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Factor tilted globally diversified portfolio with strong momentum flavor and thoughtful inflation hedges

Report created on Apr 15, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

5/5
Highly Diversified
Less diversification More diversification

Positions

The overall structure leans heavily into growth assets, with 80% in stocks and only a small slice in bonds and crypto. On top of that, you’ve layered in “other” diversifiers like managed futures, inflation-focused strategies, and gold, plus a small explicit Bitcoin position. This mix is notable because it combines classic long-only equity exposure with a few tools that can behave very differently during inflation spikes or market stress. For a balanced risk rating, the portfolio runs fairly growth-oriented but still keeps some ballast. The big picture takeaway: this is closer to an advanced, factor-tilted global equity portfolio with risk-managed add‑ons than a plain vanilla balanced 60/40 mix.

Growth Info

Historically, the portfolio has done very well over the measured period: a $1,000 investment grew to $1,649, implying a compound annual growth rate (CAGR) of 25.14%. CAGR is like average speed on a road trip, smoothing out bumps along the way. That’s a solid margin above both the US market and global market benchmarks, which ran around 19% annually. Max drawdown, or worst peak‑to‑trough drop, was -14.25%, actually milder than both benchmarks. This mix of higher return and slightly shallower drawdowns is impressive, but the window is short and favorable to momentum and certain factors, so you shouldn’t assume this pace will repeat indefinitely.

Projection Info

The Monte Carlo simulation takes historical return and volatility patterns and then runs 1,000 randomized future paths to see a range of possible 15‑year outcomes. Think of it as re‑rolling the past in many plausible ways rather than predicting one exact future. The median projection grows $1,000 to about $2,693, or roughly 7.6% per year, with a wide band from about $1,095 to $6,354 across the middle 90% of scenarios. Around three‑quarters of simulations end positive, which is encouraging but not guaranteed. This approach depends on the past being a rough guide to the future; structural shifts or regime changes can make those assumptions less reliable over long horizons.

Asset classes Info

  • Stocks
    80%
  • No data
    10%
  • Other
    5%
  • Bonds
    3%
  • Crypto
    2%

Asset‑class-wise, the portfolio is dominated by equities at 80%, with modest allocations to bonds (3%) and crypto (2%), plus 5% in “other” strategies and 10% in the “no data” bucket. This is firmly an equity‑led structure, so long‑term growth potential is strong but short‑term swings can be meaningful. The small bond slice and diversifiers like managed futures, gold, and inflation‑focused strategies help cushion shocks and inflation surprises but won’t fully offset large equity bear markets. Compared with many “balanced” setups that might hold 40% or more in bonds, this sits toward the growthier side. The takeaway: expect equity‑style volatility with some thoughtful, but not dominant, risk dampeners.

Sectors Info

  • Technology
    16%
  • Financials
    15%
  • Industrials
    15%
  • Consumer Discretionary
    7%
  • Basic Materials
    6%
  • Energy
    6%
  • Health Care
    4%
  • Telecommunications
    4%
  • Consumer Staples
    3%
  • Utilities
    2%
  • Real Estate
    2%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is nicely spread out, with technology around 16% but not overwhelmingly dominant, and financials and industrials both near 15%. That satisfies a key diversification goal: avoiding a single sector driving the entire story. Smaller weights in areas like utilities, real estate, and consumer staples mean the portfolio doesn’t lean heavily on classic “defensive” sectors that can be steadier but slower‑growing. Tech and cyclically sensitive sectors often benefit in growth and risk‑on environments but may feel more pressure during rate hikes or economic slowdowns. Overall, the sector mix looks well‑balanced relative to global norms, which is a strong sign the portfolio isn’t overconcentrated in one corner of the economy.

Regions Info

  • North America
    42%
  • Europe Developed
    10%
  • Asia Developed
    9%
  • Asia Emerging
    7%
  • Japan
    5%
  • Latin America
    3%
  • Africa/Middle East
    2%
  • Australasia
    1%
  • Europe Emerging
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, about 42% sits in North America with the rest spread across developed Europe, Japan, other developed Asia, and a healthy dose of emerging markets across Asia, Latin America, and Africa/Middle East. Compared with typical world indexes, this looks more globally balanced, with less home bias toward the US and more deliberate emerging markets exposure. That helps diversify political, regulatory, and currency risk away from any single region. The flip side is that emerging markets can be more volatile and sentiment‑driven, so they may amplify swings at times. Still, this geographic reach lines up well with global investing best practices and gives broad participation in worldwide growth.

Market capitalization Info

  • Large-cap
    21%
  • Mega-cap
    21%
  • Mid-cap
    19%
  • Small-cap
    14%
  • Micro-cap
    5%

This breakdown covers the equity portion of your portfolio only.

Market‑cap exposure is meaningfully spread: mega and large caps together are about 42%, mid caps around 19%, small caps 14%, and micro caps 5%. This is more size‑diversified than many portfolios that cluster in mega‑cap giants. Smaller companies can offer higher long‑term return potential but tend to be bumpier during downturns or when liquidity dries up. Mid caps often provide a balance between growth potential and stability. The key insight: this portfolio is not just riding the biggest names; it taps a wide range of company sizes, which can be a useful diversifier over long timeframes, even though it may add some extra short‑term chop compared with a pure mega‑cap focus.

True holdings Info

  • Grayscale Bitcoin Mini Trust (BTC)
    2.00%
    Part of fund(s):
    • iShares Bitcoin Trust
  • NVIDIA Corporation
    1.40%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Simplify Exchange Traded Funds
    1.34%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • Taiwan Semiconductor Manufacturing
    1.04%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Freedom 100 Emerging Markets ETF
  • Broadcom Inc
    0.74%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class A
    0.73%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • SK Hynix Inc
    0.70%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Freedom 100 Emerging Markets ETF
  • Micron Technology Inc
    0.67%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class C
    0.58%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Samsung Electronics Co Ltd
    0.51%
    Part of fund(s):
    • Freedom 100 Emerging Markets ETF
  • Top 10 total 9.71%

This breakdown covers the equity portion of your portfolio only.

Looking under the hood, the top exposures show a strong tilt toward big, high‑growth names like NVIDIA, TSMC, Broadcom, Alphabet, Samsung, and other chip and tech‑adjacent firms. Several of these appear across multiple ETFs, which creates “hidden” concentration even though each fund is diversified on its own. That means a handful of large technology and semiconductor names can influence results more than their apparent weight. Overlap may be understated because only top‑10 ETF holdings are captured, so there could be further duplication deeper in the portfolios. The key takeaway: this isn’t just diversified across tickers; there is a real thematic cluster around cutting‑edge tech and semis.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 50%
Size
Exposure to smaller companies
Neutral
Data availability: 80%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 50%
Quality
Preference for financially healthy companies
Neutral
Data availability: 40%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 93%

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.

The factor profile shows clear, intentional tilts. Factor exposure is a way of looking at characteristics like value, momentum, and quality that drive returns, like the “ingredients” behind performance. Value at 70% and momentum at 66% are both in the “High” range, meaning the portfolio leans toward cheaper stocks and recent winners at the same time. That’s an interesting blend: value can shine when markets rotate away from expensive favorites, while momentum tends to work in strong, trending markets. The other factors sit roughly neutral, so they behave more like the broad market. Expect this mix to do particularly well during periods when factors are rewarded, but also to see sharper reversals when value or momentum fall out of favor.

Risk contribution Info

  • Invesco S&P MidCap Momentum ETF
    Weight: 10.00%
    13.1%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    12.4%
  • Invesco S&P 500® Momentum ETF
    Weight: 10.00%
    12.3%
  • Avantis® Emerging Markets Equity ETF
    Weight: 10.00%
    11.1%
  • Avantis® U.S. Equity ETF
    Weight: 10.00%
    10.6%
  • Top 5 risk contribution 59.5%

Risk contribution measures how much each holding adds to overall volatility, which can be very different from simple weight. Here, the three 10% positions in Invesco S&P MidCap Momentum, Avantis U.S. Small Cap Value, and Invesco S&P 500 Momentum together drive about 38% of portfolio risk. Each of them contributes more risk than their weight, reflecting their higher volatility and more aggressive factor tilts. That doesn’t mean they’re “bad”; it just means they’re the loudest instruments in the orchestra. If the goal is to smooth the ride, trimming the riskier slices and slightly increasing more stable positions could bring risk contributions closer in line with weights, without changing the overall fund lineup.

Redundant positions Info

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

Correlation looks at how holdings move relative to each other; highly correlated assets tend to rise and fall together, reducing diversification benefits in stress periods. The most notable pairs here are the Avantis international and international small value funds, and the two Avantis emerging markets funds, which move almost identically. That’s not surprising given they fish in similar ponds, but it does mean those pairs act more like a single risk bucket than two independent diversifiers. The rest of the lineup, including managed futures, gold, and long‑duration bonds, is likely to add more differentiated behavior. Understanding where correlations are highest helps frame where true diversification is coming from versus where exposure is just being doubled up.

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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The efficient frontier analysis shows the current mix has a Sharpe ratio of 1.4, while the best possible combo of these same holdings (the “optimal” portfolio) hits a Sharpe of 2.3 at slightly lower risk. The Sharpe ratio compares return to volatility, like a “miles per gallon” for risk. Being about 9 percentage points below the frontier at the current risk level means there’s room to improve the risk/return trade‑off just by tweaking weights, not by adding new funds. The minimum variance portfolio would cut risk substantially but also reduce returns. Big picture: the ingredients are strong, but a different recipe — especially dialing back the highest‑risk slices — could make the ride more efficient without changing what you own.

Dividends Info

  • Avantis® International Equity ETF 2.50%
  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® Emerging Markets Equity ETF 2.20%
  • Avantis® Emerging Markets Value ETF 3.00%
  • Avantis® U.S. Equity ETF 1.00%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Simplify Managed Futures Strategy ETF 3.90%
  • Freedom 100 Emerging Markets ETF 1.80%
  • Harbor All-Weather Inflation Focus ETF 5.60%
  • Invesco S&P International Developed Momentum ETF 3.50%
  • Invesco S&P 500® Momentum ETF 0.80%
  • Invesco S&P MidCap Momentum ETF 0.70%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 5.00%
  • Weighted yield (per year) 2.03%

The overall portfolio yield sits around 2.03%, a decent but not high income level. Some holdings, like the inflation‑focused ETF and long zero‑coupon Treasuries, have relatively high stated yields, while factor‑tilted US equity and momentum funds pay less. Dividends can matter for investors wanting regular cash flow, but for growth‑oriented investors, reinvesting those payouts is usually more important than the headline yield. Given the strong tilt toward factors and total‑return equities, the design here looks more growth/total return‑focused than income‑focused. If income needs rose over time, shifting a portion toward higher‑yielding but still diversified holdings could modestly lift the cash flow without completely changing the portfolio’s character.

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%
  • Freedom 100 Emerging Markets ETF 0.49%
  • Harbor All-Weather Inflation Focus ETF 0.68%
  • iShares® Gold Trust Micro 0.09%
  • iShares Bitcoin Trust 0.12%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 0.15%
  • Weighted costs total (per year) 0.30%

The blended total expense ratio (TER) of about 0.30% is solid for a portfolio with specialized factors, emerging markets, managed futures, and inflation strategies. TER is the annual fee charged by the funds, like a small haircut on returns each year. Many of the core equity funds sit in the 0.15%–0.36% range, which is reasonable given their more advanced strategies. A few diversifiers, such as managed futures and the inflation‑focused fund, are costlier, but that’s common for these types of strategies. Overall, costs are impressively controlled relative to the complexity and diversification achieved, which supports better long‑term performance compared with similar factor‑heavy portfolios charging materially higher fees.

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