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Balanced multi asset portfolio with strong historical returns and a tilt toward quality and low volatility

Report created on Jul 21, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

This portfolio is built around seven ETFs, with a clear equity core complemented by diversifiers. Roughly one‑third sits in a fundamental U.S. large‑cap fund, and another chunk in a growth‑heavy Nasdaq tracker. International value stocks add a meaningful slice, alongside a sizeable managed futures ETF and a smaller gold position. Together, these create a mix of traditional stocks plus “other” strategies that do not behave like normal equities. Structurally, this is a fairly focused lineup: most of the heavy lifting comes from three main equity funds, while the remaining positions play more of a supporting role, mostly adding diversification and smoothing out some of the stock market’s ups and downs.

Growth Info

Over the period from late 2019 to mid‑2026, a $1,000 hypothetical investment grew to about $2,801. That works out to a compound annual growth rate (CAGR) of 16.42%, which is basically in line with the U.S. market benchmark and comfortably ahead of a global market benchmark. CAGR is like your average speed on a long road trip, smoothing out bumps along the way. The portfolio’s worst peak‑to‑trough drop was around ‑29%, slightly shallower than the benchmarks’ drawdowns in the same period. As usual, this strong past run does not guarantee anything going forward, but it shows the mix has handled a real crisis and recovery reasonably well.

Projection Info

The Monte Carlo projection takes the portfolio’s historical risk and return patterns and simulates 1,000 different 15‑year futures. Think of it as running the same movie many times with slightly different twists each time. The median outcome grows $1,000 to about $2,632, which implies an annualized return around 7.4%. The “likely range” is broad, from roughly $1,817 to $3,767, and extreme paths stretch from just under break‑even to more than six times the starting value. These ranges highlight how uncertain long‑term investing always is. The model is useful for seeing possible bands of outcomes, but it still leans heavily on the past, which may not repeat.

Asset classes Info

  • Stocks
    84%
  • Bonds
    9%
  • Other
    7%

By asset class, about 84% of the portfolio is in stocks, 9% in bonds, and 7% in “other” assets such as managed futures and gold. This keeps the overall profile clearly growth‑oriented while still having some ballast outside traditional equities. Compared with a pure stock portfolio, this blend should, in many environments, experience a bit less whiplash when markets swing, because bonds and alternatives often behave differently. The presence of a meaningful non‑equity slice is consistent with the “balanced” risk label: most of the engine is still equities, but there are deliberate efforts to mix in assets that can march to a different beat, especially during more turbulent periods.

Sectors Info

  • Technology
    23%
  • Industrials
    9%
  • Consumer Discretionary
    8%
  • Financials
    8%
  • Telecommunications
    7%
  • Energy
    6%
  • Health Care
    6%
  • Basic Materials
    6%
  • Consumer Staples
    5%
  • Utilities
    2%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is led by technology at 23%, followed by industrials, consumer areas, financials, and a spread across energy, health care, and materials. No single non‑tech sector dominates, and there is at least some representation in each of the major economic groups, including staples, utilities, and real estate. This looks broadly diversified and quite consistent with many modern equity benchmarks that lean meaningfully toward tech but still keep other sectors in the mix. A tech‑tilt can help during innovation‑driven bull markets but usually comes with higher sensitivity to interest rates and growth expectations. The spread across cyclical and more defensive sectors helps avoid having the whole equity portion depend on a single part of the economy.

Regions Info

  • North America
    57%
  • Europe Developed
    11%
  • Japan
    7%
  • Asia Developed
    2%
  • Australasia
    2%
  • Africa/Middle East
    1%

This breakdown covers the equity portion of your portfolio only.

Geographically, about 57% of the equity exposure is in North America, with smaller allocations to developed Europe, Japan, Asia, and Australasia, plus a small slice in Africa/Middle East. This is a clear home bias toward the U.S. and neighbors, but still includes meaningful international diversification. Compared to a global market‑cap benchmark, North America is somewhat overweight, while the rest of the world is underrepresented but not absent. This structure means portfolio results are heavily influenced by North American economic and market conditions, while international holdings still provide exposure to different currencies, policy regimes, and growth drivers, which can sometimes move differently from U.S. markets.

Market capitalization Info

  • Large-cap
    25%
  • Mega-cap
    24%
  • Mid-cap
    21%
  • No data
    15%
  • Small-cap
    8%
  • Micro-cap
    1%

This breakdown covers the equity portion of your portfolio only.

By market capitalization, the portfolio is fairly spread out: roughly half in mega‑ and large‑cap names, about a fifth in mid‑caps, and a smaller slice in small‑ and micro‑caps, with some holdings lacking detailed size data. This creates a blend of the stability and liquidity of bigger companies and the potentially higher volatility and growth of smaller firms. Compared to a strict large‑cap index, this is more size‑diversified, especially because of the dedicated international small‑cap value ETF. That kind of mix can behave differently across cycles: large caps may dominate in risk‑off phases, while mid and small caps can matter more when risk appetite and economic growth are strong.

True holdings Info

  • iMGP DBi Managed Futures Strategy ETF
    3.72%
    Part of fund(s):
    • iMGP DBi Managed Futures Strategy ETF
  • Apple Inc
    2.75%
    Part of fund(s):
    • Invesco QQQ Trust
    • Schwab Fundamental U.S. Large Company Index ETF
  • Micron Technology Inc
    1.87%
    Part of fund(s):
    • Invesco QQQ Trust
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • NVIDIA Corporation
    1.85%
    Part of fund(s):
    • Invesco QQQ Trust
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class A
    1.62%
    Part of fund(s):
    • Invesco QQQ Trust
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • Microsoft Corporation
    1.54%
    Part of fund(s):
    • Invesco QQQ Trust
    • Schwab Fundamental U.S. Large Company Index ETF
  • Alphabet Inc Class C
    1.37%
    Part of fund(s):
    • Invesco QQQ Trust
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • Amazon.com Inc
    1.35%
    Part of fund(s):
    • Invesco QQQ Trust
    • Schwab Fundamental U.S. Large Company Index ETF
  • Intel Corporation
    1.01%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
    • Schwab Fundamental U.S. Large Company Index ETF
  • Broadcom Inc
    0.85%
    Part of fund(s):
    • Invesco QQQ Trust
    • Invesco S&P 500® Momentum ETF
  • Top 10 total 17.92%

This breakdown covers the equity portion of your portfolio only.

Looking through ETF top‑10 holdings, the largest single underlying exposure is the managed futures ETF itself, followed by familiar mega‑cap tech names like Apple, Microsoft, NVIDIA, Alphabet, and Amazon. Several of these companies appear via multiple ETFs, creating some overlap and hidden concentration in big U.S. tech. Because only top‑10 positions are captured, actual overlap is likely understated. This means that while the portfolio holds many different ETFs, part of the equity sleeve still depends on a relatively small group of large technology and communication companies, which can amplify the impact of their earnings cycles, regulation news, or sentiment shifts.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 80%
Size
Exposure to smaller companies
Neutral
Data availability: 95%
Momentum
Exposure to recently outperforming stocks
Neutral
Data availability: 95%
Quality
Preference for financially healthy companies
Neutral
Data availability: 80%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
High
Data availability: 100%

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 notable tilt toward value and low volatility, with other factors (size, momentum, quality, yield) hovering around neutral. Factors are like underlying “personality traits” that help explain why investments behave the way they do over time. A higher value exposure means the portfolio leans more toward companies trading at lower prices relative to fundamentals, which can help in periods when cheaper stocks rebound after being out of favor. The elevated low‑volatility exposure suggests a preference for stocks that historically move less than the market, potentially softening some drawdowns. Combined with neutral momentum and quality, the overall factor profile looks intentional rather than extreme, giving some balance between offense and defense.

Risk contribution Info

  • Schwab Fundamental U.S. Large Company Index ETF
    Weight: 32.50%
    37.3%
  • Invesco QQQ Trust
    Weight: 17.50%
    23.6%
  • Avantis® International Small Cap Value ETF
    Weight: 15.00%
    16.4%
  • Schwab Fundamental International Large Company Index ETF
    Weight: 10.00%
    11.1%
  • Invesco S&P 500® Momentum ETF
    Weight: 5.00%
    6.2%
  • Top 5 risk contribution 94.7%

Risk contribution data shows that the top three holdings by weight also dominate risk: together they drive over 77% of the portfolio’s overall ups and downs. The core U.S. fundamental ETF and the Nasdaq tracker both contribute more risk than their weights alone would suggest, especially the Nasdaq fund, whose risk/weight ratio is 1.35. Risk contribution is about how much each position shapes the portfolio’s volatility, not just how big it is. Here, the picture is that even though the lineup is diversified by ticker, a relatively small number of large, growth‑tilted equity funds have an outsized influence on performance, especially during sharp market moves.

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.

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On the risk‑return chart, the current portfolio sits below the efficient frontier, with a Sharpe ratio of 0.79. The Sharpe ratio compares excess return to volatility, like measuring how much reward you get per unit of bumpiness. The optimal mix of these same holdings (no new funds, just different weights) reaches a Sharpe of 1.23 with slightly higher return and lower risk, while the minimum‑variance mix reduces risk further but also lowers expected return. Being 3.47 percentage points below the frontier at the current risk level suggests that, in theory, a different weighting of the existing ETFs could deliver a better tradeoff between risk and return using the same building blocks.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.90%
  • iMGP DBi Managed Futures Strategy ETF 5.10%
  • Schwab Fundamental International Large Company Index ETF 3.10%
  • Schwab Fundamental U.S. Large Company Index ETF 1.50%
  • Invesco QQQ Trust 0.40%
  • Invesco S&P 500® Momentum ETF 0.70%
  • Weighted yield (per year) 2.10%

The weighted dividend yield of the portfolio is about 2.1%, with meaningful contributions from the international value and international large‑cap funds, plus a higher yield from the managed futures ETF. Yield is the cash income paid out each year, expressed as a percentage of the current value, and can be a useful part of total return alongside price gains. The growth‑oriented Nasdaq and momentum funds pay very little, which is typical for strategies focused on fast‑growing companies that often reinvest earnings. Overall, the income level here is moderate: it adds a steady, if not dominant, component to returns, and it’s well‑aligned with a mix that includes both value stocks and more growth‑tilted holdings.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • iMGP DBi Managed Futures Strategy ETF 0.85%
  • Schwab Fundamental International Large Company Index ETF 0.25%
  • Schwab Fundamental U.S. Large Company Index ETF 0.25%
  • SPDR Gold MiniShares Trust 0.10%
  • Invesco QQQ Trust 0.18%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Weighted costs total (per year) 0.33%

The portfolio’s overall total expense ratio (TER) is about 0.33% per year, which is relatively low for a lineup combining fundamental indexing, factor tilts, managed futures, and gold. TER is the annual fee charged by the funds, taken out of returns behind the scenes. The managed futures ETF is the priciest at 0.85%, while the gold and core index funds are much cheaper. Blended together, this fee level supports long‑term compounding, because less return is lost to costs each year. It’s a positive sign that most of the allocation sits in reasonably priced vehicles, especially considering the use of more specialized strategies that typically charge higher fees.

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