This portfolio has only about 10 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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Income focused equity portfolio with strong quality tilt and moderate risk for cautious investors

Report created on Mar 24, 2026

Risk profile Info

3/7
Cautious
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification
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Positions

This portfolio is built entirely around income-oriented equity and equity-like funds, with seven holdings and no bonds or cash. The two largest positions are high-income US equity ETFs, together making up 40%, followed by infrastructure, international dividend, and an equity premium income ETF. A single business development company and a gold income ETF round out the mix, each at 10%. So the structure leans on option-based and high-distribution strategies rather than traditional growth funds. For a cautious risk rating, it’s notable that everything here is still equity or equity-linked, meaning capital values can fluctuate meaningfully even while the cash flow profile looks attractive.

Growth Info

Over roughly 10 months, the hypothetical $1,000 grew to about $1,119, a 14.9% compound annual growth rate (CAGR), versus 10.2% for the US market and 12.0% for the global market. Max drawdown, meaning the worst peak-to-trough fall, was -9.5%, slightly deeper than the US market and very similar to the global index. Only eight days made up 90% of returns, showing outcomes were driven by a few strong sessions. Because the history is short and markets were relatively supportive, this outperformance is encouraging but not something that should be assumed to persist over many years without interruption.

Projection Info

The Monte Carlo simulation uses the short historical record to generate 1,000 random paths for the next 15 years, reshuffling returns to map a range of possible outcomes. It suggests a median outcome of about $2,473 from $1,000, with most paths falling between roughly $1,782 and $3,521, and an overall average annualized return of 6.99%. There is about a 72.6% chance of finishing positive in real terms in the simulation set. Because this is all based on less than a year of live data, those numbers should be treated as rough illustrations, not forecasts. Market regimes can change, and option-income strategies especially can behave differently across cycles.

Asset classes Info

  • Stocks
    73%
  • No data
    25%
  • Not classified
    1%

About 73% of the portfolio is classified as stocks, with a further 25% marked as “no data” and 1% “not classified.” That means the visible part is heavily equity-based, but the true asset-class mix of the remainder can’t be pinned down from this dataset. For risk management, what matters is that the economically dominant exposure is still to equities and equity-linked strategies, which aligns with the observed volatility. Compared with typical cautious profiles that often hold a significant bond allocation, this mix is more growth-and-income oriented. The takeaway is that the label “cautious” here refers more to factor tilts and income style than to a classic stock–bond split.

Sectors Info

  • Technology
    20%
  • Financials
    17%
  • Telecommunications
    7%
  • Consumer Discretionary
    6%
  • Industrials
    6%
  • Health Care
    5%
  • Consumer Staples
    4%
  • Energy
    3%
  • Basic Materials
    3%
  • Utilities
    3%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is relatively broad, with technology at 20% and financials at 17%, followed by telecoms, consumer areas, industrials, health care, energy, materials, utilities, and a small slice of real estate. This spread is reasonably balanced and close to diversified equity benchmarks, which is a positive sign for avoiding sector-specific shocks. The tilt toward technology and financials is visible but not extreme, so the portfolio should benefit when these areas do well without being entirely dependent on them. For an income strategy, having exposure across defensive sectors like utilities and staples, even at modest levels, can help smooth cash flows across different economic environments.

Regions Info

  • North America
    63%
  • Europe Developed
    5%
  • Latin America
    2%
  • Asia Developed
    1%
  • Asia Emerging
    1%
  • Japan
    1%
  • Africa/Middle East
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, the portfolio is dominated by North America at 63%, with smaller allocations to developed Europe, Latin America, Japan, developed and emerging Asia, and Africa/Middle East. This creates a strong home bias towards the US region, which has been a tailwind over the last decade but also concentrates economic and currency risk. Relative to global equity benchmarks, the non-US share here is modest. That can be comfortable for an investor earning and spending in dollars, but it does mean that if North America underperforms other regions for an extended stretch, the portfolio may lag a more globally balanced approach.

Market capitalization Info

  • Mega-cap
    30%
  • Large-cap
    23%
  • Mid-cap
    19%

This breakdown covers the equity portion of your portfolio only.

By market capitalization, there is a strong emphasis on larger companies: about 30% in mega-caps, 23% in large-caps, and 19% in mid-caps, with the remainder implied in smaller or unclassified names. Heavy exposure to the very largest firms often brings more stability and liquidity, since these businesses tend to have diversified operations and deeper capital markets access. The presence of mid-caps adds some growth potential and slightly higher risk. The relatively low explicit exposure to smaller companies is consistent with a cautious profile and should help keep volatility from drifting too high, especially during periods when small caps are more turbulent.

True holdings Info

  • Main Street Capital Corporation
    10.00%
  • NVIDIA Corporation
    3.24%
    Part of fund(s):
    • NEOS Nasdaq 100 High Income ETF
    • SHP ETF Trust - NEOS S&P 500 High Income ETF
  • Apple Inc
    2.83%
    Part of fund(s):
    • NEOS Nasdaq 100 High Income ETF
    • SHP ETF Trust - NEOS S&P 500 High Income ETF
  • Microsoft Corporation
    2.14%
    Part of fund(s):
    • NEOS Nasdaq 100 High Income ETF
    • SHP ETF Trust - NEOS S&P 500 High Income ETF
  • Goldman Sachs Physical Gold ETF
    1.94%
    Part of fund(s):
    • NEOS Gold High Income ETF
  • Amazon.com Inc
    1.63%
    Part of fund(s):
    • NEOS Nasdaq 100 High Income ETF
    • SHP ETF Trust - NEOS S&P 500 High Income ETF
  • Alphabet Inc Class A
    1.45%
    Part of fund(s):
    • JPMorgan Equity Premium Income ETF
    • NEOS Nasdaq 100 High Income ETF
    • SHP ETF Trust - NEOS S&P 500 High Income ETF
  • Meta Platforms Inc.
    1.17%
    Part of fund(s):
    • NEOS Nasdaq 100 High Income ETF
    • SHP ETF Trust - NEOS S&P 500 High Income ETF
  • Tesla Inc
    1.16%
    Part of fund(s):
    • LS 1x Tesla Tracker ETP Securities GBP
    • NEOS Nasdaq 100 High Income ETF
    • SHP ETF Trust - NEOS S&P 500 High Income ETF
  • Broadcom Inc
    1.15%
    Part of fund(s):
    • NEOS Nasdaq 100 High Income ETF
    • SHP ETF Trust - NEOS S&P 500 High Income ETF
  • Top 10 total 26.71%

This breakdown covers the equity portion of your portfolio only.

Looking through the top ETF holdings, the portfolio shows meaningful exposure to mega-cap US names like NVIDIA, Apple, Microsoft, Amazon, Alphabet, Meta, Tesla, and Broadcom, plus a gold ETF, on top of the direct position in Main Street Capital. The direct 10% stake in Main Street does not overlap with the ETFs, so that exposure is clean and distinct. However, the repeated presence of the big US tech names across multiple funds creates hidden concentration in those companies, even if no single fund looks overly focused. Since only ETF top-10 holdings are captured, the actual overlap could be higher, so diversification may be a bit less broad than it first appears.

Factors Info

Value
Preference for undervalued stocks
Neutral
Data availability: 10%
Size
Exposure to smaller companies
Very low
Data availability: 75%
Momentum
Exposure to recently outperforming stocks
Low
Data availability: 10%
Quality
Preference for financially healthy companies
Very high
Data availability: 10%
Yield
Preference for dividend-paying stocks
Very high
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Very high
Data availability: 55%

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 strong tilt towards quality, yield, and low volatility, and a very low tilt to size, meaning a bias away from small companies. Factors are like underlying traits—such as cheapness (value) or trendiness (momentum)—that explain how investments behave. High quality exposure suggests companies with stronger balance sheets or earnings stability; very high yield aligns with the income focus; and high low-volatility exposure aims to dampen swings. This combination often does relatively well in calmer or income-seeking markets but may lag during aggressive “risk-on” rallies led by speculative small caps. The very low size factor confirms the preference for larger, more established businesses.

Risk contribution Info

  • NEOS Nasdaq 100 High Income ETF
    Weight: 20.00%
    21.8%
  • Amplify International Enhanced Dividend Income ETF
    Weight: 15.00%
    18.8%
  • SHP ETF Trust - NEOS S&P 500 High Income ETF
    Weight: 20.00%
    16.7%
  • Aberdeen Standard Global Infrastructure Income Fund
    Weight: 15.00%
    15.2%
  • Main Street Capital Corporation
    Weight: 10.00%
    12.3%
  • Top 5 risk contribution 84.8%

Risk contribution measures how much each holding drives the portfolio’s ups and downs, which can differ from its simple weight. The NEOS Nasdaq 100 High Income ETF is 20% of the portfolio but contributes about 21.8% of risk, while the Amplify International Enhanced Dividend ETF is 15% of assets yet adds roughly 18.8% of risk. The S&P 500 high-income ETF, by contrast, has a 20% weight but only 16.7% of the total risk, acting as a relatively stabilizing core. The top three holdings together generate over half of portfolio volatility, which is normal for a focused seven-position structure but worth being aware of if one of those strategies behaves unexpectedly.

Redundant positions Info

  • NEOS Nasdaq 100 High Income ETF
    SHP ETF Trust - NEOS S&P 500 High Income ETF
    High correlation

The correlation data shows that the two largest positions—the Nasdaq 100 high-income ETF and the S&P 500 high-income ETF—have moved almost identically in the short history available. Correlation simply describes how often assets move in the same direction at the same time. When two big holdings are highly correlated, they can behave more like a single, larger bet than two independent diversifiers. That doesn’t make the pairing bad, but it does mean that during market swings, both are likely to rise or fall together. Diversification benefits are then driven more by the other funds and the gold and infrastructure exposures.

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.

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The efficient frontier analysis compares risk (volatility) and return, showing what’s theoretically achievable by just reweighting the existing holdings. The current portfolio has a Sharpe ratio of 1.07, below the optimal mix’s 1.96 and slightly above the minimum-variance option’s 1.03. Being 4.45 percentage points below the frontier at the same risk level suggests the current weights aren’t yet making the best use of what’s already in the toolbox. In plain terms, the same seven holdings could be combined differently to seek better risk-adjusted returns. Given the limited 10‑month history, though, those optimization results are best viewed as directional hints rather than precise targets.

Dividends Info

  • Aberdeen Standard Global Infrastructure Income Fund 11.30%
  • Amplify International Enhanced Dividend Income ETF 5.50%
  • JPMorgan Equity Premium Income ETF 8.40%
  • Main Street Capital Corporation 8.00%
  • NEOS Nasdaq 100 High Income ETF 15.00%
  • SHP ETF Trust - NEOS S&P 500 High Income ETF 12.50%
  • NEOS Gold High Income ETF 10.00%
  • Weighted yield (per year) 10.66%

The portfolio’s income profile is striking: individual holdings show yields from roughly 5.5% up to 15%, with an overall indicated yield of about 10.66%. That’s far above broad equity market averages and reflects the use of option-writing and high-distribution strategies. Dividends and distributions can be a valuable component of total return, especially for investors drawing regular cash flow. At the same time, such high yields can come with tradeoffs, like limited participation in strong price rallies or higher sensitivity to market stress. It’s also important to remember that yields can change; they aren’t guaranteed, and short-term numbers may not represent a sustainable long-run level.

Ongoing product costs Info

  • Amplify International Enhanced Dividend Income ETF 0.66%
  • JPMorgan Equity Premium Income ETF 0.35%
  • NEOS Nasdaq 100 High Income ETF 0.68%
  • SHP ETF Trust - NEOS S&P 500 High Income ETF 0.68%
  • Weighted costs total (per year) 0.41%

The weighted ongoing cost (TER) for the portfolio is around 0.41%, with individual funds ranging from 0.35% to 0.68%. For specialized, actively managed, or option-based income strategies, this is a fairly reasonable overall cost structure. Keeping fees moderate is important because they come off returns every year, like friction slowing down a car. Over long periods, even small differences compound. In this case, the fee level looks consistent with the complexity and niche nature of the strategies being used. The key is that the extra cost continues to be justified by the income focus and risk characteristics, rather than drifting higher over time.

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