Factor tilted globally diversified portfolio with strong recent returns and room to boost efficiency

Report created on Apr 12, 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

This portfolio is built mainly from diversified stock ETFs, with an 80% tilt to equities and smaller allocations to bonds, alternatives, gold, and bitcoin. The structure leans on broad funds for core exposure, then layers in more specialized strategies like small‑cap value, momentum, managed futures, long-duration Treasuries, and inflation-focused assets. This kind of “core plus satellites” setup is useful because it anchors most of the money in diversified building blocks, while a smaller slice targets specific themes or risk-return profiles. The mix fits a balanced growth mindset: growth-focused overall, but not an all‑equity, go‑for‑broke setup. The key takeaway is that the foundation is solidly diversified, with extra moving parts that can either add resilience or complexity depending on how they behave together.

Growth Info

Historically, this portfolio has delivered very strong results over the period shown: a 22.16% compound annual growth rate (CAGR) turned $1,000 into $1,559, clearly beating both the US market and global market references by roughly 5 percentage points per year. Max drawdown, at about -14%, was actually smaller than both benchmarks, which fell more deeply at their worst points. That combination — higher return with shallower worst‑case dip — is exactly what investors hope for, though it’s hard to sustain indefinitely. It’s also notable that 90% of returns came from just 21 days, underlining how missing a few big up days can massively change outcomes. As always, past performance reflects one specific environment and does not guarantee these strengths will repeat.

Projection Info

The Monte Carlo projection uses historical return and volatility patterns to simulate thousands of future paths for this mix, then summarizes where a $1,000 investment might land in 15 years. The median outcome around $2,623 implies roughly mid‑single‑digit real growth after inflation if history rhymes, while the broad range — about $1,074 to $6,803 between the 5th and 95th percentiles — shows how uncertain long‑term markets are. An expected return of 7.56% per year with a roughly three‑in‑four chance of ending positive is consistent with a growth‑oriented but not extreme risk profile. The key limitation: simulations are only as good as the past environment they’re built on and can’t foresee structural shifts, so they’re a planning guide, not a forecast.

Asset classes Info

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

Across asset classes, the 80% equity weight clearly makes this a growth‑first portfolio, while bonds at 3%, crypto at 2%, other diversifiers at 5%, and a 10% “no data” bucket play smaller supporting roles. Compared with a classic 60/40 mix, this skews more toward stocks and less toward bond ballast, which usually means higher long‑term return potential but bumpier short‑term swings. The presence of real assets and managed futures can help during inflationary or trend‑driven market environments, adding return sources outside traditional stocks and bonds. Overall, this allocation is well-balanced for someone who can accept volatility but still wants some diversification beyond plain equity‑bond splits, without leaning heavily on fixed income to smooth the ride.

Sectors Info

  • Financials
    16%
  • Industrials
    14%
  • Technology
    14%
  • Consumer Discretionary
    9%
  • Basic Materials
    7%
  • Energy
    6%
  • Telecommunications
    4%
  • Health Care
    4%
  • Consumer Staples
    3%
  • Utilities
    3%
  • Real Estate
    1%

This breakdown covers the equity portion of your portfolio only.

Sector-wise, the portfolio looks surprisingly even: financials, industrials, and technology each hold meaningful but not overwhelming weights, with additional spread across consumer, basic materials, energy, telecom, health care, staples, utilities, and a bit of real estate. This balance is a positive sign and aligns reasonably well with broad global equity benchmarks, avoiding extreme bets on a single theme. A diversified sector mix matters because different industries lead in different economic cycles — for example, financials and cyclicals may shine in recoveries, while defensives like utilities can help in slowdowns. The implication here is that sector risk is not a major concentration concern; performance will likely be driven more by style tilts (like value or momentum) and regional exposure than by any one industry.

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, about 42% in North America sits below typical global‑cap‑weighted indices that often hover closer to 60% US, while the rest spreads across developed Europe and Asia, Japan, emerging Asia, Latin America, Africa/Middle East, and Australasia. This means the portfolio is genuinely global, with noticeably more non‑US representation than a standard world index. That broader reach can reduce dependence on a single economy and currency, which is helpful if US dominance cools or other regions catch up. On the flip side, it also means returns will be more tied to the fortunes of emerging and non‑US developed markets, which can be more volatile or lag for long stretches. Still, from a diversification standpoint, this is a strong, world‑spanning footprint.

Market capitalization Info

  • Mega-cap
    21%
  • Mid-cap
    20%
  • Large-cap
    18%
  • Small-cap
    15%
  • Micro-cap
    6%

This breakdown covers the equity portion of your portfolio only.

The market‑cap breakdown shows a healthy spread: mega‑caps at 21%, large‑caps at 18%, mid‑caps at 20%, small‑caps at 15%, and micro‑caps at 6%. Compared with a pure market‑cap‑weighted index, which is often dominated by mega and large companies, this structure deliberately gives more weight to mid and small stocks. Smaller firms tend to be more volatile but can offer higher long‑term return potential and a different economic sensitivity than giants. That makes this blend attractive for investors willing to tolerate some extra noise in pursuit of potential size‑related premiums. The micro‑cap slice is small enough to avoid dominating risk but large enough to add some distinct behavior compared with a plain large‑cap index fund.

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
  • Apple Inc
    0.99%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
  • NVIDIA Corporation
    0.99%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
  • Microsoft Corporation
    0.70%
    Part of fund(s):
    • Avantis® U.S. Equity ETF
  • SK Hynix Inc
    0.70%
    Part of fund(s):
    • Avantis® Emerging Markets Equity ETF
    • Freedom 100 Emerging Markets ETF
  • Amazon.com Inc
    0.65%
    Part of fund(s):
    • Avantis® U.S. Equity 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 9.41%

Looking through ETF top holdings, a few names and exposures pop up repeatedly: big global tech and semiconductor firms like Apple, Microsoft, NVIDIA, Taiwan Semiconductor, Samsung, SK Hynix, plus a dedicated bitcoin vehicle. When the same large companies appear in multiple funds, you get more hidden concentration than the ETF count might suggest. For example, a tech-heavy rally will likely boost several holdings at once, reinforcing gains — but a reversal can also hit multiple positions simultaneously. Coverage here is limited to ETF top 10s, so actual overlap is probably higher than shown. The general takeaway: even in a fund-of-funds setup, it’s worth assuming some shared mega‑cap and tech exposure driving a noticeable share of the ride.

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 is where the portfolio really stands out. Value is high at 75%, and momentum is also elevated at 60%, while size, quality, yield, and low volatility sit near neutral. Factors are like underlying “personality traits” — value leans toward cheaper stocks based on fundamentals, and momentum leans toward recent winners. Historically, value and momentum have both been rewarded over long periods, but they can suffer painful stretches when their styles fall out of favor. Combining these two can sometimes smooth things out, since they often do well in different regimes. Here, the strong value and momentum tilts explain a lot of the recent outperformance and will likely continue to drive behavior: more deviation from plain‑vanilla index returns, for better or worse.

Risk contribution Info

  • Avantis® U.S. Equity ETF
    Weight: 20.00%
    21.5%
  • Invesco S&P MidCap Momentum ETF
    Weight: 10.00%
    13.1%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 10.00%
    13.0%
  • Avantis® Emerging Markets Equity ETF
    Weight: 10.00%
    11.1%
  • Avantis® International Equity ETF
    Weight: 10.00%
    9.8%
  • Top 5 risk contribution 68.5%

Risk contribution looks at how much each holding adds to overall volatility, which can differ from its simple weight. The core US equity ETF, at 20% weight, contributes about 21.5% of risk — very aligned with its size. More interestingly, the mid‑cap momentum and US small‑cap value funds each hold 10% weight but contribute roughly 13% of total risk, meaning they punch somewhat above their weight in driving ups and downs. The top three positions together generate nearly half of portfolio risk, even though they’re only 40% of the assets. That pattern isn’t problematic on its own, but it’s a reminder that more aggressive style tilts can meaningfully shape the ride. Rebalancing or modest position-size tweaks can shift where that risk is concentrated if desired.

Redundant positions Info

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

The correlation view shows that the international equity fund and international small‑cap value fund move very closely together, as do the emerging markets equity and emerging markets value funds. High correlation means those positions tend to rise and fall in sync, limiting the diversification you might expect from holding multiple tickers. In practice, this suggests that, within foreign and emerging segments, the portfolio has pairs of funds that behave like amplified versions of the same regional bet rather than completely separate engines. The upside is clearer, focused exposure to these markets and styles; the drawback is that during stress in those regions, both members of each pair are likely to be hit at the same time, offering less cushion than more differentiated holdings would.

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 analysis shows that, at its current risk level, the portfolio sits meaningfully below the best achievable mix using the same holdings — about 9.6 percentage points below the frontier. The Sharpe ratio, which measures return per unit of risk (like miles per gallon for your portfolio), is 1.26 for the current mix versus 2.21 for the optimal combination and 1.54 for the minimum‑variance option. That tells us the building blocks are strong, but the weights aren’t yet making the most of them. Importantly, this isn’t about adding new products; simply reweighting the existing lineup could improve risk‑adjusted returns. The reassuring part is that the ingredients are already there — it’s mainly a question of fine‑tuning the recipe rather than changing the menu.

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%
  • Avantis® U.S. Equity ETF 1.00%
  • 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) 2.09%

The overall dividend yield, around 2.09%, is modest and consistent with a growth‑tilted global equity mix with some bond and alternative exposure. Several holdings — like emerging markets value, international small‑cap value, managed futures, the inflation‑focused ETF, and long Treasuries — have relatively higher yields, which help support income without dominating the portfolio’s purpose. Dividend yield is just one component of total return, alongside price appreciation. For someone with a long horizon, reinvesting these distributions can meaningfully boost compounding over time. For someone closer to needing cash flow, this level of income is helpful but probably not enough to serve as a primary paycheck on its own; capital growth remains the main driver here rather than an explicitly income‑oriented setup.

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%
  • Avantis® U.S. Equity ETF 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%

Costs look very solid overall, with a blended TER of about 0.30%. That’s comfortably in a reasonable range for a portfolio combining broad, systematic equity funds with more specialized strategies like managed futures and inflation‑focused assets, which naturally charge higher fees. A few holdings, such as the managed futures and all‑weather inflation fund, sit on the expensive side individually, but they occupy modest weights and serve a diversification role that lower‑fee plain index trackers don’t. Over long horizons, keeping average costs low is one of the easiest ways to support better net returns. Here, the fee level is impressively restrained for a portfolio this complex, meaning more of the underlying gross performance should flow through to the investor rather than to fund providers.

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