This portfolio has only about 1.1 years of historical data, based on the youngest asset in the portfolio. Some metrics, projections, and AI insights may be less reliable and should be interpreted with caution.

Momentum heavy global equity portfolio with a strong small value tilt and moderate diversification

Report created on May 18, 2026

Risk profile Info

5/7
Growth
Less risk More risk

Diversification profile Info

3/5
Moderately Diversified
Less diversification More diversification

Positions

This portfolio is a pure equity mix built entirely from six ETFs, all focused on stocks. About two thirds of the weight is in explicit momentum strategies and roughly one third in small cap value strategies, with no bonds or cash buffers. That makes it a high‑equity, growth‑oriented structure by design. Because everything is in stocks, returns and volatility are tightly tied to equity market cycles rather than being smoothed by defensive assets. With only about 1.1 years of history, it’s hard to say how this blend behaves across a full market cycle, but the construction clearly targets return drivers that can be quite powerful and quite jumpy over shorter periods.

Growth Info

Over the short 1.1‑year window, a hypothetical $1,000 grew to about $1,507, implying a 43.17% compound annual growth rate (CAGR). CAGR is like average speed on a road trip, smoothing out bumps along the way. This beat both the US market and global market CAGRs by roughly 15 percentage points, while max drawdown stayed similar at around ‑13%. That mix of strong upside with “normal” drawdowns fits a momentum‑heavy, small‑cap‑tilted equity portfolio in a favorable environment. But with only a bit more than a year of data, this performance is more like a snapshot than a long‑term pattern, so it shouldn’t be treated as a stable expectation.

Projection Info

The forward projection uses a Monte Carlo simulation, which basically means the computer replays many alternate histories by shuffling and resampling the past returns to create 1,000 possible futures. Here, the median outcome over 15 years turns $1,000 into about $2,857, with a wide “likely” range from roughly $1,816 to $4,304 and very wide tail outcomes. The average simulated annual return of 8.39% reflects historical risk and return compressed into a single number. Because the input data covers only 1.1 years, these simulations sit on a fragile foundation: they assume recent behavior is representative of many different market environments, which is a big assumption for such a short sample.

Asset classes Info

  • Stocks
    99%
  • Other
    1%

Asset‑class exposure is extremely straightforward: about 99% in stocks and 1% in “other,” with no bonds or explicit cash sleeve. This kind of concentration means the portfolio lives or dies with the equity markets, without the usual dampening impact that bonds or cash can provide during downturns. Equity‑only portfolios often experience deeper and faster swings, both up and down, than mixed stock‑bond blends. From an asset‑class perspective, diversification comes only from the variety of equities held, not from mixing fundamentally different types of assets. With just 1.1 years of evidence, it’s too early to judge how this all‑equity structure behaves in harsher or different markets than those seen so far.

Sectors Info

  • Industrials
    26%
  • Technology
    21%
  • Financials
    14%
  • Basic Materials
    9%
  • Consumer Discretionary
    8%
  • Energy
    7%
  • Telecommunications
    4%
  • Consumer Staples
    4%
  • Health Care
    3%
  • Utilities
    3%
  • Real Estate
    2%

Sector exposure is fairly spread out, with industrials (26%) and technology (21%) at the top, followed by financials, basic materials, consumer discretionary, and energy. Smaller slices sit in telecoms, staples, healthcare, utilities, and real estate. This mix leans more toward economically sensitive, “cyclical” areas than many broad market indices, which can amplify performance when growth and risk appetite are strong. On the flip side, such a tilt can also make the portfolio more responsive to slowdowns or tighter financial conditions. The breadth across ten‑plus sectors is a positive sign for diversification within equities, even though the overall profile skews toward segments that often move more with the business cycle.

Regions Info

  • North America
    73%
  • Europe Developed
    14%
  • Japan
    8%
  • Africa/Middle East
    2%
  • Australasia
    2%
  • Asia Developed
    1%
  • Latin America
    1%

Geographically, the portfolio is dominated by North America at 73%, with additional exposure to developed Europe (14%) and Japan (8%), plus small slices across other regions. This is a clear tilt toward one major region, but it still maintains a meaningful overseas component, unlike portfolios that are almost entirely domestic. Relative to a global market index, this represents a home bias but not an extreme one. The benefit is clear visibility into large, well‑researched markets; the trade‑off is less exposure to other economies that may perform differently at various points in the cycle. Again, with only 1.1 years of live history, regional behavior in different environments remains largely untested here.

Market capitalization Info

  • Mid-cap
    32%
  • Small-cap
    23%
  • Large-cap
    20%
  • Mega-cap
    17%
  • Micro-cap
    7%

Market capitalization exposure is nicely layered: mid caps are the largest bucket at 32%, followed by small caps (23%), large caps (20%), mega caps (17%), and a notable 7% in micro caps. This tilts away from the usual mega/large‑cap dominance you’d see in broad indices and adds more influence from smaller companies. Smaller and mid‑sized stocks often show higher volatility and can move more sharply in both directions, but historically they’ve also been important drivers of equity returns. That size mix fits the portfolio’s focus on return factors like momentum and value. Because the dataset is short, though, the current risk/return profile of each size segment may not match longer‑term historical tendencies.

True holdings Info

  • NVIDIA Corporation
    1.81%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Micron Technology Inc
    1.81%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Broadcom Inc
    1.50%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Alphabet Inc Class A
    1.01%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Twilio Inc
    0.85%
    Part of fund(s):
    • MarketDesk Focused U.S. Momentum ETF
  • Alphabet Inc Class C
    0.81%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Johnson & Johnson
    0.78%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • Quanta Services Inc
    0.76%
    Part of fund(s):
    • MarketDesk Focused U.S. Momentum ETF
  • Advanced Micro Devices Inc
    0.76%
    Part of fund(s):
    • Invesco S&P 500® Momentum ETF
  • MasTec Inc
    0.73%
    Part of fund(s):
    • MarketDesk Focused U.S. Momentum ETF
  • Top 10 total 10.82%

Looking through the ETFs’ top‑10 holdings, about 28.6% of the portfolio’s weight is covered, so overlap is only partially visible. Within that slice, some names repeat, like Alphabet’s two share classes and several large technology companies such as NVIDIA, Micron, Broadcom, and AMD. These overlaps point to a subtle concentration in a handful of fast‑moving growth and tech‑related names, which is consistent with momentum strategies. Because the analysis only uses top‑10 positions for each ETF, any additional overlap further down the holdings list isn’t captured. That means hidden concentration may be understated, especially in popular large‑cap winners that tend to appear across multiple momentum funds.

Factors Info

Value
Preference for undervalued stocks
High
Data availability: 50%
Size
Exposure to smaller companies
Low
Data availability: 100%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 70%
Quality
Preference for financially healthy companies
No data
Data availability: 0%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
Neutral
Data availability: 80%

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 stands out on two fronts: momentum at 75% (high) and value at 61% (high), while size is at 32% (low, indicating a tilt toward smaller companies). Factors are like the underlying “ingredients” that drive returns, such as cheapness (value), recent winners (momentum), or company size. High momentum exposure suggests the portfolio tends to favor stocks that have been trending strongly, which can work well in persistent bull runs but can amplify reversals when trends break. The value and small‑size tilts add another layer, leaning into cheaper, smaller companies that can behave differently from the overall market. Neutral readings on yield and low volatility suggest no strong tilt there, and there’s no quality data yet.

Risk contribution Info

  • Invesco S&P 500® Momentum ETF
    Weight: 20.00%
    22.1%
  • MarketDesk Focused U.S. Momentum ETF
    Weight: 20.00%
    20.8%
  • Invesco S&P MidCap Momentum ETF
    Weight: 15.00%
    16.5%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 15.00%
    14.6%
  • Invesco S&P International Developed Momentum ETF
    Weight: 15.00%
    13.7%
  • Top 5 risk contribution 87.7%

Risk contribution shows how much each holding drives overall ups and downs, which can differ from simple weight. Here, the two largest US momentum ETFs (20% each) together contribute about 43% of total portfolio risk, with the mid‑cap momentum ETF lifting the combined top‑three risk share to around 59%. Their risk/weight ratios just over 1.0 mean they are slightly more volatile or more central to portfolio swings than their weights alone might suggest, but not dramatically so. The small‑cap value and international momentum funds contribute slightly less risk than weight. Overall, risk is moderately concentrated in the big US momentum sleeves, consistent with the strategy focus rather than extreme single‑fund dominance.

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 compares risk and return for different weightings of the same holdings. Here, the current portfolio has a Sharpe ratio of 1.8, while an “optimal” mix of these ETFs could reach about 2.33 with a similar or slightly lower risk level. The Sharpe ratio is a way to gauge return per unit of volatility, after accounting for a risk‑free rate, like interest on cash. Being about 6 percentage points below the efficient frontier at the current risk level suggests the existing weights don’t fully maximize potential risk‑adjusted return using these same building blocks. That said, this optimization leans heavily on the short 1.1‑year window, so the “optimal” mix is itself quite uncertain.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.70%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Invesco S&P International Developed Momentum ETF 3.50%
  • Invesco S&P 500® Momentum ETF 0.70%
  • Invesco S&P MidCap Momentum ETF 0.60%
  • MarketDesk Focused U.S. Momentum ETF 0.20%
  • Weighted yield (per year) 1.40%

The overall dividend yield sits around 1.40%, with higher yields coming from the international value and international momentum ETFs, and lower yields from the US momentum sleeves. Dividends are the cash payments companies make to shareholders, and over long periods they can be a meaningful part of total return, especially when reinvested. In a momentum‑ and small‑value‑focused portfolio like this, capital gains are likely to be the primary driver of returns, with income playing a secondary role. Because the historical window is short, current yields may not reflect how these ETFs behave across different interest‑rate or earnings environments, but the yield level is consistent with a growth‑leaning equity approach.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Invesco S&P 500® Momentum ETF 0.13%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Weighted costs total (per year) 0.21%

The total expense ratio (TER) for the portfolio is about 0.21%, which is impressively low for a mix of factor‑based and international ETFs. TER is the ongoing annual fee charged by funds, quietly deducted from returns, so lower costs leave more of any future gains in the investor’s pocket. Individual fund fees range from 0.13% to 0.36%, all within a reasonable band for rules‑based strategies targeting things like momentum and small value. Over many years, even a few tenths of a percent can add up, so having this cost base well under 0.30% is a structural positive. This cost advantage doesn’t guarantee better performance, but it supports it by reducing the drag.

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