A factor tilted balanced portfolio combining growth value yield and alternatives with moderate overall risk
as of Mar 12, 2026Risk 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.
What type of investor this portfolio is suitable for
Balanced Investors
This setup fits an investor who is comfortable with meaningful market swings in pursuit of higher long‑term growth. They likely have at least a 10‑ to 20‑year horizon, giving time to ride out deep but temporary drawdowns of 30% or more. A person in this profile often enjoys a more hands‑on or informed approach, appreciating ideas like factors, small‑cap tilts, and diversifying alternatives. Steady income is helpful but not the main focus; building wealth and outpacing inflation matter more. Risk tolerance is moderate‑to‑high, but not extreme, since the portfolio still includes some defensive and diversifying elements to avoid feeling like a pure all‑equity roller coaster.
Positions
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Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 20.00% -
Schwab U.S. Large-Cap Growth ETF
SCHG - US8085243009 20.00% -
Schwab U.S. Dividend Equity ETF
SCHD - US8085247976 15.00% -
Avantis® International Small Cap Value ETF
AVDV - US0250728021 10.00% -
iMGP DBi Managed Futures Strategy ETF
DBMF - US53700T8273 10.00% -
FIDELITY ZERO INTERNATIONAL INDEX FUND
FZILX - US31635T6091 10.00% -
Invesco S&P 500® Momentum ETF
SPMO - US46138E3392 10.00% -
iShares Gold Trust
IAU - US4642852044 5.00%
The structure mixes about 87% stocks with small slices of bonds, cash, gold, and managed futures. Within stocks, there is a blend of growth, value, and dividend styles plus both U.S. and international exposure. This looks more adventurous than a classic “balanced” 60/40 setup but still has some stabilizers. That balance matters because stocks drive long‑term growth while diversifiers can cushion big market swings. This allocation is well-balanced and aligns closely with global standards for an equity‑heavy, multi‑asset setup. To refine further, it could help to decide a clear target split between growth, value, and income so that future rebalancing keeps the mix aligned with your long‑term plan.
True holdings
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NVIDIA Corporation 3.19%Part of fund(s):
- Invesco S&P 500® Momentum ETF
- Schwab U.S. Large-Cap Growth ETF
-
iMGP DBi Managed Futures Strategy ETF 2.48%Part of fund(s):
- iMGP DBi Managed Futures Strategy ETF
-
Apple Inc 2.01%Part of fund(s):
- Schwab U.S. Large-Cap Growth ETF
-
Broadcom Inc 1.73%Part of fund(s):
- Invesco S&P 500® Momentum ETF
- Schwab U.S. Large-Cap Growth ETF
-
Meta Platforms Inc. 1.69%Part of fund(s):
- Invesco S&P 500® Momentum ETF
- Schwab U.S. Large-Cap Growth ETF
-
Microsoft Corporation 1.49%Part of fund(s):
- Schwab U.S. Large-Cap Growth ETF
-
Amazon.com Inc 1.01%Part of fund(s):
- Schwab U.S. Large-Cap Growth ETF
-
Alphabet Inc Class A 0.89%Part of fund(s):
- Schwab U.S. Large-Cap Growth ETF
-
Tesla Inc 0.85%Part of fund(s):
- Schwab U.S. Large-Cap Growth ETF
-
Lockheed Martin Corporation 0.74%Part of fund(s):
- Schwab U.S. Dividend Equity ETF
- Top 10 total 16.08%
Looking through the top holdings, there is a clear tilt toward major U.S. growth names like NVIDIA, Apple, Microsoft, and Amazon, plus exposure to a managed futures ETF inside other funds. Because only top‑10 ETF holdings are used, actual overlap is probably higher than reported. This concentration in mega‑cap leaders can boost gains when those names are in favor but can hurt if that segment lags. It is helpful to treat these underlying exposures as a single “cluster” of similar risk. Periodically checking how much total weight sits in the same big names can help avoid accidentally letting a few stocks dominate overall behavior.
Growth
Historically, the portfolio shows a strong compound annual growth rate (CAGR) of about 15.8%. CAGR is like the average yearly speed of a road trip, smoothing out all the bumps. Starting with $10,000, that path would have hypothetically grown much faster than broad stock benchmarks. But the max drawdown of roughly –32% shows it can still drop sharply in rough markets, similar to a stock‑heavy allocation. Only 27 days made up 90% of returns, which is typical for equity portfolios where a few big days matter a lot. While this track record is impressive, it’s crucial to remember that past performance never guarantees similar results going forward.
Projection
The Monte Carlo analysis uses 1,000 simulations based on historical patterns to estimate possible future paths. It’s like running thousands of alternate timelines, each with different return sequences, then checking the range. Here, even the 5th percentile ends slightly above breakeven, while the median and higher percentiles show substantial growth, with an overall simulated annual return around 17.6%. That suggests attractive upside but still with meaningful uncertainty. Simulation is only as good as its assumptions and the past data used; it cannot foresee new regimes or rare shocks. Treat these numbers as rough guideposts, not promises, and use them mainly to judge whether the risk/return profile feels comfortable.
Asset classes
- Stocks 87%
- Other 6%
- Cash 5%
- Bonds 3%
- No data 0%
Across asset classes, stocks dominate at 87%, with about 6% in “other” (largely managed futures and gold), 5% in cash, and 3% in bonds. This mix clearly favors growth over capital preservation, which fits a more return‑seeking mindset. The presence of gold and a managed futures strategy is a nice touch: these types of assets often behave differently from stocks, especially in stress periods. This allocation is well-balanced relative to a growth‑oriented profile, though it is less conservative than a typical balanced portfolio. If a smoother ride is desired, gradually nudging more into bonds or other defensive assets could help, but that would likely reduce long‑term return potential.
Sectors
- Technology 17%
- Financials 14%
- Industrials 11%
- Consumer Discretionary 10%
- Energy 9%
- Telecommunications 6%
- Health Care 6%
- Consumer Staples 6%
- Basic Materials 4%
- Consumer Discretionary 1%
- Utilities 1%
- Real Estate 1%
Sector exposure is broad and reasonably diversified: technology around 17%, financials 14%, industrials 11%, and consumer cyclicals and energy both meaningful. This looks similar to broad equity benchmarks but with a bit more tilt toward cyclical and value‑oriented areas alongside growth leaders. That blend can help in different environments: growth sectors often shine in low‑rate periods, while financials, industrials, and energy can support returns during inflationary or cyclical upswings. Your portfolio’s sector composition matches benchmark data, which is a strong indicator of diversification. It can still be useful to keep an eye on whether one sector slowly creeps much above the others as markets move and rebalance if it no longer matches your intended style.
Regions
- North America 66%
- Europe Developed 8%
- Japan 5%
- Asia Developed 2%
- Australasia 1%
- Asia Emerging 1%
- Africa/Middle East 1%
- Latin America 1%
- Europe Emerging 0%
Geographically, about two‑thirds of exposure sits in North America, with the rest spread across developed Europe, Japan, other developed Asia, and small slices of emerging regions. That’s somewhat U.S.-heavy but still more globally diversified than a pure domestic portfolio. This allocation is well-balanced and aligns closely with global standards where U.S. markets naturally take a large share. Heavier U.S. exposure has historically helped over the last decade, but it can also mean more sensitivity to U.S. economic and policy shifts. Over time, regularly checking whether the domestic share still fits your comfort level—and whether you want more international diversification—can help manage home‑country bias and currency risk.
Market capitalization
- Large-cap 22%
- Mega-cap 22%
- Mid-cap 16%
- Small-cap 15%
- No data 15%
- Micro-cap 10%
The market‑cap mix is nicely spread across mega, big, mid, small, and even micro‑cap companies. Mega and big names each around 22% provide stability and liquidity, while roughly 25% in small and micro caps adds growth and value potential but also more volatility. This kind of barbell is common in factor‑tilted portfolios and can support long‑term returns if you can handle bumpier short‑term moves. This allocation is well-balanced and aligns closely with global standards for diversified equity size exposure. It may help to confirm that the small‑cap tilt is intentional, because it will likely amplify both drawdowns and recoveries compared with a strictly large‑cap‑focused approach.
Factors
Factor exposure is where this portfolio really stands out. Factor investing means leaning into specific traits—like value, momentum, or yield—that research links to long‑term returns. Here, there are strong tilts toward yield, momentum, and value, plus a notable size and low‑volatility presence. That mix suggests the portfolio may do well when undervalued stocks re‑rate, when trends persist, and when income is rewarded. However, factor signals only cover about half the holdings, so the picture is incomplete. These tilts can also go through multi‑year rough patches. This allocation is well-balanced relative to a multi‑factor strategy, but it’s wise to mentally prepare for periods when one or more factors underperform the broad market.
Risk contribution
-
Avantis® U.S. Small Cap Value ETF
Weight: 20.00% 29.0% -
Schwab U.S. Large-Cap Growth ETF
Weight: 20.00% 24.3% -
Schwab U.S. Dividend Equity ETF
Weight: 15.00% 14.2% -
Invesco S&P 500® Momentum ETF
Weight: 10.00% 10.9% -
Avantis® International Small Cap Value ETF
Weight: 10.00% 9.7% - Top 3 risk contribution 67.5%
Risk contribution shows how much each holding drives overall ups and downs, which can differ from simple weight. Here, the U.S. small‑cap value ETF is 20% of the portfolio but about 29% of total risk, while the large‑cap growth ETF is 20% weight and 24% of risk. The top three holdings together account for roughly two‑thirds of total portfolio risk, even though they’re only 55% of the weight. That concentration is not unusual but does mean these funds largely set the portfolio’s behavior. Periodic rebalancing or modest position size tweaks can keep any single sleeve from dominating more than you’re comfortable with while preserving the intended overall strategy.
Dividends
- Avantis® International Small Cap Value ETF 2.90%
- Avantis® U.S. Small Cap Value ETF 1.50%
- iMGP DBi Managed Futures Strategy ETF 5.40%
- FIDELITY ZERO INTERNATIONAL INDEX FUND 2.50%
- Schwab U.S. Dividend Equity ETF 3.40%
- Schwab U.S. Large-Cap Growth ETF 0.40%
- Invesco S&P 500® Momentum ETF 0.70%
- Weighted yield (per year) 2.04%
The overall yield of about 2.0% comes from a combination of a high‑yield managed futures ETF, a dedicated dividend equity ETF, and modest yields from international and value funds. Yield exposure is clearly a meaningful part of the design. Dividends can provide a steady cash flow, help cushion downturns, and make returns less dependent on pure price appreciation. This yield level is competitive compared with many broad equity benchmarks while still allowing for strong growth exposure. If income is a goal, you could choose to reinvest dividends now for compounding and later switch to taking distributions as cash. Just remember that higher yield can sometimes mean higher risk in certain segments.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis® U.S. Small Cap Value ETF 0.25%
- iMGP DBi Managed Futures Strategy ETF 0.85%
- iShares Gold Trust 0.25%
- Schwab U.S. Dividend Equity ETF 0.06%
- Schwab U.S. Large-Cap Growth ETF 0.04%
- Invesco S&P 500® Momentum ETF 0.13%
- Weighted costs total (per year) 0.21%
With a total expense ratio (TER) around 0.21%, ongoing costs are impressively low for a multi‑factor, multi‑asset portfolio. TER is the annual fee charged by funds as a percentage of your investment. Keeping this number down matters because fees quietly chip away at returns year after year, like a slow leak in a tire. Your lineup blends ultra‑low‑cost core funds with a few more specialized, higher‑cost strategies where they arguably add unique diversifying benefits. The costs are impressively low, supporting better long‑term performance. From here, the main question is whether each higher‑fee holding is still earning its place through diversification or factor exposure rather than simply duplicating cheaper options.
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.
Efficient Frontier analysis looks for the best possible trade‑offs between risk and return using the existing building blocks. “Efficient” here means getting the highest expected return for a given level of volatility, not necessarily maximizing diversification or income. The analysis suggests that, with the same risk level, a slightly higher expected return might be possible by tweaking weights within the current set of funds. The fully optimal mix shows an expected return around 18.16% at a risk level of about 12.5%. These are model‑based estimates using historical data and assumptions, so they are not guarantees, but they can still be useful for fine‑tuning how aggressively each sleeve is weighted.
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