Concentrated factor driven portfolio with strong quality tilt and short but promising performance history
Report created on May 5, 2026Risk profile
3/7
Diversification profile
5/5
Positions
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VF Vanguard U.S. Value Factor
VFVA - US9219358051 56.00% -
SI SITC International Holdings Company Limited
SITIF 14.00% -
BX Barings Global Credit Income Opport Fund
BXICX - US5762918010 13.00% -
XE Ellsworth Fund Ltd
XECFX 9.00% -
XD Roundhill S&P 500 No Dividend Target ETF
XDIV 8.00%
This portfolio is built around a single core holding, a US value-focused ETF at 56%, with the rest split across one Asia-listed stock, two income-oriented mutual funds, and a smaller US ETF that screens out dividend payers. Structurally, this creates a “core and satellites” setup: one main driver plus several supporting positions. With only around 10 months of live data, any reading of how this mix behaves over full market cycles is still tentative. The current mix suggests an equity-led portfolio with some bond income and a notable individual company stake. That structure can produce clear behavior patterns over time, but the short track record means those patterns are not yet firmly established.
Growth
Over the roughly 10‑month window, a hypothetical $1,000 in this portfolio grew to about $1,205, implying a compound annual growth rate (CAGR) of 25.62%. CAGR is like average speed on a road trip: it smooths out day‑to‑day bumps. Over this short span, returns beat both the US market (19.67% CAGR) and the global market (22.10%). Max drawdown, the worst peak‑to‑trough drop, was relatively mild at -6.07%, smaller than both benchmarks. Only eight days delivered 90% of total gains, showing results were driven by a few strong bursts. Because this period is short and favorable, it’s too early to treat these numbers as a stable, long‑term pattern.
Projection
The Monte Carlo projection uses the recent return and volatility data to simulate 1,000 possible 15‑year paths for a $1,000 investment. Think of it as running many “what if” market histories based on how the portfolio has behaved so far. The median outcome lands near $2,551, with a wide middle range from about $1,792 to $3,637, and an even wider extreme band. The average annualized return across simulations is 7.19%, with roughly 73% of trials ending positive. Because the input history is only about 10 months, these simulations rest on limited evidence. They illustrate a range of possibilities, not a forecast, and should be viewed as rough scenarios rather than precise expectations.
Asset classes
- Stocks 70%
- No data 17%
- Bonds 13%
By asset class, about 70% of the portfolio is in stocks, 13% in bonds, and 17% in a “no data” category where the system can’t classify holdings. That means the visible slice is equity‑heavy with a modest bond component. Stocks tend to drive growth and volatility, while bonds generally provide steadier income and can soften swings. Compared with very stock‑dominant portfolios, this blend leaves a noticeable but not overwhelming role for bonds. The unclassified portion does add some uncertainty about the true mix, but the majority clearly sits in listed equities. Over longer periods, this kind of allocation can show a mix of growth behavior and partial cushioning, though the short history limits what can be inferred so far.
Sectors
- Industrials 18%
- Financials 14%
- Health Care 8%
- Technology 8%
- Consumer Discretionary 7%
- Energy 4%
- Consumer Staples 4%
- Telecommunications 3%
- Basic Materials 2%
This breakdown covers the equity portion of your portfolio only.
Sector exposure shows meaningful tilts toward industrials (18%) and financials (14%), with smaller but noticeable slices in health care, technology, and consumer‑related areas. Energy, consumer staples, telecoms, and basic materials all appear but at lower weights. Relative to broad global benchmarks that are often dominated by technology and communication services, this portfolio looks more balanced across business types and slightly more oriented toward traditional “economic” sectors. That can mean performance is closely linked to general business cycles, shipping volumes, rates, and credit conditions rather than being driven mostly by high‑growth tech names. With less than a year of data, it’s too soon to judge how these sector tilts behave in different macro environments, but the spread itself is respectably diversified.
Regions
- North America 55%
- Asia Developed 14%
- No data 13%
- Europe Developed 1%
This breakdown covers the equity portion of your portfolio only.
Geographically, about 55% of the portfolio is tied to North America, 14% to developed Asia, 1% to developed Europe, and 13% sits in a “no data” bucket. This means exposure is clearly US‑anchored but not exclusively so, with a notable direct stake in Asia via SITC International. Compared with many global equity benchmarks that have a heavy US tilt but broader European coverage, this portfolio currently leans more toward North America plus select Asia and less toward Europe. That setup can create different currency and economic drivers than a standard world index. Again, with only about 10 months of history, there isn’t yet a long track record of how this geographic mix responds across full market and currency cycles.
Market capitalization
- Large-cap 27%
- Micro-cap 17%
- Small-cap 14%
- Mid-cap 11%
- Mega-cap 1%
This breakdown covers the equity portion of your portfolio only.
By market capitalization, exposure spreads across several size buckets: 27% large‑cap, 14% small‑cap, 11% mid‑cap, 1% mega‑cap, and a relatively high 17% in micro‑caps. Larger companies tend to have more stable earnings and liquidity, while micro‑caps can be more volatile and sensitive to news, sometimes moving sharply on less trading. This blend suggests the portfolio isn’t restricted to the biggest household names and taps into smaller firms as well. That can add return potential but also increases the range of possible short‑term outcomes. Because the observed period is short and seemingly favorable, current stability may understate how strongly the micro‑cap segment can move during more stressed market conditions.
True holdings
-
-
23 Taiwan Semiconductor Manufacturing Co. Ltd. 1.06%
Part of fund(s):- Roundhill S&P 500 No Dividend Target ETF
- SSgA SPDR ETFs Europe I Public Limited Company - SPDR MSCI Emerging Markets UCITS ETF
-
EO EOG Resources Inc 0.58%
Part of fund(s):- Vanguard U.S. Value Factor
-
T AT&T Inc 0.55%
Part of fund(s):- Vanguard U.S. Value Factor
-
BM Bristol-Myers Squibb Company 0.55%
Part of fund(s):- Vanguard U.S. Value Factor
-
VZ Verizon Communications Inc 0.54%
Part of fund(s):- Vanguard U.S. Value Factor
-
CM Comcast Corp 0.53%
Part of fund(s):- Vanguard U.S. Value Factor
-
CI Cigna Corp 0.50%
Part of fund(s):- Vanguard U.S. Value Factor
-
CR Salesforce.com Inc 0.47%
Part of fund(s):- Vanguard U.S. Value Factor
-
GM General Motors Company 0.46%
Part of fund(s):- Vanguard U.S. Value Factor
- Top 10 total 19.25%
This breakdown covers the equity portion of your portfolio only.
Looking through the funds and ETFs, SITC International stands out at 14% as a direct single‑company position, while most other underlying exposures are small, each well under 2%. Companies like Taiwan Semiconductor, AT&T, Verizon, and Comcast appear via fund holdings but at modest percentages. Overlap, where the same stock appears in multiple vehicles, seems limited among the currently visible top‑10 ETF constituents, though coverage is only 27.1% of the total portfolio. That means true overlap may be somewhat higher than what’s seen here. The key insight is that one individual company is a significant driver, while the rest of the look‑through list is widely spread. With only months of history, the longer‑term behavior of that single‑company stake hasn’t really been tested yet.
Factors
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 tilts toward value (81%), momentum (80%), and especially quality (100%), with yield also elevated at 69%. Factors are like underlying traits—cheapness, trend strength, balance sheet health—that research links to returns over time. A strong value tilt means the holdings lean toward cheaper stocks based on fundamentals; high momentum indicates a bias toward recent winners; and a maximum quality score signals a focus on financially robust firms. Yield being above average suggests an income flavor as well. Together, this creates a distinct profile: solid businesses, attractively priced, that have been performing well recently. In different markets, such a combination can either shine or lag, but with only about 10 months of data, long‑run behavior of this factor mix is still mostly theoretical here.
Risk contribution
-
Vanguard U.S. Value Factor
Weight: 56.00% 58.6% -
SITC International Holdings Company Limited
Weight: 14.00% 28.1% -
Ellsworth Fund Ltd
Weight: 9.00% 7.2% -
Roundhill S&P 500 No Dividend Target ETF
Weight: 8.00% 5.4% -
Barings Global Credit Income Opport Fund
Weight: 13.00% 0.8%
Risk contribution reveals how much each holding drives the portfolio’s ups and downs. The core value ETF, at 56% weight, contributes about 59% of risk, roughly in line with its size. SITC, at only 14% weight, contributes a hefty 28% of total risk, with a risk‑to‑weight ratio of 2.00, making it the most “intense” position. The Barings credit fund is the opposite: 13% of weight but less than 1% of risk, behaving more like a stabilizer. Overall, the top three holdings explain nearly 94% of total risk, so day‑to‑day movements are mostly about these positions. This concentration is important context for the 3/7 risk score: despite a cautious label, realized risk so far is tightly tied to a few holdings during a relatively calm period.
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 shows the current portfolio with a Sharpe ratio of 1.62, compared against an “optimal” mix of the same holdings at 2.0 and a minimum‑variance version at 0.3. The Sharpe ratio measures return per unit of volatility, using the 4% risk‑free rate as a baseline—higher is better for a given risk level. The current portfolio sits about 1.69 percentage points below the efficient frontier, meaning that, based on recent data, reshuffling weights among the existing holdings could have delivered a higher historical return for the same risk. The encouraging piece is that it’s not hugely far off the frontier, especially given the very limited data window, so current efficiency already looks respectable within those constraints.
Dividends
- SITC International Holdings Company Limited 10.20%
- Vanguard U.S. Value Factor 2.00%
- Barings Global Credit Income Opport Fund 0.50%
- Weighted yield (per year) 2.61%
The overall indicated dividend yield is 2.61%, with a wide range across holdings. SITC stands out with a double‑digit yield above 10%, the value ETF sits near 2%, and the Barings credit fund is currently quite low at 0.5% in this snapshot. Dividend yield is simply annual cash paid out divided by price, and it can be an important part of total return over time, especially in sideways markets. Here, a large chunk of income potential seems to hinge on a single high‑yield stock. Because the history is short, it’s unclear how stable that payout will be across cycles, and yields themselves can change meaningfully as prices and distributions move year to year.
Ongoing product costs
- Vanguard U.S. Value Factor 0.13%
- Ellsworth Fund Ltd 1.23%
- Barings Global Credit Income Opport Fund 1.95%
- Weighted costs total (per year) 0.44%
Total ongoing costs come to about 0.44% per year, combining a very low‑fee ETF core (0.13%) with higher‑cost mutual funds at 1.23% and 1.95%. The weighted result is still comfortably below 0.5%, which is impressively low for a portfolio that includes active or specialized funds. Fees act like a small headwind each year—tiny in one year, but noticeable over long periods because they compound. Keeping the overall TER at this level supports better net outcomes compared to higher‑fee structures with similar exposures. Given the limited historical window, it’s too early to say whether the added cost of the active funds has been consistently offset by differentiated behavior, but the blended cost structure itself is a clear positive.
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