This portfolio has only about 1 years 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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Quality tilted global factor strategy with strong value and momentum focus and selective crypto exposure

Report created on Apr 6, 2026

Risk profile Info

5/7
Growth
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification
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Positions

The portfolio is a 95% stock and 5% crypto mix tilted heavily toward factor-style ETFs rather than broad market trackers. Within stocks, allocations are spread across U.S., international developed, and emerging markets, with meaningful positions in small-cap value, momentum, dividend focus, and quality growth at a reasonable price. No single ETF dominates, with the largest positions around 15%, which supports diversification across managers and strategies. Because everything is equity or equity-like, this sits firmly in the “growth” camp rather than a balanced or conservative approach. With only about one year of shared history across holdings, any impressions about how this blend behaves over a full cycle are still early and should be treated as tentative, not permanent truths.

Growth Info

Over the roughly one-year window available, $1,000 grew to about $1,227, implying a compound annual growth rate (CAGR) near 22%. CAGR is the “average speed” of growth per year, smoothing out bumps along the way. Over this same period, the U.S. market and global market lagged, with CAGRs around 13% and 15% respectively, so this mix outperformed both. Max drawdown, the worst peak-to-trough drop, was about -14%, similar to the benchmarks, which means stronger returns did not come with visibly higher downside so far. However, one year is far too short to call this a persistent edge; factor-heavy portfolios can go in and out of favor, so recent outperformance might just reflect a favorable short-term environment.

Projection Info

The Monte Carlo projection uses the brief historical record to simulate many possible 15‑year paths for a $1,000 investment, shaking returns around randomly based on past volatility and correlations. The median outcome lands around $2,663, roughly an 8% annualized return, with a wide range from about $952 to nearly $7,900 between the 5th and 95th percentiles. This spread highlights how uncertain long-term equity outcomes can be, even for portfolios that look solid. Because only about a year of history underpins the assumptions, the simulation is more like a rough weather forecast than a precise map; it illustrates the range of what could happen, not what will, especially for a factor-heavy mix that might behave very differently across future cycles.

Asset classes Info

  • Stocks
    95%
  • Crypto
    5%

Asset class-wise, this is almost pure growth-oriented risk: 95% in equities, 5% in crypto, and essentially no stabilizing bonds or cashlike assets in the design. That equity dominance is consistent with a growth investor profile and a longer horizon, where short-term swings are acceptable in exchange for higher expected returns. The 5% allocation to bitcoin adds another layer of volatility and potential upside, behaving more like a risk amplifier than a diversifier during stress. Compared to a traditional “balanced” benchmark with significant bonds, this portfolio will likely move more sharply in both directions. With only limited history, it’s important to remember that periods of strong performance can be followed by deep pullbacks that may feel uncomfortable without a clear time horizon and plan.

Sectors Info

  • Technology
    22%
  • Financials
    17%
  • Industrials
    15%
  • Consumer Discretionary
    9%
  • Basic Materials
    7%
  • Energy
    7%
  • Telecommunications
    5%
  • Health Care
    5%
  • Consumer Staples
    3%
  • Utilities
    2%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

The sector mix is tilted toward economically sensitive areas: sizable allocations to technology, financials, and industrials, with smaller but present stakes in energy, materials, and consumer sectors. Tech at around 22% is notable but not extreme versus common benchmarks, and the presence of financials and industrials supports a broader economic footprint rather than a pure tech bet. Lower weights in defensive sectors like utilities, staples, and health care mean the portfolio may be more responsive to growth expectations and business cycles. That tilt can be rewarding in expansions but often leads to sharper drops when markets get risk-off. Over just one year, it’s hard to see a full cycle, so expectations about sector behavior should assume both booms and slumps ahead.

Regions Info

  • North America
    61%
  • Europe Developed
    12%
  • Japan
    7%
  • Asia Developed
    6%
  • Asia Emerging
    3%
  • Latin America
    2%
  • Africa/Middle East
    2%
  • Australasia
    1%
  • Europe Emerging
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, about 61% is exposed to North America, with the rest spread across developed Europe, Japan, other developed Asia, and emerging regions including Asia, Latin America, and Africa/Middle East. That North American weight is somewhat lower than many U.S.-centric portfolios, making this mix more globally distributed than typical “home bias” setups. The presence of both international developed and emerging markets provides extra growth and diversification potential, as different economies and currencies respond differently to interest rates, inflation, and local events. However, global equity markets often move together in major stress episodes, so international exposure won’t always feel diversifying. Given the short data window, the true resilience of this global mix across multiple crises can’t yet be observed directly.

Market capitalization Info

  • Large-cap
    27%
  • Mega-cap
    25%
  • Mid-cap
    20%
  • Small-cap
    15%
  • Micro-cap
    7%

This breakdown covers the equity portion of your portfolio only.

Market cap exposure spans the spectrum: roughly half in mega and large caps, the rest in mid, small, and even micro caps. This is quite different from a typical broad index, which heavily favors mega and large caps. Smaller companies often bring higher long-term return potential but also more volatility and sensitivity to economic cycles and funding conditions. Mixing these with mega caps can create a nice balance between stability and growth, but it also adds complexity: small and micro caps can be hit harder in recessions or liquidity squeezes. Over about a year, their true risk/return profile relative to the giants may not fully show up, so expectations about their behavior should be kept flexible and revisited over time.

True holdings Info

  • NVIDIA Corporation
    2.33%
    Part of fund(s):
    • Capital Group Dividend Value ETF
    • Invesco S&P 500® Momentum ETF
    • iShares MSCI USA Quality GARP ETF
  • Microsoft Corporation
    1.44%
    Part of fund(s):
    • Capital Group Dividend Value ETF
    • iShares MSCI USA Quality GARP ETF
  • Broadcom Inc
    1.30%
    Part of fund(s):
    • Capital Group Dividend Value ETF
    • Invesco S&P 500® Momentum ETF
  • Meta Platforms Inc.
    1.07%
    Part of fund(s):
    • Capital Group Dividend Value ETF
    • iShares MSCI USA Quality GARP ETF
  • Lam Research Corp
    0.99%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • iShares MSCI USA Quality GARP ETF
  • Alphabet Inc Class A
    0.95%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • iShares MSCI USA Quality GARP ETF
  • Eli Lilly and Company
    0.87%
    Part of fund(s):
    • Capital Group Dividend Value ETF
    • iShares MSCI USA Quality GARP ETF
  • Apple Inc
    0.70%
    Part of fund(s):
    • iShares MSCI USA Quality GARP ETF
  • Raytheon Technologies Corp
    0.62%
    Part of fund(s):
    • Capital Group Dividend Value ETF
  • Applied Materials Inc
    0.59%
    Part of fund(s):
    • Capital Group Dividend Value ETF
  • Top 10 total 10.86%

This breakdown covers the equity portion of your portfolio only.

Looking through the ETFs’ top holdings, a handful of large U.S. growth and tech names appear repeatedly, like NVIDIA, Microsoft, Broadcom, and Meta. None is huge on its own, mostly around 1–2% of the total portfolio, but their duplication across funds creates a subtle cluster of exposure to the same big growth names. Because we only see ETF top-10s, overlap in smaller positions is almost certainly understated. This hidden concentration matters because it can make the portfolio more sensitive to a few headline companies than the fund list suggests. Still, these exposures are modest and diversified across many names, so the risk looks more like a tilt toward leading global franchises rather than a single-stock bet.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 72%
Size
Exposure to smaller companies
Low
Data availability: 95%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 42%
Quality
Preference for financially healthy companies
Very high
Data availability: 14%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 76%

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 stands out: very high quality (85%), high momentum (75%), and high value (69%), with a mild tilt toward smaller size. Factors are like underlying “ingredients” that explain why some stocks behave differently from the market — quality focuses on profitable, stable businesses; momentum on recent winners; value on cheaper stocks relative to fundamentals. Combining strong quality with value and momentum is a thoughtful design, aiming to own solid companies that are either attractively priced or trending positively. Historically, these factors have each had long stretches of both outperformance and disappointment. With only about a year of observed behavior, it’s too early to judge how this particular blend weathers full cycles, but the multi-factor structure is conceptually robust and well-aligned with academic research.

Risk contribution Info

  • iShares MSCI USA Quality GARP ETF
    Weight: 14.00%
    17.2%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 15.00%
    16.1%
  • Capital Group Dividend Value ETF
    Weight: 14.00%
    11.9%
  • Invesco S&P International Developed Momentum ETF
    Weight: 13.00%
    11.6%
  • Invesco S&P 500® Momentum ETF
    Weight: 10.00%
    11.1%
  • Top 5 risk contribution 67.8%

Risk contribution shows how much each position drives total portfolio ups and downs, which can differ from its weight. Here, the iShares USA Quality GARP fund, at 14% weight, contributes about 17% of portfolio risk, making it a slightly outsized driver. Avantis U.S. Small Cap Value and the S&P 500 Momentum ETF also punch close to or above their weights in risk terms. The top three holdings together account for just over 45% of total risk, which is meaningful but not excessive given their combined weight. This pattern suggests a healthy spread of risk across several core holdings rather than a single dominant source. Over more years of data, these contributions may shift, so periodic review of which funds drive volatility can help keep the risk profile aligned with intentions.

Redundant positions Info

  • Invesco S&P 500® Momentum ETF
    iShares MSCI USA Quality GARP ETF
    High correlation

The correlation data flags that the Invesco S&P 500 Momentum ETF and the iShares USA Quality GARP ETF have moved almost identically over the limited history. Correlation measures how often assets move together; a value close to 1 means they tend to rise and fall in sync. When two holdings are highly correlated and both carry significant weights, their diversification benefit is lower than the number of line items suggests. In practice, this means the portfolio may be more sensitive to U.S. large-cap growth and momentum conditions than the list of tickers alone implies. Given only about one year of observations, these correlations may change, but it’s worth recognizing that some “different” funds can behave similarly in a given regime.

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 sitting notably below the best achievable risk/return line using these same holdings. The Sharpe ratio, which measures return per unit of risk above the risk‑free rate, is about 0.97 for the current portfolio, versus 1.93 for the optimal and 1.28 for the minimum variance configuration. In plain language, that means the existing weights haven’t made the most of what these funds could deliver in combination; a different blend of the same ETFs could have produced either higher returns at similar risk or similar returns with less volatility in this backtest. Because this is based on roughly a year of data, it may overfit recent conditions, so any conclusions about “perfect” weights should be taken as a hint of potential, not a precise target.

Dividends Info

  • Avantis® International Small Cap Value ETF 3.00%
  • Avantis® Emerging Markets Value ETF 3.20%
  • Avantis® U.S. Small Cap Value ETF 1.40%
  • Capital Group Dividend Value ETF 1.10%
  • Freedom 100 Emerging Markets ETF 2.00%
  • Invesco S&P International Developed Momentum ETF 3.80%
  • Invesco S&P 500® Momentum ETF 0.90%
  • MarketDesk Focused U.S. Momentum ETF 0.30%
  • iShares MSCI USA Quality GARP ETF 0.30%
  • Weighted yield (per year) 1.69%

The overall dividend yield around 1.69% is modest, with higher yields in some international value and momentum funds and very low yields in quality growth and U.S. momentum exposures. Dividends are the cash payouts companies make to shareholders; over long periods, they can be a meaningful part of total return, especially when reinvested. A moderate yield like this signals that the strategy leans more toward total return from price growth and factor premia than from steady income. That fits a growth-oriented, factor-based approach. With only limited history, the stability of these payout levels across market conditions isn’t clear yet, but given the focus on quality and value in several sleeves, there’s a reasonable foundation for ongoing distributions, even if income is not the primary objective.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Capital Group Dividend Value ETF 0.33%
  • Fidelity Wise Origin Bitcoin Trust 0.25%
  • Freedom 100 Emerging Markets ETF 0.49%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Weighted costs total (per year) 0.23%

The blended total expense ratio (TER) of about 0.23% is impressively low for an actively tilted, factor-focused mix. TER is the annual fee charged by funds, and small differences compound significantly over long horizons. Many of the component ETFs sit in the 0.25–0.36% range, with some cheaper core pieces like the S&P 500 Momentum ETF at 0.13%. For a portfolio using specialized factors and international exposures rather than plain vanilla indexes, staying near a quarter of a percent is a real strength. This cost discipline supports better net returns over time, especially when combined with buy‑and‑hold behavior that avoids extra trading costs. Even though we only see about a year of performance, low, transparent fees are one aspect that is structurally positive regardless of short-term market moves.

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