Diversified conservative portfolio using alternatives and treasuries to cushion equity and macro risks

Report created on Apr 17, 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

The portfolio blends long term government bonds around two fifths with stocks a bit over a third and a sizable slice in “other” assets like gold and managed futures. That mix is unusual for many everyday investors but fits a conservative risk score because it leans heavily on safer bonds and diversifiers instead of pure stocks. Structurally you’ve got multiple return engines: interest from bonds, stock growth, gold as a crisis hedge, and managed futures that can go long or short different markets. This broad mix can help smooth the ride through different economic cycles, though it will typically lag pure stock portfolios when markets are roaring.

Growth Info

Historically a $1,000 investment grew to about $1,800 over roughly five and a half years, a compound annual growth rate (CAGR) of 11.31%. CAGR is like your “average speed” over a long trip, smoothing out bumps along the way. The portfolio trailed both the US and global stock markets, which is expected because it holds a lot of lower risk assets. In return, the worst peak to trough loss was about -15%, meaning much shallower declines than the markets’ -24% to -26% drawdowns. That smaller drop and full recovery show the defensive structure did its job: less pain in bad times for somewhat lower gains in great times.

Projection Info

The Monte Carlo simulation projects many possible 15 year paths by remixing historical returns and volatility to estimate future outcomes. Think of it as running 1,000 alternate histories where markets behave roughly like the past but in different sequences. The median outcome roughly doubles capital in real terms, but there’s a wide range: some paths end a bit above cash, others much higher. The average simulated return of about 5.5% per year is well below past realized performance, reflecting more cautious forward assumptions. These simulations are useful for setting expectations, but they’re not forecasts; future markets can be better or worse than any model based on history.

Asset classes Info

  • Bonds
    42%
  • Stocks
    37%
  • Other
    22%

Asset class allocation is a clear strength. Around 42% in bonds, 37% in stocks, and 22% in alternatives like gold and managed futures is highly diversified for a conservative setup. Compared with typical “balanced” mixes, this holds more bonds and alternatives and fewer pure equities, which naturally lowers volatility and deep drawdowns. That tradeoff fits a 2/7 risk score well: less upside when stocks surge, but also less anxiety during crashes. This allocation is well balanced and aligns closely with global standards for investors who prioritize capital preservation and smoother returns over chasing maximum growth. It forms a solid core structure that doesn’t rely on any single asset class.

Sectors Info

  • Technology
    9%
  • Consumer Discretionary
    4%
  • Industrials
    4%
  • Basic Materials
    4%
  • Telecommunications
    3%
  • Financials
    2%
  • Consumer Staples
    2%
  • Energy
    2%
  • Health Care
    1%
  • Utilities
    1%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is pleasantly spread out, with no single sector dominating. Technology is the largest slice but still under 10%, much less concentrated than broad US market indices where tech often plays an outsized role. You also have meaningful but modest exposure to consumer businesses, industrials, materials, telecoms, and financials, with smaller allocations elsewhere. That balance helps avoid being overly tied to one type of economic story, like growth tech or energy cycles. The portfolio’s sector composition matches benchmark data reasonably well, which is a strong indicator of diversification and reduces the risk that a single sector shock derails overall performance.

Regions Info

  • North America
    18%
  • Europe Developed
    6%
  • Japan
    5%
  • Australasia
    2%
  • Africa/Middle East
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, the portfolio leans toward North America but not overwhelmingly so, with additional exposure to developed Europe, Japan, Australasia, and even a bit to Africa and the Middle East. This broad spread reduces reliance on one economy, interest rate regime, or political system. Many portfolios for US investors end up 70%–90% in North America, so an 18% equity share there is actually a relatively global stance when you factor in the bond and alternative portions. That said, the “other” sleeve (gold and managed futures) is more global and macro driven, which quietly adds geographic and economic diversification beyond the equity country labels you see listed.

Market capitalization Info

  • No data
    16%
  • Mid-cap
    11%
  • Mega-cap
    8%
  • Small-cap
    6%
  • Large-cap
    6%
  • Micro-cap
    1%

This breakdown covers the equity portion of your portfolio only.

Market capitalization exposure is nicely spread from mega caps down to micro caps, with a healthy presence in small and mid caps through the international small cap value ETF. Market cap describes company size; larger firms tend to be more stable, while smaller ones can be more volatile but sometimes offer higher growth or value opportunities. Here, mega and large caps still anchor the equity side, but there is a clear tilt toward smaller companies, which can diversify away from the biggest global names. The “no data” portion mostly reflects alternative strategies where traditional size categories don’t apply, rather than a blind spot in the analysis.

True holdings Info

  • iMGP DBi Managed Futures Strategy ETF
    3.97%
    Part of fund(s):
    • iMGP DBi Managed Futures Strategy ETF
  • NVIDIA Corporation
    1.41%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
  • Apple Inc
    1.16%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
  • Microsoft Corporation
    0.87%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
  • Amazon.com Inc
    0.79%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
  • Wipro Limited ADR
    0.77%
    Part of fund(s):
    • Vanguard Long-Term Treasury Index Fund ETF Shares
  • Meta Platforms Inc.
    0.57%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
  • Alphabet Inc Class A
    0.57%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
  • Broadcom Inc
    0.55%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
  • Tesla Inc
    0.54%
    Part of fund(s):
    • Invesco NASDAQ 100 ETF
    • LS 1x Tesla Tracker ETP Securities GBP
  • Top 10 total 11.21%

Looking through the top holdings, there is some concentration in mega cap US technology leaders like NVIDIA, Apple, Microsoft, Amazon, and Tesla via the equity ETFs. Because only top ten ETF holdings are captured, overall overlap is likely higher than shown, but still moderate. The most notable single exposure is actually the managed futures ETF itself, showing up both as a direct position and in the look through list. Hidden overlap matters because owning the same big names through multiple funds can amplify their impact on your returns and risks even when any one ETF allocation seems modest. Here, overlap is present but not extreme.

Factors Info

Value
Preference for undervalued stocks
Neutral
Data availability: 32%
Size
Exposure to smaller companies
Low
Data availability: 48%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 48%
Quality
Preference for financially healthy companies
Neutral
Data availability: 32%
Yield
Preference for dividend-paying stocks
High
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 78%

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 looks quite balanced overall, with most factors sitting close to neutral. The one notable tilt is toward yield, which is mildly higher than the market average. Factor investing focuses on traits like value, size, momentum, quality, low volatility, and yield that research links to long term returns. A higher yield tilt means more exposure to investments that pay out higher income, such as bonds and some value oriented stocks. That’s consistent with the conservative risk score and the portfolio’s solid income profile. With value, momentum, quality, and low volatility all near neutral, behavior should be broadly market like rather than heavily “betting” on any single factor style.

Risk contribution Info

  • Invesco NASDAQ 100 ETF
    Weight: 16.00%
    27.0%
  • SPDR Gold Mini Shares
    Weight: 20.00%
    25.9%
  • Avantis® International Small Cap Value ETF
    Weight: 16.00%
    23.0%
  • Vanguard Long-Term Treasury Index Fund ETF Shares
    Weight: 26.00%
    19.0%
  • iMGP DBi Managed Futures Strategy ETF
    Weight: 16.00%
    5.1%
  • Top 5 risk contribution 100.0%

Risk contribution shows how much each holding actually drives the portfolio’s ups and downs, which can differ a lot from its weight. The NASDAQ 100 ETF is 16% of the portfolio but contributes about 27% of total risk, reflecting its growth heavy, more volatile nature. Gold also pulls higher than its weight, at 20% allocation but roughly 26% of risk. Together with the international small cap value ETF, the top three positions generate about three quarters of overall volatility. In contrast, long term treasuries and managed futures contribute less risk than their weights. Periodic rebalancing can help keep these risk contributions aligned with your comfort level.

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 efficient frontier chart suggests the current mix sits below the best possible risk return tradeoff that could be achieved using the same holdings. The Sharpe ratio, which measures return per unit of risk over a risk free rate, is 0.63 for the current portfolio, while the optimal mix reaches 1.34 at slightly higher volatility. Being about 3.9 percentage points below the frontier at your current risk level means the ingredients are good, but the recipe could be tweaked for more return without necessarily adding risk. Reweighting between bonds, equities, gold, and managed futures could move you closer to that curve, making fuller use of the diversification already built in.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.80%
  • iMGP DBi Managed Futures Strategy ETF 5.30%
  • Invesco NASDAQ 100 ETF 0.50%
  • iShares Trust 3.90%
  • Vanguard Long-Term Treasury Index Fund ETF Shares 4.50%
  • Weighted yield (per year) 2.78%

The overall dividend yield of about 2.78% is solid for a conservative multi asset mix. Yield is the cash income your investments pay out annually as a percentage of value, like interest or dividends. Bonds and the managed futures fund are the largest income contributors, with long term treasuries yielding around 4.5% and managed futures above 5%. The equity side is more growth oriented, especially the NASDAQ 100 slice with a low yield, balancing income with capital appreciation potential. For investors seeking a mix of income and growth rather than purely chasing high yield, this setup is quite reasonable and helps support returns even when price gains are muted.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • iMGP DBi Managed Futures Strategy ETF 0.85%
  • SPDR Gold Mini Shares 0.10%
  • Invesco NASDAQ 100 ETF 0.15%
  • iShares Trust 0.07%
  • Vanguard Long-Term Treasury Index Fund ETF Shares 0.04%
  • Weighted costs total (per year) 0.25%

Costs are impressively low. The total expense ratio (TER) around 0.25% is competitive for a portfolio that blends vanilla index funds with more specialized strategies like managed futures and international small cap value. TER is the annual fee charged by funds, quietly deducted from performance; shaving even a few tenths of a percent can add up significantly over decades. The cheapest pieces are the Vanguard treasury ETF and the broad iShares fund, while the managed futures and small cap value strategies understandably cost more. Overall, this fee level supports better long term performance and shows thoughtful fund selection that avoids unnecessary cost drag.

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