Riding the Nasdaq rocket with a backup S&P parachute that is basically a decorative accessory
Report created on Jun 12, 2026Risk profile
5/7
Diversification profile
2/5
Positions
-
QQ Invesco NASDAQ 100 ETF
QQQM - US46138G6492 96.62% -
VO Vanguard S&P 500 ETF
VOO - US9229083632 3.38%
This portfolio is basically one big bet in a thin disguise: almost everything rides on a single Nasdaq 100 ETF, with a token sprinkle of S&P 500 on top like someone remembered diversification five minutes before submitting the order. Structurally, it’s a growth rocket strapped to another growth rocket and labeled “diversified” because there are technically two funds. That kind of simplicity is efficient, but it’s also brutally binary: if the growth darlings run, life is good; if they don’t, there is nowhere to hide. This isn’t a mix; it’s one idea executed twice, with different branding and slightly different index rules.
Growth
One or more local-currency benchmark funds are unavailable for this report.
Historically, the rocket did what rockets do: 17.48% CAGR turned $1,000 into $2,476, easily beating the global market’s 13.51%. The price was a face-slap max drawdown of -34.59%, deeper and slower to recover than the broad market. CAGR (compound annual growth rate) is your “average speed,” but that doesn’t show the whiplash on the way. The fact that 90% of returns came from just 24 days is the giveaway: miss a tiny cluster of good days, and the magic trick disappears. Past data is helpful, but it’s still just a highlight reel, not a contract with the future.
Projection
The Monte Carlo projection takes past behavior, shakes it in a math blender, and spits out many possible futures. Median outcome of $2,711 from $1,000 over 15 years looks nice on paper, but the range is the real story: from barely above your starting amount to over $7,600. That spread says “roller coaster,” not “steady climb.” Simulations basically say: odds of being up are decent, but how much you’re up is a coin toss between “meh” and “wow.” And like any model, it assumes tomorrow behaves kind of like yesterday, which markets historically love to disprove at the most inconvenient times.
Asset classes
- Stocks 100%
Asset class breakdown? That was quick: 100% stocks, 0% anything else. This isn’t an allocation; it’s an equity monologue. That’s fine if the goal is maximum drama, but it leaves no built-in shock absorbers. Asset classes are like a band: stocks do the solos, bonds and other assets keep rhythm. Here, the drummer and bassist have been fired and the guitarist is playing straight into a cranked amp. It means every market squall hits full force, with nothing boring in the mix to smooth the ride when volatility decides to show off.
Sectors
- Technology 59%
- Telecommunications 14%
- Consumer Discretionary 11%
- Consumer Staples 6%
- Health Care 4%
- Industrials 3%
- Utilities 1%
- Basic Materials 1%
- Energy 1%
- Financials 1%
Sector-wise, this thing is a full-blown tech and communication obsession: about 59% tech and another big chunk in telecom-type growth names. Everything else is background noise in single digits. That’s less “broad market exposure” and more “fan club for a specific style of company.” When that style is in fashion, great; when the market decides cash flow, pricing power, or dull stability matter again, this sector stack can suddenly look very 2021. Sector concentration means the portfolio’s mood swings are basically locked to one economic storyline instead of multiple, which is fun only when the story goes your way.
Regions
- North America 98%
- Europe Developed 1%
Geographically, this portfolio thinks the world ends at the US border: 98% North America with a rounding error of developed Europe thrown in. It’s the financial equivalent of saying, “Global economy? Never heard of her.” That works brilliantly when the US is the main character in the market drama, but if leadership shifts elsewhere, this setup just shrugs and watches from the sidelines. Geographic diversification matters because different regions peak and crash at different times. Here, everything is synced to one macro narrative: whatever happens to the US happens to the entire portfolio, at full volume.
Market capitalization
- Mega-cap 54%
- Large-cap 35%
- Mid-cap 11%
Market cap exposure is another study in “go big or go home”: 54% mega-cap, 35% large-cap, and a token 11% mid-cap. This is basically a fan letter to corporate giants. On one hand, mega-caps can be somewhat steadier than tiny speculative names. On the other, when the market decides it’s done paying premium prices for the biggest glamour stocks, those giants can fall hard together. There’s very little exposure to smaller companies that might zig while the behemoths zag. So the portfolio is diversified across logos, but not really across size-driven behavior.
True holdings
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NV NVIDIA Corporation 8.35%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
AA Apple Inc 7.04%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
MS Microsoft Corporation 4.95%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
MU Micron Technology Inc 4.65%
Part of fund(s):- Invesco NASDAQ 100 ETF
-
AM Amazon.com Inc 4.33%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
GO Alphabet Inc Class A 3.51%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
AM Advanced Micro Devices Inc 3.42%
Part of fund(s):- Invesco NASDAQ 100 ETF
-
GO Alphabet Inc Class C 3.25%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
-
TS Tesla Inc 3.22%
Part of fund(s):- Invesco NASDAQ 100 ETF
- LS 1x Tesla Tracker ETP Securities GBP
- Vanguard S&P 500 ETF
-
AV Broadcom Inc 3.08%
Part of fund(s):- Invesco NASDAQ 100 ETF
- Vanguard S&P 500 ETF
- Top 10 total 45.81%
The look-through holdings reveal the punchline: this is less a portfolio and more a tribute album to about ten companies. NVIDIA, Apple, Microsoft, Amazon, Alphabet (twice), AMD, Tesla, Broadcom, Micron — they’re all doing laps inside your ETFs. Holding two funds here doesn’t create diversification; it mostly double-dips into the same celebrity lineup. And remember, this is only using top-10 ETF holdings, so hidden overlap is probably worse than it looks. When the same names drive multiple layers, concentration hides behind ticker symbols, and any problem in those giants echoes through the whole structure.
Factors
Factor-wise, this portfolio is basically saying “give me expensive, big, and spicy.” Low value exposure means it tilts away from cheap stocks; low size exposure leans it toward bigger companies. Yield and low volatility are also low, so it’s not chasing income or smoothness either. Momentum and quality sit at neutral, so there’s no strong tilt toward recent winners or rock-solid balance sheets to offset the other biases. Factors are like the secret recipe underneath the brand; this recipe screams growth glamour over sturdiness or bargain hunting. When markets reward caution or cheapness, this mix is swimming upstream.
Risk contribution
-
Invesco NASDAQ 100 ETF
Weight: 96.62% 97.6% -
Vanguard S&P 500 ETF
Weight: 3.38% 2.4%
Risk contribution is where the illusion of choice completely dies. The Nasdaq 100 ETF is 96.62% of the weight and a whopping 97.59% of total risk. The S&P 500 sliver is basically a spectator contributing 2.41% of risk and barely moving the needle. Risk contribution tells you which positions are actually driving the portfolio’s mood swings, and here it’s one position doing almost all the work. That’s like calling it a “team effort” when one player takes every shot. Any shock that hits those top growth names hits nearly the entire portfolio, regardless of the second ETF’s comforting presence.
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 section is almost insulting in how it mocks complexity: this portfolio is basically on the frontier, with a Sharpe ratio of 0.66 versus 0.91 for the optimal setup using the same ingredients. The model is saying, “If you’re going to be this concentrated and spicy, at least you’re doing it efficiently.” The optimal and minimum-variance portfolios are the same point, which tells you there’s not much room to rearrange this duo into something smoother without changing the actual holdings. So yes, it’s risky — but mathematically, it’s a clean, committed kind of risky.
Dividends
- Invesco NASDAQ 100 ETF 0.40%
- Vanguard S&P 500 ETF 1.10%
- Weighted yield (per year) 0.42%
Dividend yield at 0.42% is almost a rounding error. This portfolio clearly didn’t show up for income; it showed up for vibes and capital gains. Dividends can act like a slow drip of return that doesn’t care about daily price noise. Here, that drip is more of a reluctant occasional sprinkle. Relying on price appreciation alone means the portfolio’s entire story is “things go up,” which is fantastic in good markets and very quiet in flat or choppy ones. Anyone hoping the cash flow will soften the emotional blow of drawdowns will not find much comfort here.
Ongoing product costs
- Invesco NASDAQ 100 ETF 0.15%
- Vanguard S&P 500 ETF 0.03%
- Weighted costs total (per year) 0.15%
On costs, this thing is weirdly responsible: a total TER of 0.15% is solid, especially for a growth-tilted setup. You’re not getting gouged; you’re just taking big risks cheaply. It’s like flying economy on a budget airline strapped to a rocket — the ride might be rough, but at least the ticket wasn’t overpriced. Low fees don’t fix concentration, but they do mean less performance gets shaved off the top each year. So the portfolio’s main problems are entirely self-inflicted by design, not by fee drag. You can’t blame the expense ratios for whatever happens next.
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