Roast mode 🔥

Quietly smart factor nerd portfolio with a weird habit of leaving free efficiency on the table

Report created on Apr 10, 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 thing is basically “world stocks plus four flavors of value seasoning and a side of shiny rocks.” Roughly 40% sits in a plain MSCI World wrapper, then you bolt on a bunch of very specific tilts: international, small value, emerging value, and momentum, with 5% in a precious metals security blanket. It looks diversified at first glance, but under the hood it’s one big equity bet wearing different costumes. Think of it as ordering five dishes that are all chicken prepared slightly differently. The high-level mix is coherent, but you’re not as diversified in risk drivers as the fund names pretend.

Growth Info

Historically, the portfolio’s done annoyingly well, which makes roasting harder but not impossible. Turning $1,000 into $1,716 since late 2021 with a 12.76% CAGR is solid, especially versus the US market at 12.31% and global market at 10.61%. Max drawdown at -25.19% was basically in line with broad equities, so you took normal pain for slightly above-normal gain. But remember: this is a tiny, weird slice of market history dominated by a few big tech names and fast rebounds. Past performance is yesterday’s weather — useful to pack a jacket, not to predict the next storm.

Projection Info

The Monte Carlo projection is where math politely tells you, “Calm down.” A simulation like this just re-rolls history a thousand times with randomness to see what paths your returns might take. Median outcome of $2,673 after 15 years on $1,000 is decent, but that 5–95% range from $958 to $7,484 screams uncertainty. Translation: you might slightly beat cash… or crush it… or end up basically flat after inflation. Past data powers the model, so if markets get weird in a new way, these numbers age quickly. Treat this as weather probabilities, not a prophecy from Mount Quant.

Asset classes Info

  • Stocks
    95%
  • Other
    5%

Asset class breakdown: 95% stocks, 5% “other” (your metals). So for a “balanced” risk score, this is not even pretending to be balanced in the classic sense. No bonds, no cash sleeve, no real diversifiers beyond some precious metals — just a whole lot of global equities in slightly different outfits. It’s basically an equity maxis portfolio with a 5% guilt offering to the god of safe havens. If someone thinks this is middle-of-the-road risk, they’ve clearly never sat through a proper bear market. The takeaway: this is an equity engine, not a chilled, sleep-at-night glide path.

Sectors Info

  • Financials
    21%
  • Industrials
    15%
  • Technology
    14%
  • Consumer Discretionary
    9%
  • Basic Materials
    9%
  • Energy
    6%
  • Health Care
    6%
  • Telecommunications
    5%
  • Consumer Staples
    4%
  • Utilities
    3%
  • Real Estate
    2%

This breakdown covers the equity portion of your portfolio only.

Sector-wise, you’ve got a somewhat adult distribution: Financials on top, then Industrials and Technology, with Consumer Discretionary and Materials in the mix. Nothing screams “all in on one narrative,” which is refreshing. Still, Financials at 21% is a decent chunk of “please don’t let credit or rates break everything,” and Tech at 14% is lower than most broad global funds, especially considering your actual top holdings. So while the sector pie looks well-behaved, remember: sectors are only one lens. You’re still very exposed to the same macro forces that hit global equities, just through a nicer, more evenly sliced pizza.

Regions Info

  • North America
    41%
  • Europe Developed
    26%
  • Japan
    12%
  • Asia Developed
    5%
  • Asia Emerging
    4%
  • Australasia
    3%
  • Africa/Middle East
    2%
  • Latin America
    1%

This breakdown covers the equity portion of your portfolio only.

Geography is surprisingly grown-up: 41% North America, 26% developed Europe, 12% Japan, with the rest decently sprinkled across developed Asia, emerging regions, and even a tiny nod to Africa and Latin America. For a US-based setup, this is almost suspiciously sensible — not the usual “America or nothing” vibe. You’re not perfectly mirroring global weights, but you’re not doing something wild like 90% home bias either. This kind of spread helps if one big region faceplants, though global crashes still drag everyone down. Think of it as not having all your jobs in the same city, even if they’re still in the same industry.

Market capitalization Info

  • Mega-cap
    31%
  • Large-cap
    28%
  • Mid-cap
    22%
  • Small-cap
    10%
  • No data
    5%
  • Micro-cap
    3%

This breakdown covers the equity portion of your portfolio only.

The market cap mix is close to textbook: 31% mega, 28% large, 22% mid, 10% small, and a token 3% micro. This isn’t a meme-stock YOLO or a pure “only mega-caps matter” bet. You’ve tilted slightly toward smaller names via the value ETFs, but not in a way that makes the portfolio unhinged. The funny part is that the supposed small/value tilt still leaves you heavily driven by mega-cap darlings at the top. It’s like saying you love indie films but spending most of your time rewatching Marvel. Still, overall, this size mix is pretty reasonable — boring in a good way.

True holdings Info

  • NVIDIA Corporation
    2.08%
    Part of fund(s):
    • iShares MSCI World ETF
  • Apple Inc
    1.81%
    Part of fund(s):
    • iShares MSCI World ETF
  • Microsoft Corporation
    1.27%
    Part of fund(s):
    • iShares MSCI World ETF
  • Amazon.com Inc
    0.97%
    Part of fund(s):
    • iShares MSCI World ETF
  • Alphabet Inc Class A
    0.83%
    Part of fund(s):
    • iShares MSCI World ETF
  • Alphabet Inc Class C
    0.69%
    Part of fund(s):
    • iShares MSCI World ETF
  • Broadcom Inc
    0.68%
    Part of fund(s):
    • iShares MSCI World ETF
  • Meta Platforms Inc.
    0.60%
    Part of fund(s):
    • iShares MSCI World ETF
  • Tesla Inc
    0.49%
    Part of fund(s):
    • LS 1x Tesla Tracker ETP Securities GBP
    • iShares MSCI World ETF
  • HSBC Holdings PLC
    0.43%
    Part of fund(s):
    • Invesco S&P International Developed Momentum ETF
  • Top 10 total 9.86%

The look-through is basically a “who’s who” of mega-cap usual suspects: NVIDIA, Apple, Microsoft, Amazon, Alphabet, Broadcom, Meta, Tesla. Classic story: you pretend to be fancy and factor-driven, and then your top exposures look exactly like every global index ETF. Overlap is likely worse than shown because we only see ETF top-10 positions, so the true concentration in the Magnificent Everything is higher. It’s like saying you’re exploring exotic cuisine and then secretly eating a burger at every stop. The takeaway: you are more tied to big global tech than the fund labels suggest, even in a value-tilted setup.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 95%
Size
Exposure to smaller companies
Neutral
Data availability: 95%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 95%
Quality
Preference for financially healthy companies
Neutral
Data availability: 95%
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-wise, your personality shows: high value (66%) and high low-volatility (60%), with everything else around neutral. Factor exposure is basically the ingredient label explaining why your returns behave the way they do. Here, you’re clearly into “cheap and steady” rather than “shiny and fast.” That’s coherent, but not free: value can underperform for painfully long stretches, and low volatility can lag hard in euphoric boom times. Also, you’ve built this tilt on top of a core fund that holds a lot of expensive mega-cap growth — so it’s like dieting at lunch and destroying half a cake at dinner. Intentional? Maybe. Effective? Sometimes.

Risk contribution Info

  • iShares MSCI World ETF
    Weight: 39.00%
    39.3%
  • Avantis® International Equity ETF
    Weight: 19.00%
    19.3%
  • Avantis® International Small Cap Value ETF
    Weight: 12.00%
    12.6%
  • Invesco S&P International Developed Momentum ETF
    Weight: 10.00%
    10.5%
  • Avantis® Emerging Markets Value ETF
    Weight: 9.00%
    8.1%
  • Top 5 risk contribution 89.8%

Risk contribution is where the mask comes off, and the story is simple: your big holdings drive almost exactly their fair share of drama. The MSCI World position is 39% of the weight and 39.3% of risk; Avantis International is 19% and 19.3%; International Small Value is 12% and 12.6%. Top three account for 71% of total portfolio risk, which is entirely normal given their size. No secret grenade hiding in a small position here. The mild oddity: Emerging Markets Value actually contributes *less* risk than its weight, so your “spicy” allocation is behaving more like a watered-down hot sauce.

Redundant positions Info

  • Avantis® International Equity ETF
    Avantis® International Small Cap Value ETF
    High correlation

The correlated-assets callout between Avantis International Equity and Avantis International Small Cap Value is a gentle reminder that “different tickers” doesn’t mean “different behavior.” If two funds move almost identically, you’re really just stacking variations of the same risk. It’s like owning two umbrellas that both flip inside out in the same gust of wind. You do get some diversification through size and value exposure, but when the region they cover takes a hit, they’re likely both going down together. The lesson: check how things dance together in bad times, not just how fancy their names sound in a list.

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.

Risk vs. return is where the portfolio gets roasted. With a Sharpe ratio of 0.6, sitting a chunky 4.62 percentage points below the efficient frontier, you’re basically leaving performance on the table *with the exact same ingredients*. The efficient frontier is the curve of best possible trade-offs using your current holdings; you’re standing noticeably off to the side like someone refusing to rearrange furniture for better space. The max-Sharpe version would deliver higher expected return and better risk-adjusted performance; even the minimum-variance version beats your Sharpe. Translation: the idea set is solid, the weighting is lazy. Re-jigging allocations alone could meaningfully upgrade the portfolio’s “oomph per unit of stress.”

Dividends Info

  • Avantis® International Equity ETF 2.60%
  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® Emerging Markets Value ETF 3.00%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Invesco S&P International Developed Momentum ETF 3.60%
  • iShares MSCI World ETF 1.50%
  • Weighted yield (per year) 2.12%

Income-wise, you’re not exactly running an old-school dividend cult, but you’ve got a decent yield at 2.12%. The value and international funds are doing most of the heavy lifting, with yields around 2.6–3.6%, while the core world fund and US small value are relatively stingy. Dividends can feel comforting, like getting paid to wait, but they’re still just part of total return — price drops don’t care how many checks you’ve collected. This setup makes sense for someone who likes a bit of cash flow without pretending it’s a bond replacement. Just don’t confuse “yield” with “safety.”

Ongoing product costs Info

  • Avantis® International Equity ETF 0.23%
  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • abrdn Physical Precious Metals Basket Shares ETF 0.60%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • iShares MSCI World ETF 0.24%
  • Weighted costs total (per year) 0.28%

Costs are the part you accidentally did well. A 0.28% total TER for an actively tilted, factor-heavy portfolio is actually pretty respectable. Yes, you could get vanilla global equity exposure for much cheaper, but you’re paying a modest “we like value and small caps” tax, not a “fund manager bought a yacht” tax. The only genuinely pricey piece is the 0.60% precious metals ETF — that’s the luxury item in an otherwise fairly frugal wardrobe. Still, for what you’re trying to do here, fees are under control. If anything, you’ve earned the right to complain about other people’s expense ratios.

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