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Portfolio Example
ETF Growth Portfolio Analysis
A growth-tilted ETF portfolio designed for scalable diversification, reviewed for overlap and factor concentration.
1. Portfolio Overview
Representative holdings for this structure:
2. Risk Analysis
- Concentration: Multiple growth ETFs can have substantial holdings overlap.
- Volatility: Moderate-to-high volatility depending on small-cap and international mix.
- Correlation: Growth factor clustering can reduce diversification when rates rise.
3. Optimization Example
Original Sharpe Ratio
0.43
Optimized Sharpe Ratio
0.69
- - Removed redundant ETF overlap to reduce concentration.
- - Added broader factor balance beyond pure growth.
- - Adjusted international sleeve for diversification without excess drag.
4. Optimized Allocation
- US Growth ETFs: 40%
- US Broad Market: 25%
- International Developed: 15%
- Small Cap Blend: 10%
- Defensive / Quality Tilt: 10%
5. Next Step
Apply this framework to your own holdings and constraints to generate personalized recommendations.