: 3.46%
    1.4%
  • Top 5 risk contribution 97.1%

Risk contribution highlights how much each position drives overall portfolio volatility. QTREX, at just under 9% of weight, accounts for a striking 58% of total risk, making its risk/weight ratio more than six times its share. Nebius, despite being nearly 29% of the portfolio, contributes only about 23% of the risk, and the Roundhill Memory ETF adds roughly 10%. Together, the top three positions create over 90% of total risk. Risk contribution is like asking which instrument is actually loudest in the band; here, QTREX is the dominant sound. Over longer periods, these relationships could shift if volatility patterns change.

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 the current mix to the best possible risk‑return trade‑offs using the same holdings. The current portfolio shows extremely high modeled return and volatility, with a Sharpe ratio of 7.31. The “optimal” and “minimum variance” mixes both offer much lower risk with higher Sharpe ratios, suggesting the present allocation sits well below the frontier at this risk level. In plain terms, the recent history implies that different weightings of these same assets could have achieved better risk‑adjusted results. But because all inputs come from only one month of extreme performance, these optimization signals are more illustrative than definitive.

Dividends Info

  • Caterpillar Inc 0.70%
  • Chevron Corp 2.70%
  • Delta Air Lines Inc 0.70%
  • GE Aerospace 0.50%
  • Lam Research Corp 0.30%
  • Weighted yield (per year) 0.25%

Dividends play a very small role here. Only a few holdings—Caterpillar, Chevron, Delta, GE Aerospace, and Lam Research—show modest yields, and the total portfolio yield is about 0.25%. That’s much lower than many broad equity benchmarks, which often yield closer to 1–2%. In practice, that means most of the portfolio’s potential return is expected to come from price changes rather than regular cash payouts. For investors who reinvest dividends, lower yield can still be fine, but it reduces the income cushion during flat or down markets. With such a short history, there’s not yet a track record of how dividends affect total returns.

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