This portfolio has only about 1.3 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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Growth focused global equity portfolio with strong quality and momentum tilts and moderate diversification

Report created on Jun 30, 2026

Risk profile Info

5/7
Growth
Less risk More risk

Diversification profile Info

3/5
Moderately Diversified
Less diversification More diversification

Positions

This portfolio is a 100% stock mix built entirely from factor-focused equity ETFs, with no bonds or cash in the allocation. The largest holding is a US quality-growth ETF at 20%, followed by several distinct sleeves in international small-cap value, global and US momentum, US large and small value, and emerging markets. The weights are reasonably spread out, with no single ETF above 20% and multiple positions in the 10–14% range, which supports moderate diversification within an all-equity structure. Because all tools here are specialized factor funds rather than broad “total market” trackers, the portfolio is more intentionally tilted than a typical index mix, and will likely behave differently from broad market averages.

Growth Info

Over the roughly 1.3-year period available, $1,000 in this portfolio grew to about $1,538, which implies a compound annual growth rate (CAGR) of 40.5%. CAGR is like average speed on a road trip: it smooths the journey into a single yearly growth figure. Over this short window, the portfolio outpaced both the US and global market benchmarks by about 15–16 percentage points per year, with a maximum drawdown around -14%, similar to the benchmarks’ worst dips. With such a brief and strong run, it’s hard to know if this performance reflects persistent traits or just a favorable stretch for its factor tilts. Past returns over 1.3 years offer limited evidence about long‑term behavior.

Projection Info

The forward projection uses a Monte Carlo simulation, which essentially “re-rolls the dice” on many possible return paths based on recent history. Here, 1,000 simulated 15-year paths suggest a median outcome of about $2,829 from $1,000, with a wide possible range from roughly $972 to $7,525. That range shows how uncertain long-term stock returns can be, especially for a portfolio tilted toward riskier equity factors. Monte Carlo results are not predictions; they are what-if scenarios assuming the recent return and volatility pattern continues. Because this portfolio only has about 1.3 years of history, those assumptions are especially fragile, so the projections should be seen as rough illustrations of risk and variability, not as a roadmap.

Asset classes Info

  • Stocks
    100%

All assets are in stocks, so this is a pure equity portfolio with no built-in bond or cash ballast. Asset classes are like different types of engines in a car: stocks tend to drive growth but also more bumpiness, while bonds and cash usually soften the ride. Being 100% in equities typically means higher long-term return potential alongside larger drawdowns and more frequent volatility. Compared with a classic blended mix that includes bonds, this structure relies entirely on the ups and downs of global equity markets. The overall risk classification of “growth” and a risk score of 5/7 lines up with this all-stock design, which prioritizes return potential over short-term stability.

Sectors Info

  • Technology
    31%
  • Financials
    17%
  • Industrials
    15%
  • Consumer Discretionary
    9%
  • Basic Materials
    6%
  • Energy
    6%
  • Telecommunications
    6%
  • Health Care
    5%
  • Consumer Staples
    3%
  • Utilities
    2%
  • Real Estate
    1%

Sector-wise, the portfolio leans heavily into technology at 31%, with financials and industrials together adding another 32%. Other sectors like consumer discretionary, energy, and basic materials each hold mid-single-digit shares, while defensive areas such as health care, consumer staples, and utilities are relatively small. Sector allocation matters because different parts of the economy respond differently to interest rates, economic growth, and sentiment. A tech-tilted mix tends to be more sensitive to changes in growth expectations and valuations, which can amplify both rallies and corrections. The broad spread across many smaller sectors helps diversification, but the sizable tech overweight means the portfolio’s near-term swings may track tech-driven market narratives more than a neutral sector mix would.

Regions Info

  • North America
    65%
  • Europe Developed
    13%
  • Japan
    8%
  • Asia Developed
    6%
  • Asia Emerging
    2%
  • Latin America
    2%
  • Africa/Middle East
    2%
  • Australasia
    1%
  • Europe Emerging
    1%

Geographically, about 65% of the exposure is in North America, with Europe developed at 13%, Japan at 8%, and the rest spread across other developed and emerging regions. This still represents a global equity footprint, but with a clear North American tilt relative to the global market, where the US is large but not quite this dominant. Geography affects both economic drivers and currency exposure, since companies earn profits in different regions and currencies. The presence of developed ex-US, Japan, and multiple emerging regions adds meaningful international diversification, which can help when different economies move on slightly different cycles. At the same time, having roughly two-thirds tied to North America means US market conditions still play a leading role in overall portfolio behavior.

Market capitalization Info

  • Large-cap
    28%
  • Mega-cap
    28%
  • Mid-cap
    24%
  • Small-cap
    15%
  • Micro-cap
    6%

By market capitalization, the portfolio is quite balanced: 28% in mega-caps, 28% in large caps, 24% in mid caps, 15% in small caps, and a notable 6% in micro caps. Market cap is basically company size; larger firms tend to be more stable, while smaller ones often have higher growth potential but rougher price swings. This spread means the portfolio participates in both the steadier movements of big companies and the more volatile, sometimes higher-return patterns of smaller ones. The meaningful allocation to small and micro caps goes beyond what broad market indexes usually hold, potentially increasing both risk and diversification. This blend of sizes supports a wider set of return drivers than a purely mega- and large-cap portfolio.

True holdings Info

  • Micron Technology Inc
    2.98%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
    • iShares MSCI USA Quality GARP ETF
  • NVIDIA Corporation
    1.83%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • iShares MSCI USA Quality GARP ETF
  • Broadcom Inc
    1.61%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • iShares MSCI USA Quality GARP ETF
  • Lam Research Corp
    1.41%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Invesco S&P 500® Momentum ETF
    • iShares MSCI USA Quality GARP ETF
  • Apple Inc.
    1.18%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • iShares MSCI USA Quality GARP ETF
  • KLA Corporation
    1.15%
    Part of fund(s):
    • iShares MSCI USA Quality GARP ETF
  • Meta Platforms Inc.
    0.92%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • iShares MSCI USA Quality GARP ETF
  • SK Hynix Inc
    0.85%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Freedom 100 Emerging Markets ETF
  • Microsoft Corporation
    0.80%
    Part of fund(s):
    • iShares MSCI USA Quality GARP ETF
  • Visa Inc. Class A
    0.74%
    Part of fund(s):
    • iShares MSCI USA Quality GARP ETF
  • Top 10 total 13.46%

Looking through ETF top holdings, about 31% of the portfolio is covered, so the picture is partial but still useful. Several of the largest look-through positions cluster in semiconductor and big tech names such as Micron, NVIDIA, Broadcom, and Apple, along with Microsoft, Meta, and Visa. These companies appear via multiple ETFs, which creates hidden overlap even though no single stock has an outsized total weight on its own. Overlap matters because it can reduce diversification; different ETFs may seem distinct, but if they own many of the same leaders, the portfolio’s fate becomes more tied to those companies. Note that since only top-10 ETF holdings are used, actual overlap may be somewhat higher than shown here.

Factors Info

Value
Preference for undervalued stocks
Neutral
Data availability: 64%
Size
Exposure to smaller companies
Very low
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 56%
Quality
Preference for financially healthy companies
Very high
Data availability: 20%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 70%

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 very high quality (85%) and high momentum (75%), combined with very low size exposure (19%), which signals a tilt away from smaller companies relative to a market baseline. Factors are like investing “ingredients” — characteristics such as value, momentum, or quality that research links to long-run returns and risk patterns. A strong quality tilt often means more profitable, stable businesses, which can help in downturns but may lag if investors chase cheaper, lower-quality names. A high momentum tilt tends to benefit when trends persist, but can suffer in sharp market reversals. The low size score indicates that despite some small‑cap holdings, the total package behaves more like a portfolio tilted toward larger companies than toward small-cap risk.

Risk contribution Info

  • iShares MSCI USA Quality GARP ETF
    Weight: 20.00%
    23.2%
  • Invesco S&P 500® Momentum ETF
    Weight: 12.00%
    14.1%
  • Invesco S&P International Developed Momentum ETF
    Weight: 14.00%
    12.9%
  • Avantis® International Small Cap Value ETF
    Weight: 14.00%
    11.5%
  • MarketDesk Focused U.S. Momentum ETF
    Weight: 10.00%
    10.0%
  • Top 5 risk contribution 71.7%

Risk contribution results show that the largest quality-growth ETF (20% weight) contributes about 23% of total volatility, and the main US momentum ETF (12% weight) adds roughly 14%. The top three holdings together make up just over 50% of the portfolio’s overall risk, even though they don't dominate the weights. Risk contribution measures how much each holding drives overall ups and downs, which can differ from its percentage allocation, like a loud instrument standing out in an orchestra. Here, the key quality and US momentum funds punch slightly above their weights in risk, while the international value sleeves contribute a bit less risk than their allocations. This is consistent with a structure where a few factor-heavy US funds steer most of the day-to-day movement.

Redundant positions Info

  • Freedom 100 Emerging Markets ETF
    Avantis® Emerging Markets Equity ETF
    High correlation

The correlation data highlights a pair of emerging markets ETFs that move almost identically. Correlation measures how often two investments move in the same direction at the same time, on a scale from -1 to 1, where 1 means they move together almost perfectly. When assets are highly correlated, holding both doesn’t add much diversification benefit; the combined exposure tends to rise and fall as one unit. In this portfolio, the two emerging markets funds appear to be strongly linked in their behavior, likely reflecting similar underlying country and market exposures. This does not make the position “bad,” but it means the emerging markets slice behaves more like a single concentrated sleeve than two independent sources of risk and return.

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 risk vs. return chart shows the current portfolio sitting below the efficient frontier by about 6 percentage points of return at its current risk level. The efficient frontier is the curve representing the best risk/return tradeoffs achievable by reweighting the existing holdings; being below it means the same ingredients could be mixed differently for higher expected return or lower risk. The current Sharpe ratio of 1.66, which compares excess return to volatility, trails both the optimal portfolio’s 2.19 and the minimum-variance portfolio’s 1.81. In simple terms, historical data suggests there may be more efficient combinations of these same funds, though this conclusion is based on only 1.3 years of performance, so it should be viewed cautiously.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® Emerging Markets Equity ETF 1.80%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 1.10%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Freedom 100 Emerging Markets ETF 1.10%
  • Invesco S&P International Developed Momentum ETF 3.70%
  • Invesco S&P 500® Momentum ETF 0.70%
  • MarketDesk Focused U.S. Momentum ETF 0.20%
  • iShares MSCI USA Quality GARP ETF 0.30%
  • Weighted yield (per year) 1.46%

The portfolio’s overall dividend yield is about 1.46%, which is fairly modest for a stock-only mix. Dividend yield is the yearly cash payout as a percentage of price, like interest from a savings account but not guaranteed. Several of the value and international funds offer higher yields, while the momentum and quality-growth ETFs pay very little, keeping the total income stream relatively low. In practice, this means most of the portfolio’s return, historically and potentially in the future, is likely to come from price movement rather than cash distributions. For investors who reinvest dividends, a lower yield isn’t necessarily negative; it just reflects a tilt toward growth and factor strategies that don’t prioritize high ongoing income.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Equity ETF 0.33%
  • American Century ETF Trust - Avantis U.S. Large Cap Value ETF 0.15%
  • Avantis® U.S. Small Cap Value ETF 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) 0.18%

The weighted average total expense ratio (TER) is about 0.18%, which is quite low for a portfolio built entirely from active or rules-based factor ETFs. TER is the annual fee charged by a fund, similar to a maintenance cost; lower fees leave more of any gross return in the investor’s pocket. Some underlying funds, especially in international small caps and emerging markets, carry higher individual TERs around 0.30–0.50%, but they are balanced by cheaper US factor ETFs. Over long periods, even a few tenths of a percent in costs can compound meaningfully, so this relatively low blended fee is a solid structural advantage. It supports the portfolio’s growth focus by minimizing drag from management expenses.

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