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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Strong factor tilted growth portfolio with global diversification and focused equity risk profile

Report created on Apr 7, 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 pure equity mix, with 100% in stock ETFs and no bonds or cash buffers. There is a clear tilt toward factor strategies: value, momentum, and quality are all front and center rather than broad “total market” funds. A 10% slice in a gold-plus-equity ETF adds a small defensive twist while still behaving mostly like stocks. With a 5/7 growth risk score, this structure is built to chase higher returns, accepting meaningful ups and downs. Given only about one year of history, it’s important to treat any pattern as early-stage, not a proven long-term behavior, and to check that this risk level matches overall financial goals and time horizon.

Growth Info

Over the limited one‑year window, $1,000 grew to about $1,348, a 33.4% compound annual growth rate (CAGR). CAGR is the “average speed” of growth per year, smoothing out bumps along the way. This comfortably beat both the US market and global market proxies, which sat around 17–19% over the same period. Max drawdown—your worst peak‑to‑trough drop—was about ‑13.8%, very similar to the benchmarks. That mix of strong upside with benchmark‑like downside is encouraging, but one year is far too short to call this a persistent edge. Factor styles can flip quickly; future returns could be very different from this strong recent run.

Projection Info

The Monte Carlo projection uses the short historical record to simulate many possible 15‑year paths, like running 1,000 alternate futures based on the same starting behavior. It shows a median outcome around $2,770 from $1,000, with a wide “likely range” of roughly $1,843–$4,169 and a very wide possible band out to $7,527. The average simulated annual return is about 8.1%, and about three‑quarters of scenarios end positive. Because this is built on roughly one year of unusually strong returns, these numbers are especially shaky. Monte Carlo is a useful planning tool, but with limited data, it should be treated as a rough sketch, not a forecast.

Asset classes Info

  • Stocks
    100%

All assets here are stocks, so the asset class profile is straightforward: 100% equity, 0% bonds, 0% cash. That lines up with a growth‑oriented mindset and longer time horizons, where the goal is maximizing expected return rather than smoothing volatility. Relative to a typical “balanced” benchmark that might hold 40–60% in bonds, this is notably more aggressive and will swing more with market cycles. The upside is higher potential long‑run growth; the downside is deeper interim drawdowns and more emotional stress in bad markets. Anyone using a structure like this usually benefits from having separate safety reserves (cash or low‑risk assets) outside the portfolio.

Sectors Info

  • Financials
    20%
  • Industrials
    18%
  • Technology
    18%
  • Consumer Discretionary
    10%
  • Energy
    9%
  • Basic Materials
    9%
  • Telecommunications
    5%
  • Health Care
    4%
  • Consumer Staples
    4%
  • Utilities
    3%
  • Real Estate
    2%

Sector exposure is quite balanced for an all‑equity, factor‑driven portfolio. Financials, industrials, and technology each sit around the high‑teens, with meaningful allocations to consumer, energy, materials, telecoms, and smaller slices in health care, staples, utilities, and real estate. This looks broadly diversified versus common global benchmarks, not overly reliant on one theme. That balance is a real positive: it means performance isn’t tied to a single story like “only tech” or “only energy.” However, because these are value and momentum strategies, sector weights could shift faster than in plain index funds when styles rotate, so the mix may look quite different in a few years.

Regions Info

  • North America
    63%
  • Europe Developed
    14%
  • Japan
    8%
  • Asia Developed
    6%
  • Asia Emerging
    3%
  • Africa/Middle East
    2%
  • Australasia
    2%
  • Latin America
    2%

Geographically, the portfolio leans toward North America at 63%, but still spreads the rest across Europe, Japan, other developed Asia, and multiple emerging regions. Compared with a typical global market weight, North America is still a bit heavy, yet not extreme, while non‑US developed and emerging markets are meaningfully represented. This alignment with broad global patterns is a strength, helping avoid the risk of betting everything on one economy or currency. It also means returns will reflect how different regions evolve over time, not just the US story. Currency moves and regional cycles can add volatility, but they also create more sources of return.

Market capitalization Info

  • Mid-cap
    24%
  • Large-cap
    22%
  • Small-cap
    22%
  • Mega-cap
    21%
  • Micro-cap
    10%

Market capitalization is well spread: roughly mid‑20s percentages in mid caps, large caps, and small caps, about 21% in mega caps, and a notable 10% in micro caps. That’s much more size‑diversified than a standard cap‑weighted index, which is usually dominated by mega and large companies. Smaller firms tend to be more volatile and less liquid but historically can offer higher growth potential. Having real exposure there boosts both risk and opportunity. In practice, that means returns may deviate more from mainstream indices, and short‑term swings could be sharper, especially in rough markets when small and micro caps often sell off harder.

True holdings Info

  • NVIDIA Corporation
    2.13%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Alphabet Inc Class A
    1.32%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Broadcom Inc
    1.28%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Johnson & Johnson
    0.82%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Micron Technology Inc
    0.80%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • HSBC Holdings PLC
    0.65%
    Part of fund(s):
    • Invesco S&P International Developed Momentum ETF
  • Apple Inc
    0.64%
    Part of fund(s):
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Exxon Mobil Corp
    0.60%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class C
    0.59%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Banco Santander S.A.
    0.56%
    Part of fund(s):
    • Invesco S&P International Developed Momentum ETF
  • Top 10 total 9.37%

Looking through ETF top‑10 holdings, no single stock dominates overall exposure. The largest look‑through position, NVIDIA, sits at a modest 2.1% of the portfolio, with others like Alphabet, Broadcom, and Apple all under 1.5%. That’s a healthy sign: even if one company stumbles, it’s unlikely to derail the whole portfolio. There is some overlap, where the same big names appear across multiple ETFs, but given that we only see ETF top‑10s, real overlap is probably higher than shown. Hidden overlap mainly matters in big downturns, when the same large stocks can drag multiple funds at once, so it’s worth remembering that “many funds” doesn’t always equal “many truly independent bets.”

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 50%
Size
Exposure to smaller companies
Low
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 40%
Quality
Preference for financially healthy companies
Very high
Data availability: 5%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 85%

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. Value sits high at 79% and momentum at 75%, meaning a double tilt toward cheaper stocks and those with strong recent performance. Quality exposure is very high at 85%, signaling a preference for companies with stronger balance sheets, profitability, or earnings stability. Factor exposure is like choosing ingredients for a recipe: here, the mix favors “cheap, strong, and currently winning” companies. This combo can do very well when those styles are in favor but can lag badly when markets rotate toward expensive growth or when momentum unwinds. With only about a year of data, it’s too early to judge how consistently these tilts will behave over a full cycle.

Risk contribution Info

  • Avantis® U.S. Small Cap Value ETF
    Weight: 20.00%
    21.0%
  • Invesco S&P 500® Momentum ETF
    Weight: 15.00%
    16.0%
  • Invesco S&P International Developed Momentum ETF
    Weight: 15.00%
    13.6%
  • WisdomTree Efficient Gold Plus Equity Strategy Fund
    Weight: 10.00%
    13.3%
  • Avantis® International Small Cap Value ETF
    Weight: 15.00%
    12.9%
  • Top 5 risk contribution 76.8%

Risk contribution measures how much each holding drives the overall ups and downs, which can differ from simple weight. The largest position, US Small Cap Value, is 20% of assets and contributes about 21% of total risk—very aligned. The S&P 500 Momentum ETF at 15% weight contributes around 16% of risk, also close to proportional. The standout is the gold‑plus‑equity ETF: its 10% weight contributes over 13% of risk, a risk/weight ratio of 1.33. That means it punches above its size in shaping volatility. This isn’t necessarily bad, but it’s worth knowing which pieces are the loudest “instruments” in the orchestra when markets get choppy.

Redundant positions Info

  • Avantis® U.S. Small Cap Value ETF
    American Century ETF Trust
    High correlation

The correlation data highlights one especially tight pair: the Avantis U.S. Small Cap Value ETF and the American Century ETF Trust move almost identically. Correlation measures how assets move together; when it’s very high, those holdings behave more like one big position than two separate diversifiers. That reduces the diversification benefit you might expect just from counting funds. If both of these are meant to play a similar role, that’s fine, but it does mean the portfolio is effectively more concentrated in that style than the fund count alone suggests. In downturns affecting that specific segment, both will likely drop at the same time and by similar magnitudes.

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.

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On the risk‑return chart, the current portfolio sits below the efficient frontier, with a Sharpe ratio of 1.43. The Sharpe ratio measures return per unit of risk, like miles per gallon for investing. The optimal mix of these same holdings (no new products added) reaches a Sharpe of 2.06, and even the minimum‑variance combination scores 1.63. Being about 8.7 percentage points below the frontier at today’s risk level suggests the existing ingredients could be combined more efficiently. With only a year of data, the exact numbers are fragile, but the general message is consistent: a different weighting of the current ETFs might improve the balance between expected return and volatility.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.90%
  • Avantis® Emerging Markets Value ETF 3.20%
  • Avantis® U.S. Small Cap Value ETF 1.40%
  • Avantis Emerging Markets ex-China Equity ETF 1.90%
  • WisdomTree Efficient Gold Plus Equity Strategy Fund 4.20%
  • Invesco S&P International Developed Momentum ETF 3.70%
  • Invesco S&P 500® Momentum ETF 0.90%
  • Invesco S&P MidCap Momentum ETF 0.70%
  • American Century ETF Trust 1.10%
  • MarketDesk Focused U.S. Momentum ETF 0.30%
  • Weighted yield (per year) 2.18%

The portfolio’s overall dividend yield comes in around 2.18%, a middle‑of‑the‑road level for an equity‑only mix. Some value and international holdings yield close to or above 3%, while the momentum‑heavy US funds pay much less, pulling the average down. Dividends matter because they provide a steady cash component of total return, especially helpful in flat or modest markets. For a growth‑oriented investor, this moderate yield is a nice bonus but clearly not the main engine; capital appreciation from factor tilts is doing the heavy lifting. Over time, reinvesting those dividends can meaningfully boost compounding, even if the starting yield doesn’t look high on paper.

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%
  • WisdomTree Efficient Gold Plus Equity Strategy Fund 0.20%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • American Century ETF Trust 0.20%
  • Weighted costs total (per year) 0.23%

Portfolio costs are impressively low for a specialized, factor‑focused lineup. The total expense ratio (TER) is about 0.23%, well below many active or factor‑driven products, which often charge 0.40%–0.80% or more. TER is the annual fee taken by funds to cover management and operations, quietly reducing returns in the background. Keeping this number low is one of the few things investors can reliably control. Over 10–20 years, the gap between 0.20% and 0.70% compounds into a sizable difference in ending wealth. Here, cost efficiency is a real strength and gives more room for the factor strategies to add value without being eaten up by fees.

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