A dividend chaser glued to one momentum rocket and a speculative biotech lottery ticket
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.
What type of investor this portfolio is suitable for
Growth Investors
This fits someone who’s comfortable with real turbulence and likes the idea of “smart” tilts—dividends and momentum—while still sneaking in a speculative moonshot. The personality behind this is probably analytical enough to care about factors and fees but impatient enough to want extra juice beyond plain indexes. Time horizon is likely long, with a willingness to ride out double‑digit drawdowns, but there’s a hint of overconfidence in that chunky single‑stock bet. It suits a growth‑oriented investor who can stomach seeing red on the screen and won’t completely unravel when the biotech side quest inevitably swings wildly.
Positions
-
Schwab U.S. Dividend Equity ETF
SCHD - US8085247976 55.10% -
Invesco S&P 500® Momentum ETF
SPMO - US46138E3392 26.80% -
Alpha Tau Medical Ltd
DRTS - IL0011839383 18.10%
This setup looks like three ideas walked into a bar and never left: dividend factor, momentum factor, and a single hyper‑speculative small stock. Over half in a dividend ETF, a quarter in momentum, and nearly a fifth in one tiny healthcare name is… bold, not balanced. Compared with a typical broad index mix, this is like putting all your meal prep into protein shakes and energy drinks, then washing it down with tequila. The structure leans hard into US equity, with an unnecessary stock‑picking side quest. Trimming the lone stock to a more survivable slice and adding a calmer anchor would smooth this circus out.
Growth
A 15.2% CAGR (compound annual growth rate) is objectively juicy. CAGR is just “what did this thing grow at per year on average if the path were smooth.” But your path is not smooth: a max drawdown of about -27% says this thing can punch you in the face quickly. Also, 90% of returns coming from just 15 days is classic “miss a few big days and your story changes” territory. Versus broad US markets, the return is strong but the ride is twitchy. Treat that history as a highlight reel, not a guarantee; tightening risk and concentration now helps survive the next ugly chapter.
Projection
Monte Carlo simulations are basically a financial chaos machine: feed in past behavior, shake it 1,000 times, see what futures pop out. Yours is wild. Median outcome of +185.9% looks great, but that nasty 5th percentile at -83.9% is “retirement reset” territory. An 18.63% average simulated return is flattering, but remember, simulations are like weather forecasts two weeks out—useful directionally, not gospel. The main message: upside is big, downside is brutal, and one wrong decade could crush you. Dialing back single‑stock risk and factor stacking would still give strong growth potential without flirting so hard with the wipeout scenarios.
Asset classes
- Stocks 100%
- Cash 0%
Asset classes: 100% stocks, 0% cash, 0% bonds, 0% anything else. This isn’t “growth,” this is “all‑gas no‑brakes.” Compared with a normal growth portfolio that might sprinkle in bonds or other diversifiers, this is basically equity maximalism. When stocks soar, great; when stocks tank, everything sinks together and there’s nowhere to hide or rebalance from. Some growth‑oriented investors do fine with high equity, but then usually spread risk across more styles or assets. Adding even a modest slice of stabilizers—something that doesn’t crash in sync with stocks—would turn this from a roller coaster into, at least, a roller coaster with guardrails.
Sectors
- Health Care 28%
- Technology 14%
- Consumer Staples 12%
- Energy 12%
- Financials 10%
- Industrials 10%
- Consumer Discretionary 7%
- Telecommunications 6%
- Utilities 1%
- Basic Materials 1%
- Real Estate 0%
Sector tilt screams “healthcare crush with a side of everything else.” Healthcare at 28% plus that big Alpha Tau position means one industry has way more say in your future than it should. Tech at 14% is oddly restrained for a growth profile, while defensives, energy, financials and industrials are scattered around like you tried to look diversified without committing. Compared with common indexes, healthcare is almost over‑featured. Sector bets can pay off, but they’re just concentrated risk with better marketing. Capping any single sector exposure and making sure no one theme defines the portfolio would make the overall risk profile far less moody.
Regions
- North America 81%
- Europe Developed 19%
- Asia Emerging 0%
- Latin America 0%
Geography says “USA first… and maybe a European vacation.” North America at 81% plus 19% developed Europe is at least not pure “America or bust,” but it’s still heavily US‑centric. Zero exposure to emerging markets basically ignores a big chunk of global growth potential. Versus global indexes, you’re underweight the rest of the world, especially faster‑growing economies. The upside: you avoid some messy volatility from less stable regions. The downside: if US large companies lag, there’s no real backup squad. Nudging a slice toward broader global exposure would keep you from betting so hard on one economic story dominating forever.
Market capitalization
- Large-cap 46%
- Small-cap 21%
- Mid-cap 21%
- Mega-cap 11%
- Micro-cap 1%
Market cap mix is actually one of the less chaotic parts: 46% big, 21% mid, 21% small, 11% mega, and a tiny 1% micro. That’s a fairly well‑spread ladder, though the small‑cap and mid‑cap chunk plus the Alpha Tau flyer add extra wobble. Compared with a plain S&P 500, you’re leaning more into the “spicier” side of town. That can boost long‑term growth but also deepens drawdowns when markets get allergic to risk. Keeping small and micro caps as an accent instead of a lifestyle choice, and ensuring no single tiny name dominates, would keep volatility more in the “thrill ride” range, not “ambulance call.”
Dividends
- Schwab U.S. Dividend Equity ETF 3.30%
- Invesco S&P 500® Momentum ETF 0.70%
- Weighted yield (per year) 2.01%
Yield at 2.01% with SCHD doing the heavy lifting at 3.3% and momentum barely bothering is a weird combo: part “income adult,” part “growth teenager.” There’s nothing wrong with dividends, but chasing them too hard can shove you into slower‑growing, stodgier names and miss out on compound growth. On the flip side, relying on that income to feel “safe” while holding a high‑risk side bet (Alpha Tau) is like wearing a seatbelt on a motorcycle—you’re missing the bigger point. Clarifying whether the goal is income, growth, or both, then aligning yield with that goal, would make this setup much more coherent.
Ongoing product costs
- Schwab U.S. Dividend Equity ETF 0.06%
- Invesco S&P 500® Momentum ETF 0.13%
- Weighted costs total (per year) 0.07%
Costs are suspiciously good. A blended TER of 0.07% is “you actually read the fine print” level smart. SCHD at 0.06% and the momentum ETF at 0.13% are both nicely lean, so at least you’re not paying champagne fees for tap‑water performance. The real cost risk here isn’t expense ratios; it’s behavior—panic selling in a drawdown or overtrading the single stock. Fees won’t be what kills returns in this portfolio; unmanaged risk and concentration might. Keeping the low‑cost core, avoiding expensive shiny products, and focusing on smarter structure instead of tinkering will likely matter way more than squeezing another 0.01% off TER.
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.
The optimization stats are basically a polite insult. At the same risk level, a more efficient mix could have an expected return of 20.78%, higher than what you’ve got now. The “efficient frontier” is just the best possible trade‑off between risk (volatility) and return—your portfolio is standing somewhere below that line holding a half‑eaten sandwich. The optimal portfolio at the same risk offers more expected growth, meaning current choices aren’t using your risk budget well. The fix isn’t “more risk for more return”; it’s smarter diversification, less single‑stock drama, and better blending of styles so every unit of pain pulls its weight.
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