Momentum tilted global equity portfolio with strong recent gains and broad international diversification
Report created on May 14, 2026Risk profile
5/7
Diversification profile
4/5
Positions
-
AV Avantis All International Markets Equity ETF
AVNM - US0250721745 50.00% -
FM MarketDesk Focused U.S. Momentum ETF
FMTM 15.00% -
SG SMART Earnings Growth 30 ETF
SGRT 15.00% -
IP Invesco International BuyBack Achievers ETF
IPKW - US46138E6445 10.00% -
VT Vanguard Total Stock Market Index Fund ETF Shares
VTI - US9229087690 10.00%
This portfolio is a pure equity mix built from five ETFs, with half in a broad international equity fund and the other half in more focused US strategies. Two funds target momentum and earnings growth, one focuses on international share buybacks, and one tracks the total US stock market. That means most positions are indirect, held via funds rather than single stocks. Structurally, this is an equity-heavy, growth-leaning setup with a clear tilt toward active or rules-based strategies rather than plain indexing. Because all assets are in stocks and the history is only about nine months, any impressions about stability or long-term behavior should be treated as early snapshots, not firm patterns.
Growth
Over the short 9‑month window, $1,000 in this portfolio grew to about $1,366, a compound annual growth rate (CAGR) of 53.29%. CAGR is like the average speed of a car over a trip, smoothing out the bumps. That figure is much higher than both the US and global market benchmarks over the same period, and the maximum drawdown of -11.16% was only modestly deeper than the benchmarks’ dips. However, such a strong burst over a brief period can easily reflect a favorable market phase for momentum and growth styles. With less than a year of data, it does not establish a reliable long-term return or risk profile.
Projection
The forward projection uses a Monte Carlo simulation, which takes the recent return and volatility pattern and runs 1,000 randomized “what if” paths for 15 years. Think of it as rolling loaded dice many times, based on how the portfolio has behaved so far. The median outcome grows $1,000 to roughly $2,732, with a wide plausible range from about $1,073 to $7,297. The overall average simulated annual return is 8.08%, and three out of four simulations end positive. Because this is all based on just nine months of history—during a very strong period—the projections are especially fragile and should be viewed as scenario illustrations, not expectations.
Asset classes
- Stocks 99%
- Other 1%
Almost all of this portfolio, 99%, is in stocks, with only a token 1% in “other” assets. That makes it very straightforward to understand: performance will mostly track how global equities behave, not bonds, cash, or alternatives. A single asset class focus often leads to more pronounced ups and downs, since there’s little cushioning from less volatile assets. On the other hand, within equities themselves there is some diversification, with exposures to both US and international markets. The key implication is that risk management here happens mainly through what kinds of stocks and regions are held, not through mixing in very different asset types.
Sectors
- Technology 24%
- Industrials 19%
- Financials 17%
- Consumer Discretionary 9%
- Basic Materials 9%
- Energy 7%
- Telecommunications 4%
- Consumer Staples 3%
- Health Care 3%
- Utilities 2%
- Real Estate 2%
Sector-wise, the portfolio leans most toward technology, industrials, and financials, together making up around 60% of equity exposure. This mix is somewhat tech-tilted but still more balanced than a “pure tech” portfolio, as there are meaningful allocations to basic materials, energy, and consumer areas. Sector diversification matters because different industries react differently to things like interest rates, inflation, and economic cycles. For example, tech and industrials can be more cyclical and sensitive to business investment, while consumer staples and utilities tend to be steadier. Here, the structure points toward a growth and economically sensitive bias, with some defensive sectors present but not dominant.
Regions
- North America 45%
- Europe Developed 23%
- Japan 10%
- Asia Developed 8%
- Asia Emerging 6%
- Australasia 2%
- Africa/Middle East 2%
- Latin America 1%
Geographically, the portfolio is nicely spread out: about 45% in North America, with the rest across developed Europe, Japan, other developed Asia, and multiple emerging regions. Compared with a typical world equity index, this looks more internationally balanced and slightly less concentrated in North America than usual, which helps reduce reliance on a single economy or currency. Geographic diversification can soften the impact if one region faces a downturn, political shock, or currency swings. The presence of both developed and emerging markets introduces a mix of stability and higher-growth potential. Again, these benefits show up mainly over longer periods, so the short history only hints at how this mix might behave.
Market capitalization
- Mid-cap 34%
- Large-cap 29%
- Mega-cap 25%
- Small-cap 10%
- Micro-cap 1%
By market capitalization, the portfolio has a notable tilt toward mid-caps (34%), with large and mega caps still substantial and smaller slices in small and micro caps. Market cap is basically company size: mega and large caps are often more stable and widely followed, while mid and small caps can be more volatile but offer different growth dynamics. This spread suggests the portfolio doesn’t rely solely on the very largest companies to drive returns. A mid-cap tilt can add diversification compared with a pure mega-cap focus, though it may also amplify swings during stress. Because the data window is short, it’s hard to see a full cycle of how these size exposures behave.
True holdings
-
MU Micron Technology Inc 1.94%
Part of fund(s):- SMART Earnings Growth 30 ETF
-
LI Lumentum Holdings Inc 1.87%
Part of fund(s):- SMART Earnings Growth 30 ETF
-
VR Vertiv Holdings Co 1.81%
Part of fund(s):- MarketDesk Focused U.S. Momentum ETF
- SMART Earnings Growth 30 ETF
-
GL Corning Incorporated 1.63%
Part of fund(s):- SMART Earnings Growth 30 ETF
-
CI Ciena Corp 1.40%
Part of fund(s):- MarketDesk Focused U.S. Momentum ETF
- SMART Earnings Growth 30 ETF
-
WD Western Digital Corporation 1.07%
Part of fund(s):- SMART Earnings Growth 30 ETF
-
UI Ubiquiti Networks Inc 0.67%
Part of fund(s):- SMART Earnings Growth 30 ETF
-
KE Keysight Technologies Inc 0.66%
Part of fund(s):- SMART Earnings Growth 30 ETF
-
NV NVIDIA Corporation 0.64%
Part of fund(s):- Vanguard Total Stock Market Index Fund ETF Shares
-
TW Twilio Inc 0.64%
Part of fund(s):- MarketDesk Focused U.S. Momentum ETF
- Top 10 total 12.34%
Looking through the ETFs’ top holdings, there are some concentrated exposures in specific names, especially in technology-related companies like Micron, Vertiv, and others. These individual positions each sit below 2% of the total portfolio, but many appear via multiple funds, which can create hidden concentration. Overlap matters because if the same stock shows up in several ETFs, its ups and downs can influence the portfolio more than a simple fund list suggests. Coverage of about 74% of ETF assets using only top‑10 holdings means overlap is likely understated. So the true diversification across individual companies is probably somewhat lower than it appears from ETF tickers alone.
Factors
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 strong tilt toward momentum and a high tilt toward low volatility, with low exposure to value and smaller size. Factors are like investing “ingredients” that explain behavior: momentum favors recent winners, value leans toward cheaper stocks, size captures small vs. big companies, and low volatility prefers steadier names. A high momentum tilt can boost returns when trends persist, but it may hurt during sharp reversals. The low volatility tilt suggests a preference for stocks that historically moved less than the market, which can sometimes cushion drawdowns. With only nine months of data, these factor scores are an early snapshot, yet they align with the portfolio’s explicit focus on momentum and earnings growth strategies.
Risk contribution
-
Avantis All International Markets Equity ETF
Weight: 50.00% 41.6% -
SMART Earnings Growth 30 ETF
Weight: 15.00% 25.2% -
MarketDesk Focused U.S. Momentum ETF
Weight: 15.00% 19.2% -
Invesco International BuyBack Achievers ETF
Weight: 10.00% 7.5% -
Vanguard Total Stock Market Index Fund ETF Shares
Weight: 10.00% 6.4%
Risk contribution reveals that the top three funds, while 80% of the weight, contribute over 86% of the portfolio’s overall volatility. Risk contribution measures how much each holding drives the portfolio’s ups and downs, which can differ from its percentage weight. The SMART Earnings Growth ETF, for example, contributes more to risk than its 15% weight would suggest, reflecting higher volatility. In contrast, the broad US and international ETFs contribute slightly less risk than their weights. This pattern shows that a relatively small slice of return-seeking, concentrated strategies can meaningfully shape day‑to‑day swings, even inside a more diversified backbone. Position sizing matters because it determines which funds dominate the experience.
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 the current portfolio lies on or very near the curve of best possible risk/return combinations using these five funds. The Sharpe ratio—return per unit of risk—of about 2.2 is high versus the minimum-variance option but below the max‑Sharpe mix, which would take more risk for more return. The key point is that, given this fund set and recent strong performance, the current weighting already looks efficient for its risk level. Reweighting could, in theory, shift toward either higher return with more volatility or lower volatility with less return, but the analysis doesn’t flag obvious inefficiencies. Again, this is based on a short, favorable period, so “efficiency” here may not hold across full cycles.
Dividends
- Avantis All International Markets Equity ETF 2.50%
- Invesco International BuyBack Achievers ETF 3.50%
- Vanguard Total Stock Market Index Fund ETF Shares 1.00%
- MarketDesk Focused U.S. Momentum ETF 0.20%
- SMART Earnings Growth 30 ETF 0.10%
- Weighted yield (per year) 1.74%
The portfolio’s overall dividend yield is about 1.74%, coming from a mix of higher-yielding international and buyback-focused funds and very low-yield growth and momentum ETFs. Dividend yield is the annual cash payout relative to price, like a stock’s “rent.” This level suggests that most of the return expectation here comes from price movement and earnings growth rather than income. The presence of some higher-yielding international positions does add a modest income layer, but the growth and momentum tilt naturally keeps the yield lower than more income-focused portfolios. With only nine months of history, the stability of dividends can’t be judged yet, but the structure points to capital growth as the main driver.
Ongoing product costs
- Avantis All International Markets Equity ETF 0.31%
- Invesco International BuyBack Achievers ETF 0.55%
- Vanguard Total Stock Market Index Fund ETF Shares 0.03%
- Weighted costs total (per year) 0.21%
The blended total expense ratio (TER) of the portfolio is about 0.21%, with individual funds ranging from 0.03% for the broad US index to 0.55% for the specialized international buyback ETF. TER is the annual fee charged by funds, taken directly out of returns. For an equity portfolio that leans on active or rules-based strategies, this aggregate cost is impressively low and compares favorably with many similar offerings. Lower ongoing costs help more of any future returns stay in the portfolio, and the impact compounds over time. Even though the historical window is short, fee drag is one of the few elements that can be reasonably projected, and here it looks like a structural strength.
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