ideal ISA 2026

Asset Allocation

Position	Category/Sector	Target Weight
ASGI Abrdn Global Infrastructure Income Fund	Industrials Equities	3%
BST BlackRock Science and Technology Trust	Financial Services	3%
CEFS Saba Closed-End Funds ETF	Diversified Portfolio, Actively Managed	4%
CLOA BlackRock AAA CLO ETF	CLO	25%
IGLD FT Cboe Vest Gold Strategy Target Income ETF	Precious Metals, Gold	8%
MO Altria Group, Inc.	Consumer Defensive	6%
PDO Pimco Dynamic Income Opportunities Fund	Financial Services	4%
QQQI NEOS Nasdaq-100 High Income ETF	Derivative Income	8%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	30%
SPYI NEOS S&P 500 High Income ETF	Derivative Income, S&P 500	6%
UTF Cohen & Steers Infrastructure Fund, Inc	Financial Services	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ideal ISA 2026 , 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 3 months.

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The earliest data available for this chart is Jan 30, 2024, corresponding to the inception date of QQQI

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio ideal ISA 2026	-0.06%	-1.60%	1.86%	3.63%	12.79%	—	—	—
Portfolio components:
PDO Pimco Dynamic Income Opportunities Fund	0.23%	-3.70%	-1.72%	-1.20%	7.03%	14.43%	3.90%	—
MO Altria Group, Inc.	0.43%	-2.94%	15.96%	3.55%	23.23%	22.72%	13.73%	7.41%
CLOA BlackRock AAA CLO ETF	0.05%	0.43%	1.08%	2.34%	5.50%	6.90%	—	—
UTF Cohen & Steers Infrastructure Fund, Inc	-0.19%	-2.50%	10.25%	11.18%	10.39%	12.21%	6.43%	11.65%
IGLD FT Cboe Vest Gold Strategy Target Income ETF	-1.46%	-7.96%	5.69%	16.49%	38.48%	24.05%	15.44%	—
BST BlackRock Science and Technology Trust	-0.40%	-5.19%	-6.50%	-4.54%	22.24%	15.27%	0.75%	17.15%
CEFS Saba Closed-End Funds ETF	-0.62%	-1.46%	0.51%	4.83%	14.99%	17.28%	11.76%	—
QQQI NEOS Nasdaq-100 High Income ETF	0.14%	-2.23%	-3.32%	-1.12%	20.78%	—	—	—
SPYI NEOS S&P 500 High Income ETF	0.15%	-2.84%	-2.44%	0.76%	16.34%	14.35%	—	—
SGOV iShares 0-3 Month Treasury Bond ETF	0.04%	0.32%	0.92%	1.92%	4.10%	4.81%	3.42%	—

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 31, 2024, ideal ISA 2026 's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.

Historically, 86% of months were positive and 14% were negative. The best month was May 2024 with a return of +2.3%, while the worst month was Mar 2026 at -2.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 1 months.

On a daily basis, ideal ISA 2026 closed higher 65% of trading days. The best single day was Apr 9, 2025 with a return of +2.6%, while the worst single day was Apr 4, 2025 at -2.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.17%	1.87%	-2.55%	0.44%									1.86%
2025	1.48%	0.64%	0.30%	0.60%	2.12%	1.40%	1.22%	1.52%	1.65%	0.03%	1.02%	0.68%	13.39%
2024	-0.29%	1.37%	2.14%	-0.46%	2.30%	0.89%	1.46%	1.78%	1.21%	0.51%	1.73%	-1.03%	12.18%

Benchmark Metrics

ideal ISA 2026 has an annualized alpha of 8.97%, beta of 0.24, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 31, 2024.

This portfolio captured 44.41% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.99%) — a profile typical of hedging or uncorrelated assets.
This portfolio generated an annualized alpha of 8.97% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.24 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 8.97%

Beta: 0.24

R²: 0.68

Upside Capture: 44.41%

Downside Capture: -0.99%

Expense Ratio

ideal ISA 2026 has an expense ratio of 0.44%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

CEFS

Saba Closed-End Funds ETF

ASGI

Abrdn Global Infrastructure Income Fund

IGLD

FT Cboe Vest Gold Strategy Target Income ETF

QQQI

NEOS Nasdaq-100 High Income ETF

SPYI

NEOS S&P 500 High Income ETF

CLOA

BlackRock AAA CLO ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

Return for Risk

Risk / Return Rank

ideal ISA 2026 ranks 91 for risk / return — in the top 91% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.30	0.88	+1.42
Sortino ratio Return per unit of downside risk	3.21	1.37	+1.84
Omega ratio Gain probability vs. loss probability	1.57	1.21	+0.37
Calmar ratio Return relative to maximum drawdown	3.16	1.39	+1.77
Martin ratio Return relative to average drawdown	13.61	6.43	+7.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PDO Pimco Dynamic Income Opportunities Fund	55	0.47	0.71	1.15	0.58	2.40
MO Altria Group, Inc.	68	1.12	1.53	1.22	1.20	3.11
CLOA BlackRock AAA CLO ETF	98	3.36	4.56	2.22	4.97	35.98
UTF Cohen & Steers Infrastructure Fund, Inc	58	0.67	0.93	1.14	0.96	2.17
IGLD FT Cboe Vest Gold Strategy Target Income ETF	76	1.62	2.09	1.32	2.16	9.07
BST BlackRock Science and Technology Trust	70	1.01	1.52	1.22	1.54	4.93
CEFS Saba Closed-End Funds ETF	59	1.14	1.57	1.25	1.53	7.40
QQQI NEOS Nasdaq-100 High Income ETF	62	1.06	1.64	1.25	1.88	8.37
SPYI NEOS S&P 500 High Income ETF	58	1.01	1.53	1.26	1.54	7.96
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.63	286.00	202.83	412.76	4,634.41

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ideal ISA 2026 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 2.30
All Time: 2.75

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ideal ISA 2026 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

ideal ISA 2026 provided a 7.58% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	7.58%	7.23%	8.57%	6.49%	3.53%	1.95%	1.24%	1.25%	1.28%	0.78%	0.72%	0.68%
Portfolio components:
PDO Pimco Dynamic Income Opportunities Fund	11.60%	11.09%	11.29%	12.54%	19.09%	8.56%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MO Altria Group, Inc.	6.39%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
CLOA BlackRock AAA CLO ETF	5.11%	5.35%	6.01%	5.88%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UTF Cohen & Steers Infrastructure Fund, Inc	7.07%	7.62%	7.74%	8.76%	7.75%	6.53%	7.20%	7.10%	10.12%	7.37%	10.51%	8.39%
IGLD FT Cboe Vest Gold Strategy Target Income ETF	14.13%	9.91%	20.81%	7.85%	4.45%	2.24%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BST BlackRock Science and Technology Trust	11.29%	10.36%	8.21%	8.91%	10.57%	5.38%	3.85%	10.52%	6.41%	4.80%	6.69%	6.93%
CEFS Saba Closed-End Funds ETF	7.94%	7.84%	8.79%	9.20%	11.32%	10.73%	8.61%	8.10%	10.43%	5.02%	0.00%	0.00%
QQQI NEOS Nasdaq-100 High Income ETF	14.88%	13.82%	12.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPYI NEOS S&P 500 High Income ETF	12.41%	11.70%	12.04%	12.01%	4.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SGOV iShares 0-3 Month Treasury Bond ETF	3.95%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the ideal ISA 2026 . 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 ideal ISA 2026 was 4.29%, occurring on Apr 7, 2025. Recovery took 13 trading sessions.

The current ideal ISA 2026 drawdown is 2.26%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-4.29%	Feb 21, 2025	32	Apr 7, 2025	13	Apr 25, 2025	45
-3.83%	Mar 3, 2026	18	Mar 26, 2026	—	—	—
-1.88%	Dec 9, 2024	9	Dec 19, 2024	19	Jan 21, 2025	28
-1.68%	Jul 17, 2024	14	Aug 5, 2024	8	Aug 15, 2024	22
-1.45%	Oct 21, 2025	23	Nov 20, 2025	5	Nov 28, 2025	28

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 5.61, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	SGOV	MO	CLOA	IGLD	PDO	ASGI	UTF	CEFS	BST	QQQI	SPYI	Portfolio
Benchmark	1.00	0.00	-0.05	0.18	0.12	0.35	0.31	0.31	0.62	0.76	0.94	0.98	0.75
SGOV	0.00	1.00	0.09	0.13	0.03	0.01	0.06	0.07	-0.01	-0.03	-0.00	0.00	0.07
MO	-0.05	0.09	1.00	-0.01	-0.03	0.01	0.16	0.26	-0.03	-0.19	-0.15	-0.05	0.27
CLOA	0.18	0.13	-0.01	1.00	-0.04	0.16	0.00	0.09	0.17	0.14	0.19	0.18	0.20
IGLD	0.12	0.03	-0.03	-0.04	1.00	0.12	0.19	0.22	0.20	0.08	0.10	0.12	0.46
PDO	0.35	0.01	0.01	0.16	0.12	1.00	0.29	0.32	0.36	0.36	0.34	0.35	0.45
ASGI	0.31	0.06	0.16	0.00	0.19	0.29	1.00	0.48	0.37	0.25	0.25	0.31	0.52
UTF	0.31	0.07	0.26	0.09	0.22	0.32	0.48	1.00	0.34	0.17	0.21	0.31	0.56
CEFS	0.62	-0.01	-0.03	0.17	0.20	0.36	0.37	0.34	1.00	0.58	0.58	0.61	0.66
BST	0.76	-0.03	-0.19	0.14	0.08	0.36	0.25	0.17	0.58	1.00	0.78	0.74	0.60
QQQI	0.94	-0.00	-0.15	0.19	0.10	0.34	0.25	0.21	0.58	0.78	1.00	0.94	0.71
SPYI	0.98	0.00	-0.05	0.18	0.12	0.35	0.31	0.31	0.61	0.74	0.94	1.00	0.75
Portfolio	0.75	0.07	0.27	0.20	0.46	0.45	0.52	0.56	0.66	0.60	0.71	0.75	1.00

The correlation results are calculated based on daily price changes starting from Jan 31, 2024

ideal ISA 2026

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table