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Value and momentum smoothie pretending to be a chill balanced portfolio

Report created on Apr 26, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

3/5
Moderately Diversified
Less diversification More diversification

Positions

This “balanced” portfolio is 100% stocks and unapologetically turbocharged with factors like value and momentum. The structure is basically: 30% plain vanilla S&P 500, then a parade of spicy factor funds in small, mid, and international land. It looks more like a quant backtest than something labeled “risk score 4/7.” The mix is oddly intentional: broad cores at 40%, then 60% in satellites that all try to beat something. That means the portfolio’s job is not to be calm and boring; it’s to be clever and noisy. On paper it’s diversified by products, but philosophically it’s one bet: “factors will keep working.”

Growth Info

Historically, the portfolio actually walks the talk: 12.99% CAGR since 2021, edging out the US market and handily beating global. CAGR (compound annual growth rate) is the “what if this grew at a smooth pace every year” number, and this one looks impressive. Max drawdown at -23.54% was slightly gentler than the benchmarks, but it still meant almost a quarter shaved off before recovery. And it took 15 months just to get back to even, which is a long time to pretend you’re not stressed. Outperformance is real but modest; this isn’t a blowout victory, it’s a slightly better rollercoaster than the benchmark’s ride.

Projection Info

The Monte Carlo projection basically says: welcome to a casino with decent odds but wide swings. Monte Carlo is just a fancy way of running thousands of “what if” futures using past volatility patterns. Median outcome of $2,731 from $1,000 in 15 years with a 7.99% average annualized return is solid but very far from risk-free glory. The possible range from about $965 to $7,231 screams “you signed up for equity risk, deal with it.” A 74.2% chance of a positive outcome is fine, but not magical. Past data feeds the machine, so it’s like using recent weather to guess the next 15 years of climate: informative, not prophetic.

Asset classes Info

  • Stocks
    100%

Asset class “diversification” here is extremely simple: 100% stocks, 0% everything else. It’s like building a diet plan with “only protein, no carbs, no veggies, you’ll be fine.” For a portfolio wearing a “balanced” badge, there is precisely nothing balanced about being entirely in equities. That means every bit of volatility the market wants to throw around hits this portfolio head-on, with no bonds, cash, or other shock absorbers to take the edge off. It’s efficient for long-term growth, sure, but anyone expecting smooth sailing signed up for the wrong cruise ship. The risk score 4/7 is doing some heavy PR work here.

Sectors Info

  • Industrials
    19%
  • Technology
    18%
  • Financials
    18%
  • Consumer Discretionary
    11%
  • Energy
    8%
  • Basic Materials
    7%
  • Health Care
    6%
  • Telecommunications
    5%
  • Consumer Staples
    4%
  • Utilities
    3%
  • Real Estate
    2%

Sector allocation is actually pretty grown-up: industrials, tech, and financials take the top three spots, and nothing is absurdly dominant. No single sector screams obsession, but the tilt toward cyclical areas like industrials and financials means this thing likes economic sunshine more than recessions. Defensive sectors like utilities and consumer staples are basically in the “background extras” role at single digits. So during rough patches, the portfolio is more likely to feel the hit than hide in boring, stable stuff. It’s not a meme-stock clown show, but it’s definitely leaning toward sectors that move with the economic mood instead of against it.

Regions Info

  • North America
    72%
  • Europe Developed
    13%
  • Japan
    7%
  • Asia Developed
    2%
  • Asia Emerging
    2%
  • Australasia
    1%
  • Africa/Middle East
    1%
  • Latin America
    1%

Geographically, this is very much a “USA first, the rest of you can have what’s left” setup: 72% in North America, then modest scraps to Europe, Japan, and tiny portions to the rest of the world. For something holding dedicated international small value and momentum, the result is still heavily home-biased. It’s like loudly announcing global ambitions and then spending three-quarters of your time in one country. This concentration means portfolio fate is still chained to US market sentiment, policy, and valuations. The international bits are more seasoning than a second pillar, so global diversification is more cosmetic than transformational.

Market capitalization Info

  • Mega-cap
    26%
  • Mid-cap
    25%
  • Large-cap
    22%
  • Small-cap
    20%
  • Micro-cap
    7%

The market cap mix is where things get more adventurous: only 26% mega-cap, with sizeable weight in mid (25%), large (22%), small (20%), and even 7% in micro-caps. That’s not an accident; that’s a conscious tilt toward the wild side of town. Smaller companies usually mean more volatility, more idiosyncratic risk, and wider dispersion between winners and losers. This portfolio clearly isn’t content hugging giant, boring blue chips. Instead, it hands a fifth of the money to smaller names that can outperform spectacularly or faceplant just as hard. It’s classic “chase higher long-term returns, tolerate bumpier rides” behavior baked into the design.

True holdings Info

  • Apple Inc
    2.29%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Vanguard S&P 500 ETF
  • NVIDIA Corporation
    2.27%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Microsoft Corporation
    1.48%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Amazon.com Inc
    1.41%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Vanguard S&P 500 ETF
  • Meta Platforms Inc.
    0.97%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Vanguard S&P 500 ETF
  • Alphabet Inc Class A
    0.90%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Broadcom Inc
    0.79%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Alphabet Inc Class C
    0.72%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Curtiss-Wright Corporation
    0.59%
    Part of fund(s):
    • Invesco S&P MidCap Momentum ETF
  • Tesla Inc
    0.56%
    Part of fund(s):
    • LS 1x Tesla Tracker ETP Securities GBP
    • Vanguard S&P 500 ETF
  • Top 10 total 11.97%

Look-through holdings show the usual suspects running the show: Apple, NVIDIA, Microsoft, Amazon, Meta, Alphabet, Broadcom, and Tesla all sneak in via the ETFs. They don’t dominate the portfolio, but they lurk in that 2–2.3% range individually, which is still meaningful. Overlap data only covers ETF top-10s, so hidden duplication is probably higher than shown. This is the classic “I’m diversified across many funds but still own the same megacap celebrities over and over” situation. The factor funds add spice, but the core still bows to the global tech royalty. It’s less unique than the product list suggests once you peel back the wrappers.

Factors Info

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

The factor profile proudly screams “value and size,” with high exposure to both. Factor exposure is basically the ingredient label for performance drivers, and this recipe is: cheaper stocks, smaller companies, plus a side of neutral everything else. Leaning heavily into value and smaller size means this portfolio will likely behave differently from a plain vanilla index, especially when growth or megacaps dominate. It’s a deliberate tilt, not an accident. The catch: value and size can underperform painfully for long stretches, so this isn’t a free upgrade, it’s a bet with a personality. Momentum, quality, yield, and low volatility sitting near neutral keep it from becoming a full-on caricature, but only just.

Risk contribution Info

  • Vanguard S&P 500 ETF
    Weight: 30.00%
    28.5%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 15.00%
    18.0%
  • Invesco S&P MidCap Momentum ETF
    Weight: 15.00%
    17.5%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    Weight: 10.00%
    9.8%
  • Invesco S&P International Developed Momentum ETF
    Weight: 10.00%
    9.1%
  • Top 5 risk contribution 82.8%

Risk contribution shows who’s actually driving the drama, and it’s a tight trio: S&P 500, US small value, and mid-cap momentum together throw in about 64% of total risk. That’s a lot of action from three tickers. Risk contribution is like asking, “Who’s shaking the portfolio the most?” not “Who weighs the most?” Small value and mid momentum have risk/weight ratios above 1, meaning they punch harder than their sizes suggest. The S&P 500, ironically, is one of the more “responsible adults” here, roughly matching its weight in risk contribution. The satellites clearly bring the fireworks while the core tries to keep this from turning into a full circus.

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 basically calls this portfolio out for leaving performance on the table. At a Sharpe ratio of 0.58, it sits a chunky 1.34 percentage points below the best possible return for its current risk level, using the same ingredients. The efficient frontier is the “best you could do with these holdings if you mixed them better” curve, and the optimal portfolio here hits a Sharpe of 0.84 with slightly higher return and slightly lower risk. Translation: same toys, better arrangement. Even the minimum variance version beats the current Sharpe. This isn’t a disaster, just objectively inefficient — like paying for premium gas and then driving in first gear everywhere.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.90%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 1.10%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Invesco S&P International Developed Momentum ETF 3.60%
  • Vanguard S&P 500 ETF 1.10%
  • Vanguard Total International Stock Index Fund ETF Shares 2.80%
  • Invesco S&P MidCap Momentum ETF 0.60%
  • Weighted yield (per year) 1.66%

The total yield of 1.66% is basically the portfolio saying, “I’ll send you something, but don’t expect rent money.” Some holdings bring halfway decent yields (international value and developed momentum), but a lot of the factor-heavy and US-focused pieces keep it modest. Yield here is clearly not the main focus; it’s a side effect. Nothing wrong with that, but this is not an income engine, it’s a growth-and-factor experiment that happens to throw off a little cash. Anyone thinking dividends are a key part of this setup is reading the wrong line of the menu; the story is capital growth, not coupons.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 0.15%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Vanguard S&P 500 ETF 0.03%
  • Vanguard Total International Stock Index Fund ETF Shares 0.05%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Weighted costs total (per year) 0.18%

Costs are surprisingly reasonable for such a nerdy setup: blended TER of 0.18% is low-ish, especially with multiple factor and niche ETFs in the mix. Fees are under control — you didn’t go full “smart beta tax collector.” The S&P 500 and total international funds drag the average nicely down, while the Avantis and Invesco stuff quietly skim a bit more. It’s not rock-bottom index pricing, but considering the active-factor flavor, this is more “economy plus” than “first-class rip-off.” If anything, the biggest criticism is that you’re paying for complexity that may or may not beat simpler setups, not that you’re getting gouged on raw fee percentages.

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