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Diversified stock heavy portfolio with value tilt and managed futures plus gold for added defensive balance

Report created on Jul 5, 2026

Risk profile Info

3/7
Cautious
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

This portfolio is mostly growth-focused with a risk cushion built in. Around 84% sits in stocks through several ETFs, anchored by a large S&P 500 position at 45%. Another 25% of the portfolio is split across international value stocks, a global free cash flow strategy, and a fundamental international fund, which adds stylistic and regional breadth. About 9% is in bonds via the managed futures ETF, and 5% is in gold, classed as “other,” which doesn’t move like typical stocks or bonds. Overall, this mix leans clearly toward equities while still including diversifying pieces that are designed to behave differently in stressful markets.

Growth Info

Over the period from mid‑2023 to mid‑2026, a hypothetical $1,000 in this portfolio grew to about $1,775. That implies a compound annual growth rate (CAGR) of 20.96%, roughly matching the US market benchmark and outpacing the global market by just over 1 percentage point per year. CAGR is like your average speed over a long trip, smoothing bumps along the way. The portfolio’s max drawdown was ‑13.9%, meaning the worst peak‑to‑trough fall was smaller than both benchmarks. It also generated 90% of its returns in 31 days, highlighting how a handful of strong days accounted for most gains, which is typical of equity‑heavy portfolios.

Projection Info

The Monte Carlo projection uses the portfolio’s historical risk and return to simulate many future paths, like rolling the dice 1,000 times on the next 15 years. Across these simulations, the median outcome for $1,000 is about $2,633, with a wide “likely” range from roughly $1,860 to $3,795. The average annualized return across all paths is 7.48%, and around three‑quarters of simulations end with a positive result. This shows both upside potential and meaningful uncertainty. Importantly, these numbers are not promises: they assume the future rhymes with the recent past, which may not hold if markets or inflation behave very differently.

Asset classes Info

  • Stocks
    84%
  • Bonds
    9%
  • Other
    7%

By asset class, this portfolio is clearly equity‑led, with 84% in stocks, 9% in bonds, and 7% in “other” assets, mainly gold and managed futures exposure. This structure lines up with a growth‑oriented approach that still acknowledges the role of diversifiers. Equities historically drive long‑term returns but also most of the volatility, while bonds and alternatives can help soften the ride when stock markets stumble. Having around a tenth of the portfolio in bond‑like and alternative strategies is consistent with a “cautious” risk label while still allowing equity to be the main growth engine. The blend is reasonably broad for a focused, multi‑asset mix.

Sectors Info

  • Technology
    23%
  • Consumer Discretionary
    10%
  • Industrials
    9%
  • Financials
    9%
  • Health Care
    7%
  • Telecommunications
    6%
  • Basic Materials
    5%
  • Energy
    5%
  • Consumer Staples
    3%
  • Utilities
    2%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is fairly well spread, with technology the largest slice at 23%, followed by consumer discretionary at 10%, industrials and financials both at 9%, and health care at 7%. Smaller allocations run across telecoms, materials, energy, staples, utilities, and real estate. This pattern is not unusual for modern equity portfolios, given how large technology‑related companies have become. A tech tilt can boost returns during innovation‑driven bull markets but may feel bumpier when interest rates rise or growth expectations cool. The presence of meaningful allocations to cyclicals, defensives, and financials helps avoid over‑reliance on any single sector story, which supports the strong diversification score.

Regions Info

  • North America
    58%
  • Europe Developed
    10%
  • Japan
    7%
  • Asia Developed
    2%
  • Australasia
    2%
  • Africa/Middle East
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, about 58% of the portfolio is tied to North America, mainly US stocks, with the rest spread across developed Europe, Japan, Asia‑Pacific, and a small slice in Africa/Middle East. That means the portfolio is somewhat US‑tilted but still has a clear global footprint. Many global benchmarks currently allocate roughly 60% to the US, so this positioning is broadly aligned with worldwide market weights. This alignment is helpful because it anchors the portfolio to the global opportunity set while still benefiting from the depth and liquidity of US markets. Non‑US exposure also brings different economic cycles, currencies, and policy regimes into the mix.

Market capitalization Info

  • Mega-cap
    25%
  • Mid-cap
    25%
  • Large-cap
    22%
  • No data
    15%
  • Small-cap
    7%
  • Micro-cap
    1%

This breakdown covers the equity portion of your portfolio only.

Market capitalization is split across mega, large, and mid caps fairly evenly, with 25% in mega‑caps, 22% in large‑caps, and 25% in mid‑caps. Smaller companies account for about 8% through small and micro‑caps, and 15% is in holdings where size data isn’t specified. This mix is less “mega‑cap dominated” than a plain US index and leans more into mid‑sized businesses via the international small‑cap value and fundamental strategies. Larger companies tend to be more stable and liquid, while mid and small caps can be more volatile but offer different growth and value opportunities. This spread supports diversification across company size, not just region or sector.

True holdings Info

  • iMGP DBi Managed Futures Strategy ETF
    3.72%
    Part of fund(s):
    • iMGP DBi Managed Futures Strategy ETF
  • NVIDIA Corporation
    3.55%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Apple Inc.
    3.17%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Microsoft Corporation
    2.31%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Amazon.com Inc
    1.83%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Alphabet Inc Class A
    1.53%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Broadcom Inc
    1.47%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Alphabet Inc Class C
    1.22%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Meta Platforms Inc.
    0.96%
    Part of fund(s):
    • Vanguard S&P 500 ETF
  • Tesla Inc
    0.85%
    Part of fund(s):
    • LS 1x Tesla Tracker ETP Securities GBP
    • Vanguard S&P 500 ETF
  • Top 10 total 20.62%

This breakdown covers the equity portion of your portfolio only.

Looking through the ETFs’ top holdings, a few large US names show up repeatedly. NVIDIA, Apple, Microsoft, Amazon, Alphabet (both share classes), Broadcom, Meta, and Tesla together form a meaningful chunk of the equity exposure, with NVIDIA alone around 3.6% of the total portfolio. Overlap like this means that even if each ETF looks diversified on its own, the combined portfolio has a concentrated “mega‑cap growth” layer underneath. That can amplify sensitivity to big US tech and communication stocks. Because only the top‑10 ETF holdings are used here, actual overlap is likely somewhat higher than shown, so hidden concentration is understated rather than overstated.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 80%
Size
Exposure to smaller companies
Low
Data availability: 95%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 70%
Quality
Preference for financially healthy companies
Neutral
Data availability: 55%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
High
Data availability: 100%

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 clear tilts toward value and low volatility. Value exposure at 63% indicates a mild lean toward stocks that look cheaper on fundamentals, which historically has been rewarded over very long periods but can lag in strong growth or momentum phases. Low volatility is even more pronounced at 68%, pointing toward a preference for steadier names that typically swing less than the market. Size, momentum, quality, and yield all sit roughly in the neutral band, looking broadly market‑like. This combination suggests a portfolio that may hold up better in choppy or risk‑off markets while potentially trailing more aggressive growth‑heavy line‑ups during speculative rallies.

Risk contribution Info

  • Vanguard S&P 500 ETF
    Weight: 45.00%
    51.7%
  • Avantis® International Small Cap Value ETF
    Weight: 15.00%
    17.2%
  • Schwab Fundamental International Large Company Index ETF
    Weight: 10.00%
    11.0%
  • VictoryShares Free Cash Flow ETF
    Weight: 10.00%
    10.5%
  • iMGP DBi Managed Futures Strategy ETF
    Weight: 15.00%
    6.4%
  • Top 5 risk contribution 96.7%

Risk contribution, which measures how much each holding drives overall ups and downs, is more concentrated than the raw weights suggest. The S&P 500 ETF is 45% of the portfolio but contributes about 52% of total risk. The Avantis international small‑cap value ETF is 15% of assets yet 17% of risk, and the Schwab international and Victory free cash flow ETFs together add roughly another 21%. By contrast, the 15% in the managed futures ETF contributes only about 6% of total risk, reflecting its diversifying behavior. With the top three positions making up nearly 80% of portfolio risk, most day‑to‑day volatility is effectively driven by this core equity trio.

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 portfolio sitting below the line of the best possible mixes using these same holdings. Its Sharpe ratio of 1.31 is lower than the maximum achievable 1.82, meaning that for the same amount of risk, historical data suggests a higher return would have been possible just by reweighting the existing ETFs. The minimum‑variance mix, which has the lowest risk, actually has a slightly higher Sharpe than the current allocation as well. This doesn’t mean the current structure is “bad” — its risk/return profile is still strong — but it confirms there is statistical room to improve efficiency without adding new funds.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.80%
  • iMGP DBi Managed Futures Strategy ETF 5.20%
  • Schwab Fundamental International Large Company Index ETF 3.10%
  • VictoryShares Free Cash Flow ETF 1.10%
  • Vanguard S&P 500 ETF 1.10%
  • Weighted yield (per year) 2.12%

The portfolio’s overall dividend yield sits around 2.12%, combining higher‑yielding pieces like the managed futures ETF at 5.2% and international value funds above 3% with lower yields from the S&P 500 and free cash flow ETF at about 1.1%. Dividends are the cash payouts from holdings, and over long periods they can make up a significant share of total return, especially when reinvested. Here, the yield is moderate rather than income‑heavy, which fits an equity‑oriented, total‑return approach. The presence of value and international strategies helps lift the yield slightly above broad US market levels, adding a steady income component on top of price movements.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • iMGP DBi Managed Futures Strategy ETF 0.85%
  • Schwab Fundamental International Large Company Index ETF 0.25%
  • SPDR Gold MiniShares Trust 0.10%
  • VictoryShares Free Cash Flow ETF 0.39%
  • Vanguard S&P 500 ETF 0.03%
  • Weighted costs total (per year) 0.26%

The weighted average expense ratio (TER) of this portfolio is about 0.26% per year, which is impressively low given the mix of plain index funds and more specialized strategies. TER is the annual fee charged by each ETF, expressed as a percentage of assets, and it comes out of returns quietly in the background. Costs compound over time, so keeping them contained leaves more of the gross performance in the investor’s pocket. The ultra‑cheap S&P 500 ETF at 0.03% anchors the cost structure, while even the higher‑fee managed futures ETF at 0.85% only modestly raises the overall average because of its limited allocation. Overall, fees are a clear strength here.

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