Diversified factor tilted portfolio with strong historical returns and room to improve risk efficiency

Report created on Apr 13, 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 is built mostly from ETFs, with a clear tilt toward equities and a mix of style strategies. There’s meaningful exposure to small-cap value, emerging markets, momentum, managed futures, long-duration bonds, gold, and a small slice of bitcoin. This blend creates a “multi-engine” setup: core stock exposure plus diversifiers that behave differently across market environments. Having several uncorrelated pieces matters because it can smooth the ride when one area struggles. Overall, this structure leans growth-focused but with thoughtful risk offsets like gold, managed futures, and Treasuries. The big picture takeaway: it’s a sophisticated, factor-aware setup rather than a plain-vanilla index mix.

Growth Info

Over the recent period, a $1,000 investment grew to about $1,563, implying a compound annual growth rate (CAGR) of 22.3%. CAGR is like your average yearly “speed” over the whole trip. That outpaced both the US market and global market by roughly 5 percentage points per year, which is a notable edge. Max drawdown — the worst peak‑to‑trough drop — was about -14%, smaller than both benchmarks, and the portfolio recovered in about a month. That combo of higher return and slightly milder drawdowns is very strong, but it’s based on a short, favorable period. Past performance, especially over just a couple of years, doesn’t guarantee similar results in tougher markets.

Projection Info

The Monte Carlo projection uses historical return and volatility patterns to generate thousands of random future paths, a bit like simulating many alternate timelines. For $1,000 over 15 years, the median outcome is about $2,566, with most results falling between roughly $1,800 and $3,800, and a wide possible range stretching from about $1,100 to over $6,300. The average simulated annual return is 7.3%, and about three‑quarters of simulations end positive. These numbers are helpful for setting expectations, but they’re still just models built on past behavior. Real markets can shift regime, so results can land outside even wide probability bands.

Asset classes Info

  • Stocks
    80%
  • No data
    10%
  • Other
    5%
  • Bonds
    3%
  • Crypto
    2%

About 80% of the portfolio sits in stocks, which drives long‑term growth but also brings meaningful volatility. A small slice is in bonds (3%), which can help during equity selloffs, especially long‑duration Treasuries that often move opposite risk assets when stress hits. Another 5% is in “other” strategies like managed futures and inflation‑focused funds that can zig when stocks zag. Crypto at 2% adds a high‑volatility kicker without dominating overall risk. A 10% “no data” bucket is simply unknown and shouldn’t be overinterpreted. Overall, this mix matches a growth‑oriented, balanced risk profile, relying mostly on equities but with intelligent diversifiers layered in.

Sectors Info

  • Financials
    16%
  • Technology
    15%
  • Industrials
    14%
  • Consumer Discretionary
    8%
  • Basic Materials
    6%
  • Energy
    6%
  • Health Care
    4%
  • Telecommunications
    4%
  • Consumer Staples
    3%
  • Utilities
    3%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is nicely spread out: financials, technology, and industrials are the top three, with no single sector dominating. Compared with typical broad indices where tech often towers over everything, this is more even‑handed. That balance helps reduce the risk of being overly tied to one economic story, like rate‑sensitive tech or bank-heavy environments. Smaller but still meaningful allocations to energy, basic materials, consumer areas, and health care add different economic drivers. This sector composition matches benchmark-like diversification, which is a strong indicator that sector risk is under control. It’s a good foundation for long‑term investing because no one theme is carrying the whole portfolio.

Regions Info

  • North America
    42%
  • Europe Developed
    10%
  • Asia Developed
    9%
  • Asia Emerging
    7%
  • Japan
    5%
  • Latin America
    3%
  • Africa/Middle East
    2%
  • Australasia
    1%
  • Europe Emerging
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, the portfolio is anchored in North America at 42%, but there’s substantial exposure across Europe, developed Asia, Japan, and several emerging regions. Compared with a typical US‑heavy investor approach, this mix is much closer to a global market stance, and may even lean a bit more toward non‑US than many home‑biased portfolios. That’s helpful because different regions go through cycles at different times, and currencies can move independently too. Underperformance in any one region is less likely to dominate overall results. This allocation is well-balanced and aligns closely with global standards, which is reassuring from a diversification and long‑term resilience perspective.

Market capitalization Info

  • Mid-cap
    21%
  • Mega-cap
    21%
  • Large-cap
    19%
  • Small-cap
    14%
  • Micro-cap
    5%

This breakdown covers the equity portion of your portfolio only.

Market cap exposure is spread across mega, large, mid, small, and even micro caps, with mid- and mega-caps leading at about 21% each. That means there’s solid exposure to the big, established names that often stabilize portfolios, plus a significant slice of smaller companies that can drive higher growth — and higher volatility. Small and micro caps (around 19% together) add more idiosyncratic risk but also broader opportunity. This distribution suggests a deliberate tilt away from just the largest global giants and toward a more complete market representation. The result is a more “all‑terrain” equity exposure that participates in many parts of the corporate size spectrum.

True holdings Info

  • Grayscale Bitcoin Mini Trust (BTC)
    2.00%
    Part of fund(s):
    • iShares Bitcoin Trust
  • Simplify Exchange Traded Funds
    1.34%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • Taiwan Semiconductor Manufacturing
    1.04%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Freedom 100 Emerging Markets ETF
  • NVIDIA Corporation
    1.00%
    Part of fund(s):
    • American Century ETF Trust
  • Apple Inc
    1.00%
    Part of fund(s):
    • American Century ETF Trust
  • Microsoft Corporation
    0.78%
    Part of fund(s):
    • American Century ETF Trust
  • Amazon.com Inc
    0.71%
    Part of fund(s):
    • American Century ETF Trust
  • SK Hynix Inc
    0.70%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Freedom 100 Emerging Markets ETF
  • Samsung Electronics Co Ltd
    0.51%
    Part of fund(s):
    • Freedom 100 Emerging Markets ETF
  • Brent Crude Future June 26
    0.50%
    Part of fund(s):
    • Simplify Managed Futures Strategy ETF
  • Top 10 total 9.56%

Looking through the ETFs’ top holdings, a few large names stand out: major US tech platforms, a leading semiconductor foundry, and prominent Asian chip makers. You also see bitcoin exposure showing up again via a trust, which reinforces the crypto slice. There’s some overlap in big global names appearing across multiple ETFs, but it’s not extreme based on the top‑10 data. Because only top holdings are included, overlap elsewhere in the portfolios is likely understated. Hidden concentration matters because several funds can all rise or fall together if they share the same stars. The current picture suggests diversified stock drivers with a modest cluster in mega‑cap tech and chips.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 50%
Size
Exposure to smaller companies
Neutral
Data availability: 80%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 50%
Quality
Preference for financially healthy companies
Neutral
Data availability: 40%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 93%

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 a clear tilt toward value (73%) and momentum (61%), with other factors roughly neutral. Factors are like underlying “personality traits” of investments — value leans toward cheaper stocks, momentum favors recent winners. A high value tilt means the portfolio may shine when cheaper, out‑of‑favor companies rebound, but it can lag when expensive growth dominates. The momentum tilt can boost returns in trending markets but may get hit hard during sharp reversals. Because size, quality, yield, and low volatility sit near neutral, the portfolio still resembles the broad market on those dimensions. Overall, this is a thoughtful factor profile with intentional value and momentum ingredients.

Risk contribution Info

  • American Century ETF Trust
    Weight: 20.00%
    21.5%
  • Invesco S&P MidCap Momentum ETF
    Weight: 10.00%
    13.2%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    12.9%
  • Avantis® Emerging Markets Equity ETF
    Weight: 10.00%
    11.2%
  • Avantis® International Equity ETF
    Weight: 10.00%
    9.8%
  • Top 5 risk contribution 68.4%

Risk contribution shows how much each holding adds to overall ups and downs, which can differ from its weight. The core American Century ETF is 20% of the portfolio but contributes about 21% of the risk, so it behaves roughly as expected. The mid‑cap momentum and US small‑cap value ETFs each weigh 10% but contribute 13% and 12.9% of risk, respectively, meaning they punch a bit above their weight. Together with the core holding, the top three positions drive nearly half of total risk. That’s acceptable but worth keeping in mind: tweaks to these funds will move the portfolio’s volatility more than changes in smaller holdings.

Redundant positions Info

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

A couple of ETF pairs are highly correlated, particularly the international equity fund with the international small‑cap value ETF, and the two emerging markets equity/value ETFs. Correlation measures how similarly assets move; when it’s high, they tend to rise and fall together. That doesn’t make them redundant, but it does mean they may not help much during a downturn specific to that region. In practice, holding both broad and value‑tilted funds in the same area increases depth rather than diversification across regions. The broader portfolio still looks well diversified, but within those international and emerging sleeves, performance will likely be closely linked.

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.

On the risk‑return chart, the current portfolio sits below the efficient frontier, which represents the best possible return for each level of risk using only these holdings. Its Sharpe ratio — a measure of return per unit of risk — is 1.27, while the optimal mix of the same funds reaches 2.21 with slightly lower volatility. That means just reweighting the existing ETFs, without adding new ones, could potentially deliver higher expected returns with less risk. There’s also a minimum‑variance mix that reduces risk significantly but also lowers return. The key takeaway: the ingredients are strong, but the proportions could be fine‑tuned to use them more efficiently.

Dividends Info

  • Avantis® International Equity ETF 2.60%
  • Avantis® International Small Cap Value ETF 2.80%
  • Avantis® Emerging Markets Equity ETF 2.30%
  • Avantis® Emerging Markets Value ETF 3.00%
  • American Century ETF Trust 0.90%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Simplify Managed Futures Strategy ETF 3.90%
  • Freedom 100 Emerging Markets ETF 1.90%
  • Harbor All-Weather Inflation Focus ETF 5.70%
  • Invesco S&P International Developed Momentum ETF 3.60%
  • Invesco S&P MidCap Momentum ETF 0.70%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 5.10%
  • Weighted yield (per year) 2.07%

The overall dividend yield sits around 2.07%, which is modest but meaningful. Yield is the cash income you receive as a percentage of your investment, mainly from dividends and bond interest. Several holdings, especially the inflation‑focused ETF and long Treasuries, offer relatively high yields above 5%, while others like momentum and small‑cap value funds pay less. This mix is more growth‑tilted than income‑focused but still produces a steady stream of cash that can be reinvested. For investors not relying on current income, reinvesting those payouts helps compound returns over time, even if dividends are not the main driver of the strategy.

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%
  • American Century ETF Trust 0.15%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Simplify Managed Futures Strategy ETF 0.78%
  • Freedom 100 Emerging Markets ETF 0.49%
  • Harbor All-Weather Inflation Focus ETF 0.68%
  • iShares® Gold Trust Micro 0.09%
  • iShares Bitcoin Trust 0.12%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund 0.15%
  • Weighted costs total (per year) 0.30%

The portfolio’s total expense ratio (TER) averages about 0.30%, which is quite reasonable for a lineup that includes specialized strategies like managed futures, emerging markets, and factor funds. TER is the annual fee paid to fund providers, taken out of returns behind the scenes. Some vehicles are very cheap — like the gold trust and core ETF — while higher‑cost pieces include managed futures and inflation‑oriented funds. Those more expensive positions can still earn their keep if they truly diversify risk or add unique return drivers. Overall, the costs are impressively low for such a sophisticated mix, supporting better long‑term performance than a similar but pricier setup.

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