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 Quarterly
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Project IDEAL | 23.64% | 1.54% | 12.01% | 35.05% | N/A | N/A |
| Portfolio components: | ||||||
BND Vanguard Total Bond Market ETF | 1.59% | -1.47% | 3.07% | 7.87% | -0.27% | 1.41% |
SCHD Schwab US Dividend Equity ETF | 17.07% | 1.30% | 10.97% | 29.98% | 12.79% | 11.62% |
JEPI JPMorgan Equity Premium Income ETF | 15.79% | 1.51% | 9.00% | 20.11% | N/A | N/A |
SPMO Invesco S&P 500® Momentum ETF | 47.88% | 3.07% | 21.15% | 60.08% | 20.54% | N/A |
XMMO Invesco S&P MidCap Momentum ETF | 45.98% | 6.32% | 13.38% | 63.75% | 18.22% | 16.12% |
TLT iShares 20+ Year Treasury Bond ETF | -5.24% | -2.92% | 1.77% | 7.41% | -5.76% | -0.27% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.99% | 5.30% | 3.72% | -4.67% | 4.02% | 2.64% | 2.51% | 2.31% | 1.48% | -0.87% | 23.64% | ||
| 2023 | 2.42% | -3.54% | 1.19% | 0.95% | -3.69% | 4.39% | 1.83% | -0.18% | -3.18% | -3.07% | 7.64% | 6.13% | 10.57% |
| 2022 | -4.59% | -1.22% | 1.20% | -6.13% | 1.16% | -6.40% | 5.67% | -3.10% | -7.11% | 7.95% | 4.81% | -3.14% | -11.63% |
| 2021 | -0.54% | 0.41% | 2.96% | 3.07% | 0.43% | 3.08% | 1.72% | 2.20% | -3.62% | 4.88% | -1.40% | 3.09% | 17.18% |
| 2020 | 2.64% | 0.63% | 5.76% | 3.80% | -1.26% | -1.66% | 7.54% | 2.62% | 21.52% |
Expense Ratio
Project IDEAL has an expense ratio of 0.14%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Project IDEAL is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.50 | 4.75 |
SCHD Schwab US Dividend Equity ETF | 2.64 | 3.81 | 1.47 | 2.92 | 14.57 |
JEPI JPMorgan Equity Premium Income ETF | 2.87 | 4.00 | 1.58 | 5.20 | 20.34 |
SPMO Invesco S&P 500® Momentum ETF | 3.44 | 4.42 | 1.61 | 4.62 | 19.25 |
XMMO Invesco S&P MidCap Momentum ETF | 3.24 | 4.36 | 1.54 | 4.34 | 22.33 |
TLT iShares 20+ Year Treasury Bond ETF | 0.48 | 0.77 | 1.09 | 0.16 | 1.18 |
Dividends
Dividend yield
Project IDEAL provided a 2.67% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.67% | 3.09% | 3.32% | 1.98% | 2.27% | 1.85% | 1.78% | 1.53% | 1.97% | 1.56% | 1.46% | 1.50% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500® Momentum ETF | 0.44% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% | 0.00% |
XMMO Invesco S&P MidCap Momentum ETF | 0.30% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% | 1.24% | 1.31% |
TLT iShares 20+ Year Treasury Bond ETF | 4.06% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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 19.85%, occurring on Sep 27, 2022. Recovery took 336 trading sessions.
The current Project IDEAL drawdown is 0.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.85% | Jan 5, 2022 | 183 | Sep 27, 2022 | 336 | Jan 30, 2024 | 519 |
| -6.09% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.37% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
| -5.3% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -4.98% | Feb 16, 2021 | 13 | Mar 4, 2021 | 20 | Apr 1, 2021 | 33 |
Volatility
Volatility Chart
The current Project IDEAL volatility is 2.76%, 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
| TLT | BND | SPMO | SCHD | XMMO | JEPI | |
|---|---|---|---|---|---|---|
| TLT | 1.00 | 0.91 | -0.01 | -0.06 | -0.00 | 0.04 |
| BND | 0.91 | 1.00 | 0.12 | 0.08 | 0.11 | 0.17 |
| SPMO | -0.01 | 0.12 | 1.00 | 0.59 | 0.78 | 0.71 |
| SCHD | -0.06 | 0.08 | 0.59 | 1.00 | 0.71 | 0.79 |
| XMMO | -0.00 | 0.11 | 0.78 | 0.71 | 1.00 | 0.70 |
| JEPI | 0.04 | 0.17 | 0.71 | 0.79 | 0.70 | 1.00 |