Factor tilted globally diversified balanced portfolio with strong momentum and thoughtful real asset diversifiers

Report created on Apr 17, 2026

Risk profile

  • Secure
    Speculative

The risk profile, derived from past market volatility, reflects the level of risk the portfolio is exposed to. This assessment helps align your investments with your financial goals and comfort with market fluctuations.

Diversification profile

  • Focused
    Diversified

The diversification assessment evaluates the spread of investments across asset classes, regions, and sectors. This ensures a balanced mix, reducing risk and maximizing returns by not concentrating in any single area.

Positions

This portfolio is built mainly around stocks, with 80% in equities, a small 3% slice in long-term bonds, 2% in crypto, and 5% in other diversifiers like commodities and managed futures. Another 10% falls into a “no data” bucket where the asset class isn’t specified, so it’s just treated as an unknown slice. Overall, the mix matches a balanced growth mindset: heavy on long-term growth engines with a modest allocation to diversifiers and bond ballast. For someone comfortable with market ups and downs over years, this structure is a solid starting point, especially when paired with the clearly high diversification score.

Growth Info

Over the measured period, $1,000 grew to about $1,637, giving a compound annual growth rate (CAGR) of 24.68%. CAGR is like the average yearly “speed” of growth over time, smoothing out bumps along the way. That comfortably beats both the US market and the global market, which is a strong sign the factor tilts and diversifiers have worked in this specific window. The maximum drawdown of around -15% was actually smaller than the US and global benchmarks, which is impressive given the return edge. Just remember this is a short, unusually strong period; past performance, especially over a couple of years, doesn’t guarantee anything about the next decade.

Projection Info

The Monte Carlo projection runs 1,000 simulated paths using historical volatility and correlations to estimate possible 15‑year outcomes. Think of it as re‑rolling history many times with slightly different twists and turns, then seeing the range of plausible end values. The median outcome grows $1,000 to about $2,632, with a wide “likely” band from roughly $1,831 to $3,910. That annualized 7.55% expectation is more modest than recent realized returns, which is a healthy reality check. Monte Carlo relies on past behavior to model the future, so it can’t foresee new regimes or extreme shocks, but it does highlight that long-term outcomes are uncertain and range‑based, not single‑number guarantees.

Asset classes Info

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

Asset-class-wise, equities dominate at 80%, which is consistent with a long-term, growth-seeking investor who can tolerate volatility. Bonds sit at 3%, focused on very long-duration Treasuries, which behave differently from stocks and can sometimes offset equity stress, but can also be volatile when interest rates move. Crypto is a small 2% satellite position, which keeps potential upside without letting it drive the bus. The 5% “other” slice, including managed futures and real assets, adds return streams that don’t rely purely on stock markets. Compared with typical balanced portfolios, this one leans more into equities and alternatives and much less into traditional bonds, trading income stability for growth and diversification.

Sectors Info

  • Technology
    20%
  • Financials
    15%
  • Industrials
    11%
  • Consumer Discretionary
    8%
  • Basic Materials
    6%
  • Health Care
    6%
  • Energy
    5%
  • Telecommunications
    5%
  • Consumer Staples
    2%
  • Utilities
    2%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is nicely spread, with technology the largest at 20%, followed by financials, industrials, and a mix of others. That tech weight is meaningful but not extreme relative to modern benchmarks, which often have even higher tech concentrations. The presence of energy, materials, and industrials, plus smaller allocations to defensives like consumer staples and utilities, makes the portfolio sensitive to the global economic cycle rather than any single niche. One implication: during rate hikes or growth scares, more cyclical sectors (like tech and discretionary) may be choppy, while inflationary or commodity-heavy periods can favor materials and energy, giving the portfolio multiple ways to participate across different environments.

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% is in North America, with the rest spread across developed Europe, Japan, developed Asia, emerging Asia, Latin America, Africa/Middle East, and Australasia. This is much more globally balanced than a purely US‑centric portfolio and lines up well with a diversified world equity mindset. Emerging markets have a meaningful presence through both broad and value-focused funds, giving exposure to faster-growing but more volatile economies. That means returns will be driven by many different economic cycles and political regimes, which helps diversify country‑specific risks. Currency moves will also matter more here, since a large portion of the assets sits outside the US dollar.

Market capitalization Info

  • Mega-cap
    22%
  • Large-cap
    22%
  • Mid-cap
    17%
  • Small-cap
    11%
  • Micro-cap
    7%

This breakdown covers the equity portion of your portfolio only.

By market capitalization, there’s a healthy spread: 22% in mega-caps, 22% in large-caps, 17% in mid-caps, 11% in small-caps, and 7% in micro-caps. This clearly isn’t just a mega-cap index clone. Smaller companies tend to be more volatile and can lag in certain periods, but historically they’ve also been associated with higher expected returns over long horizons. Having all size buckets represented makes the portfolio less dependent on a handful of global giants. It also means performance can diverge from broad benchmarks at times, especially when small and mid-caps either strongly outperform or underperform the big names dominating headline indices.

True holdings Info

  • Grayscale Bitcoin Mini Trust (BTC)
    2.00%
    Part of fund(s):
    • iShares Bitcoin Trust
  • Simplify Exchange Traded Funds
    1.34%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • Lam Research Corp
    1.07%
    Part of fund(s):
    • Vanguard U.S. Momentum Factor
    • iShares MSCI USA Quality GARP ETF
  • Taiwan Semiconductor Manufacturing
    1.05%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Freedom 100 Emerging Markets ETF
  • Apple Inc
    1.01%
    Part of fund(s):
    • iShares MSCI USA Quality GARP ETF
  • NVIDIA Corporation
    1.00%
    Part of fund(s):
    • iShares MSCI USA Quality GARP ETF
  • Microsoft Corporation
    0.98%
    Part of fund(s):
    • iShares MSCI USA Quality GARP ETF
  • Meta Platforms Inc.
    0.93%
    Part of fund(s):
    • iShares MSCI USA Quality GARP ETF
  • Alphabet Inc Class A
    0.76%
    Part of fund(s):
    • Vanguard U.S. Momentum Factor
    • iShares MSCI USA Quality GARP ETF
  • SK Hynix Inc
    0.72%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Freedom 100 Emerging Markets ETF
  • Top 10 total 10.86%

Looking through the top holdings of the ETFs, there’s some concentration in big, well-known names like Microsoft, Apple, NVIDIA, Meta, and Taiwan Semiconductor. Several of these appear in multiple funds, which can quietly increase exposure even if no single ETF looks concentrated on its own. The total percentages are still modest, but overlap in large tech and semiconductor names is clearly present. This kind of hidden clustering can amplify the impact of specific industries or themes during sharp market moves. It’s not a problem by itself, but it’s useful context: when those giants rally or stumble, the portfolio may move more than headline weights suggest.

Factors Info

Value
Preference for undervalued stocks
Neutral
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.

Factor exposure is where this portfolio really stands out. Momentum shows a high tilt at 69%, meaning there’s a deliberate lean toward stocks and strategies that have been trending strongly. Momentum can enhance returns in persistent uptrends but can hurt during sharp reversals when yesterday’s winners suddenly sell off. The other factors—value, size, quality, yield, and low volatility—are all around neutral, so the portfolio otherwise looks similar to the broad market on those characteristics. This creates a clear identity: a broadly diversified, global portfolio with a pronounced momentum flavor layered on top, which explains some of the recent outperformance but also adds regime sensitivity.

Risk contribution Info

  • iShares MSCI USA Quality GARP ETF
    Weight: 20.00%
    26.3%
  • Vanguard U.S. Momentum Factor
    Weight: 10.00%
    13.9%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    11.4%
  • Avantis® Emerging Markets Equity ETF
    Weight: 10.00%
    10.5%
  • Avantis® International Equity ETF
    Weight: 10.00%
    9.0%
  • Top 5 risk contribution 71.0%

Risk contribution looks at how much each holding drives overall ups and downs, which can be very different from its weight. Here, the top position, the US quality growth ETF at 20%, contributes over 26% of total risk, meaning it punches above its weight. The US momentum ETF is 10% of assets but nearly 14% of risk, again reflecting its higher volatility. The top three holdings together drive more than half of the portfolio’s risk. That’s not unusual, but it’s useful to know that changes in those key equity sleeves will dominate the experience. Periodic rebalancing can help keep their risk influence aligned with your comfort zone as markets move.

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 measures how assets move relative to each other. A correlation close to 1 means they tend to move in the same direction at the same time, while numbers closer to 0 or negative indicate more independent or opposite movement. In this portfolio, the international equity fund and its international small-cap value cousin are highly correlated, and the same is true for the two emerging markets equity/value funds. That’s expected because they fish in the same regional ponds. It does mean those pairs will likely rise and fall together, limiting diversification within those slices, but they still diversify against other strategies like managed futures, real assets, and long-duration bonds.

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 the efficient frontier chart, the current portfolio sits below the curve at its risk level, with a Sharpe ratio of 1.32 versus 2.21 for the optimal mix using the same ingredients. The Sharpe ratio measures return per unit of risk, like how many miles of progress you get for each gallon of volatility. Being 9.77 percentage points below the frontier suggests there’s room to improve the risk/return tradeoff simply by reweighting what you already hold. The minimum variance mix would cut risk significantly but also reduce expected return. The good news is the building blocks are strong; it’s more about fine‑tuning allocations than needing new products.

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. 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%
  • Vanguard U.S. Momentum Factor 0.70%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 5.10%
  • iShares MSCI USA Quality GARP ETF 0.30%
  • Weighted yield (per year) 1.91%

The overall dividend yield is about 1.91%, which is modest and signals that the focus is more on total return than on income. Some holdings, like the inflation-focused ETF and the long-duration Treasury fund, have relatively high yields, providing a bit of cash flow ballast. Others, especially growth and momentum-oriented equity funds, have very low yields, which is typical because these strategies often favor companies reinvesting profits rather than paying them out. For someone not relying on the portfolio for current spending, this setup works well: you’re prioritizing growth and factor exposure, with dividends as a secondary bonus rather than the main attraction.

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. 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%
  • Vanguard U.S. Momentum Factor 0.13%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 0.15%
  • Weighted costs total (per year) 0.25%

The weighted total expense ratio sits around 0.25%, which is impressively reasonable for a portfolio using a mix of factor, active-like, and alternative ETFs. Some specialized pieces, like managed futures and inflation-focused strategies, carry higher fees, but they’re small weights and bring unique diversifying behavior. Meanwhile, core exposures are mostly in the low 0.1–0.3% range, which keeps the overall drag contained. Costs compound silently over time, so having this kind of blended fee level is a real positive. It leaves more of the underlying returns in your pocket while still giving access to nuanced strategies beyond plain vanilla market-cap index funds.

What next?

Ready to invest in this portfolio?

Select a broker that fits your needs and watch for low fees to maximize your returns.

Select broker

Create your own report?

Analyze your portfolio

Join our community!

Join Discord

The information provided on this platform is for informational purposes only and should not be considered as financial or investment advice. Insightfolio does not provide investment advice, personalized recommendations, or guidance regarding the purchase, holding, or sale of financial assets. The tools and content are intended for educational purposes only and are not tailored to individual circumstances, financial needs, or objectives.

Insightfolio assumes no liability for the accuracy, completeness, or reliability of the information presented. Users are solely responsible for verifying the information and making independent decisions based on their own research and careful consideration. Use of the platform should not replace consultation with qualified financial professionals.

Investments involve risks. Users should be aware that the value of investments may fluctuate and that past performance is not an indicator of future results. Investment decisions should be based on personal financial goals, risk tolerance, and independent evaluation of relevant information.

Insightfolio does not endorse or guarantee the suitability of any particular financial product, security, or strategy. Any projections, forecasts, or hypothetical scenarios presented on the platform are for illustrative purposes only and are not guarantees of future outcomes.

By accessing the services, information, or content offered by Insightfolio, users acknowledge and agree to these terms of the disclaimer. If you do not agree to these terms, please do not use our platform.

Instrument logos provided by Elbstream.

Help us improve Insightfolio

Your feedback makes a difference! Share your thoughts in our quick survey. Take the survey