This portfolio has only about 2 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.

A highly diversified multi asset portfolio with meaningful crypto exposure and moderate overall risk level

Report created on Jan 2, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

5/5
Highly Diversified
Less diversification More diversification

Positions

This portfolio is built mainly around diversified stock funds, two private credit style lending funds, a sizable private capital fund, and a meaningful slice of crypto through three products. Stocks sit around 70%, with “other” assets and crypto making up most of the rest, and only a small cash buffer. For a “balanced” profile, this leans clearly toward growth rather than capital preservation, which is fine if the time horizon is long and short‑term swings are tolerable. The mix is broadly constructed, but there are several pairs of funds that do almost the same thing. Simplifying overlapping positions could keep the same strategic exposure while making the portfolio easier to track and adjust.

Growth Info

The historical stats shown here are extreme: a negative CAGR (Compound Annual Growth Rate) of about -21% suggests that, if someone had put in $100, on average it behaved like shrinking to roughly $30 over a long run, which is obviously not normal for a broadly diversified equity mix. At the same time, the listed max drawdown of only -7% doesn’t match that kind of long‑term result, so this looks like either a very short or distorted data sample, especially driven by crypto pricing or data issues. Past returns are always limited as a guide, but in this case they look outright unreliable, so any decisions should lean more on asset mix and risk profile than on these specific return figures.

Projection Info

The Monte Carlo output also looks clearly distorted: simulations showing almost universal wipe‑outs (down roughly 99%) are not realistic for a diversified portfolio of mainstream funds unless the inputs are dominated by recent crypto crash behavior or bad data. Monte Carlo simply runs thousands of “what if” paths using historical volatility and correlations; if the history window is skewed, the projections will be too. It’s helpful as a risk‑awareness tool, but only when the input period is sensible. Here, it’s best treated as a warning that crypto can be wild, not as a literal forecast. Any long‑term planning should assume a wide range of outcomes, not just the worst‑case paths shown.

Asset classes Info

  • Stocks
    70%
  • Other
    18%
  • Cash
    3%

By asset class, roughly 70% in stocks, 18% in “other” (which here is mostly private credit and alternatives), and a small cash slice is a growth‑tilted balanced structure. Many common “balanced” benchmarks sit closer to a 60/40 stock/bond mix, so this is more aggressive than that, yet still not an all‑equity or all‑crypto bet. This allocation is well‑balanced and aligns closely with global standards for growth‑oriented investors who still want some stabilizers. The main trade‑off is that the “other” portion is not traditional high‑grade bonds but higher‑yielding lending strategies that can behave more like risk assets. Over time, checking whether that risk/return trade‑off still fits personal comfort is key.

Sectors Info

  • No data
    20%
  • Financials
    10%
  • Technology
    8%
  • Industrials
    7%
  • Consumer Discretionary
    6%
  • Basic Materials
    4%
  • Energy
    4%
  • Health Care
    3%
  • Telecommunications
    3%
  • Consumer Staples
    2%
  • Utilities
    1%
  • Real Estate
    1%

Sector exposure looks broadly spread: financials, technology, industrials, consumer areas, basic materials, energy, healthcare, communications, and utilities all show up, which is exactly what you want from diversified equity funds. There is a big “unknown” bucket, which likely comes from the alternatives, private funds, or incomplete look‑through data, not actual lack of diversification. Your portfolio’s sector composition matches benchmark data, which is a strong indicator of diversification and helps avoid over‑reliance on one economic story. One thing to keep in mind: when rates are rising or credit spreads widen, financials and lending strategies can get hit together, so watching how much of the total risk is tied to credit conditions can be useful.

Regions Info

  • North America
    27%
  • No data
    20%
  • Europe Developed
    9%
  • Japan
    4%
  • Asia Emerging
    4%
  • Asia Developed
    3%
  • Australasia
    1%
  • Africa/Middle East
    1%
  • Latin America
    1%

Geographically, this doesn’t behave like a classic “home‑biased” U.S. portfolio. Only about a quarter is clearly tagged as North America, with solid slices in developed Europe, Japan, and emerging Asia, plus a lot classified as “unknown” (again likely from alternatives or limited look‑through). This allocation is well‑balanced and aligns closely with global standards, giving exposure to many different economies and currencies. The upside is better diversification if any one region underperforms for years. The trade‑off is that foreign markets can be more volatile in the short run and sensitive to currency moves. Over time, just make sure the non‑U.S. exposure feels intentional, not accidental because of opaque “unknown” buckets.

Market capitalization Info

  • No data
    20%
  • Mega-cap
    14%
  • Mid-cap
    12%
  • Large-cap
    11%
  • Small-cap
    8%
  • Micro-cap
    5%

The portfolio spreads exposure across mega, large, mid, small, and even micro‑cap companies, with a noticeable tilt toward smaller and value‑oriented names via the Avantis funds. Smaller companies and value stocks often swing more in the short term but historically have offered higher expected returns, which fits a growth‑minded, patient approach. The “unknown” 20% again likely sits in private or alternative strategies where traditional market‑cap labels don’t apply. This broad size mix is a real strength: it avoids relying solely on mega‑cap giants for returns. The key is being comfortable with extra volatility from small caps and checking once in a while that their combined weight hasn’t drifted beyond your sleep‑at‑night level.

Redundant positions Info

  • Avantis® Emerging Markets Value ETF
    Avantis® Emerging Markets Equity ETF
    High correlation
  • Cliffwater Enhanced Lending Fund
    Cliffwater Corporate Lending Fund
    High correlation
  • Dimensional US Core Equity Market ETF
    Dimensional U.S. Core Equity 2 ETF
    High correlation
  • Dimensional International Core Equity Market ETF
    Dimensional International Core Equity 2 ETF
    High correlation

Several fund pairs here are highly correlated, meaning they tend to move almost in lockstep because they hold very similar underlying assets. Correlation just measures how two investments move together; when it’s very high, holding both doesn’t add much diversification. That’s the case for the paired Dimensional U.S., Dimensional international, Avantis emerging markets, and the two Cliffwater lending funds. Your overall mix is still highly diversified, which is a real positive, but there’s some “double‑up” that mainly adds complexity. Focusing on trimming overlaps over time could keep the same broad exposures while making the portfolio simpler, slightly cheaper, and easier to understand during market swings.

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.

On paper, an Efficient Frontier analysis suggests this mix could be adjusted to deliver higher expected returns for the same volatility, or the same returns with lower volatility. The Efficient Frontier is just the set of best possible risk‑return trade‑offs using only the ingredients you already own, not new ones. Here, the tool also flags that the first step is cleaning up overlapping, highly correlated funds that don’t add much diversification. “Efficiency” doesn’t mean perfect or risk‑free; it just means squeezing the most expected return from the risk you’re already taking. Any move toward the modeled “optimal” point should still stay aligned with comfort around crypto swings, private credit risk, and time horizon.

Dividends Info

  • Avantis® International Small Cap Value ETF 3.10%
  • Avantis® Emerging Markets Equity ETF 2.50%
  • Avantis® Emerging Markets Value ETF 3.20%
  • Avantis® U.S. Small Cap Value ETF 1.60%
  • Cliffwater Corporate Lending Fund 7.80%
  • Cliffwater Enhanced Lending Fund 8.50%
  • Dimensional U.S. Core Equity 2 ETF 1.00%
  • Dimensional International Core Equity Market ETF 2.50%
  • Dimensional US Core Equity Market ETF 1.00%
  • Dimensional International Core Equity 2 ETF 2.50%
  • Cascade Private Capital Fund 3.10%
  • Weighted yield (per year) 2.35%

The income profile is solid: overall yield around 2.35%, with higher payouts from the private credit funds (around 8%) and more modest yields from equity ETFs (roughly 1–3%). Yield is just the cash income divided by price, like interest on a savings account but not guaranteed. For a growth‑leaning portfolio, that total yield is quite healthy and can help cushion volatility without turning this into an income‑only strategy. The credit funds are doing a lot of the income heavy lifting, which is fine as long as their credit risk is understood. Reinvesting dividends can significantly boost long‑term compounding, while later in life, that same stream can be redirected toward spending if needed.

Ongoing product costs Info

  • 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. Small Cap Value ETF 0.25%
  • Dimensional U.S. Core Equity 2 ETF 0.17%
  • Dimensional International Core Equity Market ETF 0.18%
  • Dimensional US Core Equity Market ETF 0.12%
  • Dimensional International Core Equity 2 ETF 0.23%
  • GQG Partners Emerg Markets Equity Instit 0.98%
  • Grayscale Bitcoin Mini Trust (BTC) 0.45%
  • Weighted costs total (per year) 0.19%

Average costs look impressively low at about 0.19% overall, thanks to the Dimensional and Avantis ETFs, which are very cost‑efficient for factor‑tilted strategies. The standout higher‑fee piece is the GQG emerging markets fund, and the crypto products also carry meaningful expense ratios, though still reasonable for that niche. The costs are impressively low, supporting better long‑term performance, because every 0.1% saved annually compounds over decades. There’s no urgent need to overhaul anything here from a fee perspective. The main thing is to check, every few years, that any higher‑cost pieces are truly pulling their weight in terms of risk/return or diversification and not just sticking around out of habit.

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