This portfolio has only about 8 months 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.

Diversified global equity portfolio with strong factor tilts and early high returns over limited history

Report created on May 11, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

This portfolio is built mainly from equity ETFs, with about 90% in stocks and a small slice in alternatives and bonds. The biggest single position is a broad U.S. equity ETF at 20%, backed by international, emerging markets, small-cap value, and momentum funds. A smaller allocation goes to gold, managed futures, an inflation-focused ETF, and long-duration Treasuries. That mix creates a core global equity engine plus a few “satellite” diversifiers. Because the history is only about eight months, it’s hard to say how this structure behaves in different full market cycles. Still, the layout clearly aims for broad diversification with deliberate style tilts rather than a simple market-cap index approach.

Growth Info

Over the short 8‑month window, $1,000 in this portfolio grew to about $1,290, a compound annual growth rate (CAGR) of 43.41%. CAGR is like averaging the portfolio’s “speed” per year over the trip. That’s far ahead of both the U.S. market and global market CAGRs in this period, though again, this is a very short and unusually strong run. The maximum drawdown, or worst peak‑to‑trough drop, was -9.5%, roughly similar to the benchmarks. Only 12 days made up 90% of returns, which shows how a few strong days did a lot of the heavy lifting. With such limited history, these results shouldn’t be read as a long‑term pattern.

Projection Info

The Monte Carlo projection uses the short performance record and simulates 1,000 possible 15‑year paths for a $1,000 investment. Monte Carlo is basically a “what if” engine: it shakes returns around randomly based on past volatility and average returns, then repeats that many times to see a range of outcomes. Here, the median result lands around $2,684, with a wide band from roughly $954 to $6,809. The average simulated annual return is 7.63%, and about 73% of simulations end positive. Because the inputs come from less than a year of history, these numbers are more fragile than usual; they describe what could happen if recent behavior persisted, not what will happen.

Asset classes Info

  • Stocks
    90%
  • Other
    5%
  • No data
    5%

Asset-class-wise, this is overwhelmingly an equity portfolio, with 90% in stocks. That’s consistent with a growth‑oriented approach and explains why the recent performance has moved broadly with equity markets. Around 5% is in “other” assets, which includes things like gold and managed futures, and another 5% falls into “no data,” where the asset class can’t be clearly categorized from the feed. A strong equity tilt generally means higher long‑term return potential but also more sensitivity to stock market swings. Compared with a balanced stock‑bond mix, this structure is more equity‑heavy. Over a full cycle, the small allocation to non‑equity strategies can still help smooth some bumps, but the main driver remains global stocks.

Sectors Info

  • Technology
    26%
  • Financials
    15%
  • Industrials
    12%
  • Consumer Discretionary
    9%
  • Energy
    6%
  • Basic Materials
    6%
  • Telecommunications
    5%
  • Health Care
    5%
  • Consumer Staples
    3%
  • Utilities
    2%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is fairly diversified, with technology being the largest at 26%, followed by financials at 15% and industrials at 12%. That spread suggests the portfolio isn’t narrowly tied to a single theme, even though tech is clearly a leader. Tech‑heavy allocations often benefit when innovation and growth stocks are in favor, but they can be more sensitive during periods of rising interest rates or shifting market sentiment. The presence of sectors like energy, materials, and utilities adds some exposure to more cyclical and defensive areas. Overall, the composition looks well‑balanced and aligns reasonably well with broad global equity benchmarks, which is generally helpful for avoiding big blind spots in sector coverage.

Regions Info

  • North America
    52%
  • Asia Developed
    11%
  • Europe Developed
    10%
  • Asia Emerging
    7%
  • Japan
    5%
  • Africa/Middle East
    2%
  • Latin America
    2%
  • Australasia
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, about 52% of the portfolio is in North America, with the rest spread across developed Europe and Asia, Japan, emerging Asia, Latin America, and smaller allocations elsewhere. That means more than half of the risk and return is tied to the North American economy and currency, but nearly half comes from outside. Compared with a typical global market index, this looks reasonably close to standard weights, with a healthy representation of both developed and emerging regions. That broad reach can help when different parts of the world move on different economic cycles. With only eight months of data, it’s too early to judge how well these regional exposures buffer each other, but the starting layout is broadly diversified.

Market capitalization Info

  • Mega-cap
    28%
  • Large-cap
    24%
  • Mid-cap
    21%
  • Small-cap
    11%
  • Micro-cap
    6%

This breakdown covers the equity portion of your portfolio only.

By market cap, the portfolio spreads out across company sizes: 28% mega‑cap, 24% large‑cap, 21% mid‑cap, 11% small‑cap, and 6% micro‑cap. That’s more diversified across the size spectrum than many standard large‑cap‑only portfolios. Smaller companies typically have more room to grow but can be more volatile and sensitive to economic shocks; larger firms tend to be more stable but slower‑growing. This mix means returns aren’t dominated solely by the very largest global names. In strong risk‑on markets, the small and micro‑cap slice can add extra punch, while in risk‑off episodes it may wobble more. The current short history doesn’t fully show how this plays out over full bull‑and‑bear cycles.

True holdings Info

  • Simplify Government Money Market ETF
    3.52%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • NVIDIA Corporation
    2.01%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Micron Technology Inc
    1.75%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
    • SMART Earnings Growth 30 ETF
  • Brent Crude Future July 26
    1.73%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • Alphabet Inc Class A
    1.11%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • SK Hynix Inc
    1.10%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Macquarie Focused Emerging Markets Equity ETF
  • Apple Inc
    1.01%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
  • Broadcom Inc
    0.99%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Taiwan Semiconductor Manufacturing Co. Ltd.
    0.96%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Macquarie Focused Emerging Markets Equity ETF
  • Alphabet Inc Class C
    0.89%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 15.07%

This breakdown covers the equity portion of your portfolio only.

Looking through ETF top‑10 holdings, coverage is about 29% of the portfolio, so the overlap picture is partial and may understate true concentration. Among the visible names, NVIDIA, Micron, Alphabet (both share classes), Apple, Broadcom, TSMC, and SK Hynix appear, suggesting meaningful exposure to large, growth‑oriented tech and semiconductor firms. Several of these show up in multiple ETFs, which creates some hidden clustering even though no single stock dominates on its own. There’s also exposure to cash‑like instruments and a Brent crude futures position via managed futures. Because over 70% of holdings sit beyond the top‑10 lists, the actual diversification across individual companies is likely broader than this snapshot suggests.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 30%
Size
Exposure to smaller companies
Low
Data availability: 90%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 23%
Quality
Preference for financially healthy companies
No data
Data availability: 0%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 82%

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 strong tilts toward value and momentum, both at 75%, while size, at 24%, reflects a mild tilt away from smaller companies relative to a pure small‑cap approach. Factors are like investing “ingredients” — characteristics such as cheapness (value) or recent outperformance (momentum) that research links to long‑term return patterns. A value tilt means the portfolio leans toward stocks trading at lower prices relative to fundamentals, which can excel after periods when growth stocks have dominated. A high momentum tilt means it holds more of the recent winners, which can perform well in trending markets but may be more vulnerable when trends sharply reverse. Yield and low volatility look broadly neutral, and quality has no data yet.

Risk contribution Info

  • Avantis® U.S. Equity ETF
    Weight: 20.00%
    16.7%
  • Avantis® Emerging Markets Equity ETF
    Weight: 10.00%
    12.8%
  • Invesco S&P 500® Momentum ETF
    Weight: 10.00%
    10.5%
  • Avantis® International Equity ETF
    Weight: 10.00%
    9.6%
  • SMART Earnings Growth 30 ETF
    Weight: 5.00%
    9.6%
  • Top 5 risk contribution 59.3%

Risk contribution, which measures how much each holding adds to overall ups and downs, doesn’t perfectly match simple weights. For example, the Avantis U.S. Equity ETF is 20% of the portfolio but contributes about 16.7% of total risk, slightly less than its size, suggesting it’s relatively diversified and stable within the mix. The Avantis Emerging Markets Equity ETF is 10% weight but 12.8% of risk, reflecting the higher volatility typically seen in emerging markets. The SMART Earnings Growth 30 ETF stands out: at just 5% weight, it contributes roughly 9.6% of portfolio risk, almost double its size. This shows how a smaller but more volatile or concentrated fund can punch above its weight in driving portfolio behavior.

Redundant positions Info

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

Correlation looks at how holdings move together. Highly correlated assets tend to rise and fall at the same time, limiting diversification benefits, while low or negative correlations can smooth the ride. In this portfolio, the Avantis International Equity ETF and Avantis International Small Cap Value ETF move very similarly, as do the two emerging markets equity/value ETFs. That’s expected because each pair invests in closely related segments. During broad international or emerging market rallies or sell‑offs, those linked funds will likely pull in the same direction, reinforcing each other. The presence of uncorrelated assets like managed futures, gold, and long Treasuries may add diversification, but with less than a year of data, the strength of those offsets is still uncertain.

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.

The risk‑return chart compares the current mix with an “efficient frontier” built only from these existing holdings. The current portfolio has a Sharpe ratio of 2.26, which means its excess return per unit of volatility is solid over this short period, but it sits about 27 percentage points below the frontier at its risk level. The optimal mix on that frontier shows a much higher Sharpe of 4.35 with similar volatility, and the minimum‑variance mix cuts risk significantly while still delivering positive returns. In plain terms, the math suggests that, based on recent data, a different weighting of the same ETFs could have produced a better risk/return trade‑off. Because the history is so short, these signals should be read as tentative rather than definitive.

Dividends Info

  • Avantis® International Equity ETF 2.50%
  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® Emerging Markets Equity ETF 2.10%
  • Avantis® Emerging Markets Value ETF 2.80%
  • Avantis® U.S. Equity ETF 0.90%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Simplify Managed Futures Strategy ETF 4.20%
  • Harbor All-Weather Inflation Focus ETF 5.40%
  • Invesco S&P International Developed Momentum ETF 3.50%
  • Invesco S&P 500® Momentum ETF 0.70%
  • VictoryShares Free Cash Flow ETF 1.30%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 5.10%
  • Macquarie Focused Emerging Markets Equity ETF 1.70%
  • SMART Earnings Growth 30 ETF 0.10%
  • Weighted yield (per year) 1.79%

The portfolio’s overall dividend yield is 1.79%, which is modest but not trivial. Dividend yield is the annual cash payout as a percentage of price, like interest on a savings account but not guaranteed. Several holdings, such as the international value and emerging markets value ETFs, show yields around 2.5–2.8%, while bond and inflation‑focused ETFs are higher, above 5%. On the other side, some growth and momentum funds have very low yields, under 1%, reflecting their focus on reinvested earnings or capital appreciation. Over time, dividends can be an important part of total return, especially if reinvested, but with such a short observation window, the stability of these payouts isn’t fully visible yet.

Ongoing product costs Info

  • Avantis® International Equity ETF 0.23%
  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Equity ETF 0.33%
  • Avantis® Emerging Markets Value ETF 0.36%
  • Avantis® U.S. Equity ETF 0.15%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Simplify Managed Futures Strategy ETF 0.78%
  • Harbor All-Weather Inflation Focus ETF 0.68%
  • iShares® Gold Trust Micro 0.09%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • VictoryShares Free Cash Flow ETF 0.39%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 0.15%
  • Weighted costs total (per year) 0.23%

The weighted average ongoing cost (TER) of the portfolio is about 0.23% per year, which is impressively low for an actively tilted, multi‑ETF setup. TER, or Total Expense Ratio, is like a maintenance fee taken inside each fund; lower fees mean more of the portfolio’s returns stay in the investor’s pocket. Most core Avantis and Invesco funds sit in the 0.13–0.36% range, while a few specialized strategies like managed futures and inflation‑focused ETFs are higher, near or above 0.6–0.7%. That’s normal for more complex approaches. Overall, the cost structure is a strong point: it’s closer to index‑like pricing while still giving access to factor tilts and diversifiers, which supports better compounding over the long run.

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