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Retirement Income

Strategy Description

The Retirement Income strategy, as the name suggests, is devoted to earning high income for investors with tax-deferred accounts, year over year regardless of general stock or bond market conditions. Preservation of capital is a priority while earning an average annual return that is competitive with the corporate bond market, net of all fees. The Retirement Income strategy primarily invests in high yield corporate bond mutual funds but can also invest in municipal bond funds, treasury bonds or funds that hedge against rising interest rates. All positions are fully liquid and held in accordance with our proprietary intermediate term tactical trading parameters.

VAMI Chart

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YTD 1Y 3Y 5Y Sharpe STDEV MDD
0.00 0.00

PSRAE VS. TOP 20 ALTERNATIVE MUTUAL FUNDS (BY AUM)

January 2019 - May 2025
Fund Name Ticker Annualized Return Sharpe (0%) Beta Alpha (0%) Correlation
ProfitScore Regime-Adaptive Long/Short Equity Index PSRAE 12.52% 0.84 0.47 6.19 1.00
Goldman Sachs US Eq Div and Prem Instl GSPKX 13.28% 0.91 0.86 0.78 0.50
JPMorgan Equity Premium Income I JEPIX 9.98% 0.86 0.63 0.86 0.36
AB Select US Long/Short Advisor ASYLX 9.74% 1.08 0.50 2.29 0.53
BlackRock High Equity Income Instl BMCIX 9.62% 0.64 0.82 -1.69 0.41
JPMorgan Hedged Equity A JHQAX 9.49% 1.08 0.45 2.78 0.53
Diamond Hill Long-Short I DHLSX 9.19% 0.71 0.67 -0.27 0.35
Neuberger Berman Long Short Instl NLSIX 8.82% 1.21 0.38 3.20 0.41
AQR Diversified Arbitrage I ADAIX 7.25% 1.07 0.18 4.65 0.10
Catalyst/Millburn Hedge Strategy I MBXIX 7.21% 0.58 0.43 1.55 0.23
AQR Managed Futures Strategy I AQMIX 6.99% 0.65 -0.27 12.11 -0.13
Horizon Active Risk Assist® Investor ARANX 6.74% 0.56 0.69 -2.88 0.48
Columbia Adaptive Risk Allocation Inst CRAZX 6.33% 0.71 0.47 -0.44 0.50
Goldman Sachs Absolute Ret Trckr Instl GJRTX 5.18% 0.79 0.36 -0.14 0.39
Aspiriant Defensive Allocation RMDFX 5.17% 0.81 0.29 0.91 0.31
BlackRock Tactical Opportunities Instl PBAIX 5.04% 0.99 0.06 4.28 -0.01
BlackRock Systematic Multi-Strat Instl BIMBX 4.88% 1.06 0.16 2.45 0.27
FS Multi-Strategy Alternatives I FSMSX 4.81% 1.33 0.10 3.27 0.07
LoCorr Macro Strategies I LFMIX 4.73% 0.64 -0.05 5.80 -0.01
Calamos Market Neutral Income A CVSIX 4.68% 1.31 0.19 1.91 0.37
Goldman Sachs Tactical Tilt Overlay P GSLPX 4.61% 0.87 0.23 1.28 0.41
Average 7.44% 0.89 0.36 2.33 0.34
S&P 500 Index 14.29% 0.87 1.00 0.00 0.52
Barclay Hedge Fund Index 6.86% 0.91 0.40 0.93 0.38

The ProfitScore Regime-Adaptive Long/Short Equity Index is licensed to AXS Investments, LLC, which created the AXS Adaptive Plus Fund (AXSPX) around the PSRAE Index.

Reward

Retirement Income AGG MLHY
Compound ROR - 0.25% 0.56%
Average ROR - 0.26% 0.60%
Max Gain - 6.66% 11.47%
Consecutive Wins - 9 14
% Winning Months 0.00% 57.92% 69.29%
Average Gain - 1.06% 1.74%
Gain Deviation 0.00% 0.91% 1.60%

Risk Statistics

Retirement Income AGG MLHY
Standard Deviation 0.00% 1.30% 2.60%
Worst Loss 0.00% -4.14% -16.30%
Consecutive Losses - 6 4
% Losing Months 0.00% 41.70% 30.00%
Average Loss - -0.85% -2.03%
Loss Deviation 0.00% 0.87% 2.57%

Risk/Reward Statistics

Retirement Income AGG MLHY
Sharpe Ratio (1%) 0.00 0.20 0.23
Sortino Ratio (1%) 0.00 0.31 0.31
Skewness 0.00 0.23 -1.35
Kurtosis 0.00 3.07 9.61

Reward

Retirement Income AGG MLHY
Compound ROR - 3.01% 6.96%
Average ROR - 3.12% 7.94%
Max Gain - 8.46% 57.48%
Consecutive Wins - 10 6
% Winning Years 0.00% 86.96% 79.17%
Average Gain - 4.20% 12.20%
Gain Deviation 0.00% 3.14% 5.56%

Risk Statistics

Retirement Income AGG MLHY
Standard Deviation 0.00% 4.49% 8.99%
Worst Loss - -13.02% -26.38%
Consecutive Losses - 2 1
% Losing Years 100.00% 13.04% 20.83%
Average Loss - -5.59% -9.28%
Loss Deviation 0.00% 3.03% 8.90%

Risk/Reward Statistics

Retirement Income AGG MLHY
Sharpe Ratio (1%) 0.00 0.69 0.91
Sortino Ratio (1%) 0.00 0.46 0.69

VAMI Chart

Risk/Return Chart

Drawdown Chart

Distribution of Monthly Returns

Risk/Return Chart (Sharpe)

36 Month Rolling Sharpe Ratio

Up Capture Ratios

Down Capture Ratios

Monthly Returns (%)

Annualized Trend Return

Up Market Outperformance (% of months)

Down Market Outperformance (% of months)

Investment Allocation

Quantitative Model Styles

Past 3 Months

There is not enough data available.

Current Year to Date

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Past 12 Months

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Past 36 Months

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Past 60 Months

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Consecutive Gains

Consecutive Losses

Drawdown report

No. Depth (%) Decline (Months) Recovery (Months) Start date End date
1 - - - - -
2 - - - - -
3 - - - - -
4 - - - - -
5 - - - - -

Time Window Analysis

Reward 3 Months 12 Months 24 Months 36 Months 60 Months Inception
% Winning Months - - - - - -
Average Monthly Return % - - - - - -
Winning Months Average Gain % - - - - - -
Largest Monthly Gain % - - - - - -
Gain Deviation - - - - - -
Up Capture Ratio % - - - - - -
Risk 3 Months 12 Months 24 Months 36 Months 60 Months Inception
Standard Deviation - - - - - -
Losing Months Average Loss % - - - - - -
Largest Monthly Loss % - - - - - -
Loss Deviation - - - - - -
Maximum Drawdown % - - - - - -
Months in Max Drawdown - - - - - -
Down Capture Ratio - - - - - -
Risk/Reward 3 Months 12 Months 24 Months 36 Months 60 Months Inception
Sharpe Ratio (1%) - - - - - -
Profit/Loss Ratio - - - - - -
Mar Ratio - - - - - -
Sortino Ratio (5%) - - - - - -
Sortino Ratio (1%) - - - - - -
Omega Ratio (5%) - - - - - -
Omega Ratio (1%) - - - - - -
Information Ratio - - - - - -
Active Premium - - - - - -

Sharpe Ratio (0%)

Sortino Ratio

Alpha (0%)

Average Annual ROR

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