Project IDEAL
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Project IDEAL, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every year.
The earliest data available for this chart is Aug 22, 2022, corresponding to the inception date of TLTW
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Project IDEAL | -3.61% | -4.80% | -5.64% | 6.35% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -6.12% | -8.23% | -10.14% | 3.31% | 13.20% | 10.23% |
VOO Vanguard S&P 500 ETF | -9.88% | -6.64% | -9.35% | 7.75% | 15.13% | 11.61% |
AGG iShares Core U.S. Aggregate Bond ETF | 1.98% | -0.68% | 0.25% | 6.56% | -0.90% | 1.38% |
TLTW iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | 2.49% | -2.70% | -1.78% | 6.76% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | -4.83% | -5.45% | -6.76% | 4.47% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Project IDEAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.65% | 1.56% | -1.93% | -4.80% | -3.61% | ||||||||
| 2024 | 0.38% | 1.48% | 2.69% | -3.87% | 2.83% | 1.51% | 3.13% | 2.19% | 1.64% | -1.58% | 3.60% | -3.69% | 10.42% |
| 2023 | 4.33% | -2.98% | 2.37% | 0.75% | -1.44% | 3.37% | 1.80% | -1.53% | -4.10% | -2.72% | 6.46% | 4.10% | 10.24% |
| 2022 | -2.87% | -6.79% | 4.20% | 5.44% | -3.32% | -3.82% |
Expense Ratio
Project IDEAL has an expense ratio of 0.12%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Project IDEAL is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
VOO Vanguard S&P 500 ETF | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.29 | 1.88 | 1.22 | 1.42 | 3.31 |
TLTW iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | 0.73 | 1.02 | 1.14 | 0.43 | 1.48 |
JEPI JPMorgan Equity Premium Income ETF | 0.30 | 0.51 | 1.08 | 0.30 | 1.54 |
Dividends
Dividend yield
Project IDEAL provided a 5.44% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.44% | 5.06% | 5.80% | 4.34% | 2.11% | 2.29% | 1.89% | 2.02% | 1.68% | 1.82% | 1.88% | 1.72% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.79% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
TLTW iShares 20+ Year Treasury Bond BuyWrite Strategy ETF | 15.34% | 14.47% | 19.59% | 8.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.06% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Project IDEAL. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Project IDEAL was 10.39%, occurring on Oct 20, 2022. Recovery took 70 trading sessions.
The current Project IDEAL drawdown is 7.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.39% | Aug 26, 2022 | 39 | Oct 20, 2022 | 70 | Feb 1, 2023 | 109 |
| -9.85% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -9.11% | Jul 27, 2023 | 66 | Oct 27, 2023 | 32 | Dec 13, 2023 | 98 |
| -5.43% | Feb 3, 2023 | 26 | Mar 13, 2023 | 66 | Jun 15, 2023 | 92 |
| -4.42% | Apr 1, 2024 | 14 | Apr 18, 2024 | 41 | Jun 17, 2024 | 55 |
Volatility
Volatility Chart
The current Project IDEAL volatility is 7.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| TLTW | AGG | VOO | SCHD | JEPI | |
|---|---|---|---|---|---|
| TLTW | 1.00 | 0.89 | 0.17 | 0.18 | 0.18 |
| AGG | 0.89 | 1.00 | 0.22 | 0.21 | 0.23 |
| VOO | 0.17 | 0.22 | 1.00 | 0.73 | 0.82 |
| SCHD | 0.18 | 0.21 | 0.73 | 1.00 | 0.84 |
| JEPI | 0.18 | 0.23 | 0.82 | 0.84 | 1.00 |