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New Power

Strategy Description

The New Power strategy offers investors a strategic opportunity to invest in the mega trend of “New” energy generation and distribution as a means of combating and adapting to, the negative impacts of climate change. New Power has defined allocations to three categories of investment: Transformers represent incumbent or established companies who are evolving to become leaders in climate solutions. Innovators are smaller companies that are bringing new technologies and solutions to the challenge. And Pure Plays are companies that are directly in the business of providing clean energy, efficient use of natural resources or climate adaptation products and services.

New Power is a one of a kind, 100% equity investment strategy employing best of class stocks, ETFs, and mutual funds in this growing sector with a long history of outperforming the benchmark (PowerShares Clean Energy Index fund PBW). New Power is a climate solutions strategy by directing investor capital toward companies that are driving real change.

VAMI Chart

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YTD 1Y 3Y 5Y Sharpe STDEV MDD
22.96 12.48 32.14 13.56 0.32 19.40 -57.03

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

January 2019 - November 2025
Fund Name Ticker Annualized Return Sharpe (0%) Beta Alpha (0%) Correlation
ProfitScore Regime-Adaptive Long/Short Equity Index PSRAE 13.34% 0.91 0.47 6.28 1.00
Goldman Sachs US Eq Div and Prem Instl GSPKX 14.31% 1.00 0.86 0.72 0.51
BlackRock High Equity Income Instl BMCIX 10.54% 0.71 0.82 -1.74 0.41
JPMorgan Equity Premium Income I JEPIX 10.39% 0.92 0.62 0.61 0.36
AB Select US Long/Short Advisor ASYLX 10.31% 1.18 0.50 2.25 0.53
JPMorgan Hedged Equity A JHQAX 10.06% 1.17 0.45 2.81 0.53
Diamond Hill Long-Short I DHLSX 10.02% 0.79 0.67 -0.26 0.35
Neuberger Berman Long Short Instl NLSIX 8.87% 1.26 0.37 2.87 0.41
Horizon Active Risk Assist® Investor ARANX 8.10% 0.67 0.70 -2.47 0.49
AQR Managed Futures Strategy I AQMIX 7.85% 0.74 -0.26 13.14 -0.13
Catalyst/Millburn Hedge Strategy I MBXIX 7.71% 0.63 0.43 1.49 0.23
Columbia Adaptive Risk Allocation Inst CRAZX 7.54% 0.85 0.47 0.12 0.51
AQR Diversified Arbitrage I ADAIX 7.24% 1.10 0.18 4.46 0.10
Aspiriant Defensive Allocation RMDFX 6.30% 1.00 0.29 1.63 0.31
Goldman Sachs Absolute Ret Trckr Instl GJRTX 5.89% 0.91 0.37 0.11 0.39
BlackRock Tactical Opportunities Instl PBAIX 5.03% 0.99 0.06 4.20 0.00
SEI Multi-Asset Accumulation F (SIMT) SAAAX 5.03% 0.51 0.55 -3.28 0.40
LoCorr Macro Strategies I LFMIX 5.00% 0.69 -0.04 6.04 0.00
FS Multi-Strategy Alternatives I FSMSX 4.99% 1.41 0.10 3.34 0.07
Abbey Capital Futures Strategy I ABYIX 4.99% 0.64 -0.13 7.45 0.00
Goldman Sachs Tactical Tilt Overlay P GSLPX 4.91% 0.95 0.23 1.34 0.41
Average 8.02% 0.91 0.37 2.43 0.33
S&P 500 Index 15.63% 0.96 1.00 0.00 0.53
Barclay Hedge Fund Index 7.75% 1.05 0.40 1.29 0.39

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.

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC YEAR
2025 1.76 -1.50 -4.50 0.24 6.03 3.89 2.68 6.94 5.94 22.96
2024 -4.53 7.38 3.23 -2.41 8.75 -5.26 3.29 1.93 3.19 -4.22 4.46 -8.57 5.75
2023 10.46 -5.33 2.04 -4.12 0.41 5.83 5.78 -10.95 -5.41 -7.82 8.68 7.55 4.37
2022 -9.94 -1.24 3.05 -13.73 0.39 -12.25 7.10 -1.57 -9.84 -2.20 6.99 -6.94 -35.53
2021 5.95 -0.73 -1.86 -0.77 -0.65 4.08 -2.59 2.53 -5.03 9.96 -3.17 -4.74 1.89
2020 1.91 -2.37 -12.43 7.61 9.18 8.66 13.70 10.07 1.52 2.17 15.98 7.51 80.04
2019 9.74 4.37 -3.69 1.86 -5.50 5.16 1.20 -0.36 -2.61 -3.25 2.96 5.73 15.49
2018 1.06 -3.17 -1.01 1.35 2.40 -2.47 -0.63 4.22 0.44 -8.95 1.92 -7.28 -12.25
2017 1.78 1.44 2.04 2.62 4.39 0.03 3.76 1.19 3.63 4.31 1.78 1.34 32.16
2016 -9.21 -1.84 1.81 -1.46 1.50 1.49 4.21 -1.38 1.41 -4.28 -0.24 -0.68 -8.96
2015 -1.60 5.77 -0.20 0.51 1.04 -1.28 0.44 -5.14 -4.29 5.04 -2.06 -0.94 -3.23
2014 -1.08 5.61 -5.20 -2.70 1.29 8.56 -5.38 4.16 -5.99 -0.22 1.41 0.70 0.04
2013 4.43 -2.22 1.99 3.67 7.70 0.25 10.14 -4.01 9.40 10.05 4.87 3.32 60.77
2012 3.34 1.30 2.00 -1.59 -5.56 2.31 -3.67 1.37 0.52 -1.35 -0.85 0.48 -2.05
2011 0.96 2.71 1.73 1.33 -4.12 -2.61 -4.19 -4.86 -7.43 4.69 -2.37 0.33 -13.63
2010 -8.08 0.21 5.31 0.17 -7.96 -4.77 6.59 -7.78 8.01 1.97 0.65 5.81 -1.80
2009 -5.82 -6.88 5.99 12.21 5.15 -0.54 -0.13 0.24 8.15 -7.70 0.39 5.12 15.04
2008 -15.46 -4.35 -1.87 5.20 8.70 -6.24 -3.93 -0.45 -18.04 -22.82 -7.89 3.35 -51.00
2007 1.42 1.81 0.98 2.37 1.29 1.28 1.70 3.19 3.21 7.16 -5.33 8.87 30.99
2006 17.82 -2.90 -0.35 6.56 -9.21 0.30 -2.47 1.03 -0.78 2.51 2.64 -2.89 10.51
2005 -1.80 2.92 -1.94 -6.83 1.01 10.51 3.44 11.45 -1.52 0.00 3.05 -2.38 17.72

Reward

New Power PBW
Compound ROR 0.36% -0.21%
Average ROR 0.52% 0.30%
Max Gain 17.82% 45.10%
Consecutive Wins 13 10
% Winning Months 57.83% 53.66%
Average Gain 4.12% 7.52%
Gain Deviation 3.46% 6.47%

Risk Statistics

New Power PBW
Standard Deviation 5.60% 10.08%
Worst Loss -22.82% -33.51%
Consecutive Losses 6 6
% Losing Months 41.77% 45.93%
Average Loss -4.47% -8.13%
Loss Deviation 3.96% 6.32%

Risk/Reward Statistics

New Power PBW
Sharpe Ratio (1%) 0.09 0.03
Sortino Ratio (1%) 0.09 -0.03
Skewness -0.37 0.09
Kurtosis 1.48 1.43

Reward

New Power PBW
Compound ROR 4.37% -2.51%
Average ROR 8.16% 10.58%
Max Gain 80.04% 226.11%
Consecutive Wins 3 3
% Winning Years 61.90% 42.86%
Average Gain 22.90% 60.15%
Gain Deviation 11.97% 22.42%

Risk Statistics

New Power PBW
Standard Deviation 19.40% 34.91%
Worst Loss -51.00% -68.87%
Consecutive Losses 3 4
% Losing Years 38.10% 57.14%
Average Loss -16.06% -27.03%
Loss Deviation 13.73% 21.90%

Risk/Reward Statistics

New Power PBW
Sharpe Ratio (1%) 0.27 -0.15
Sortino Ratio (1%) 0.24 0.07

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

Current Year to Date

Past 12 Months

Past 36 Months

Past 60 Months

Consecutive Gains

Run-up % Length (Months) Start End
118.93 10 03/2020 12/2020
33.56 13 12/2016 12/2017
30.45 4 08/2013 11/2013
28.69 4 04/2005 07/2005
28.45 6 03/2025 08/2025

Consecutive Losses

Decline % Length (Months) Start End
-47.75 6 05/2008 10/2008
-22.35 3 07/2023 09/2023
-21.21 5 04/2011 08/2011
-20.65 3 12/2007 02/2008
-17.96 4 10/2021 01/2022

Drawdown report

No. Depth (%) Decline (Months) Recovery (Months) Start date End date
1 -57.03 14 137 01/2008 07/2020
2 -46.90 24 - 11/2021 09/2025
3 -11.19 3 12 05/2006 07/2007
4 -8.64 2 2 03/2005 06/2005
5 -5.33 1 1 11/2007 12/2007

Time Window Analysis

Reward 3 Months 12 Months 24 Months 36 Months 60 Months Inception
% Winning Months 100.00 66.67 66.67 61.11 53.33 57.83
Average Monthly Return % 5.19 1.10 1.55 0.94 0.41 0.52
Winning Months Average Gain % 5.19 3.99 4.75 4.88 5.19 4.12
Largest Monthly Gain % 6.94 6.94 8.75 10.46 15.98 17.82
Gain Deviation 2.23 2.32 2.62 2.84 3.43 3.46
Up Capture Ratio % 35.99 27.79 42.44 40.80 18.36 1.30
Risk 3 Months 12 Months 24 Months 36 Months 60 Months Inception
Standard Deviation 2.23 4.90 5.26 5.70 6.25 5.60
Losing Months Average Loss % - -4.70 -4.85 -5.27 -5.07 -4.47
Largest Monthly Loss % 0.00 -8.57 -8.57 -10.95 -13.73 -22.82
Loss Deviation 0.00 2.91 2.41 2.60 3.68 3.96
Maximum Drawdown % 0.00 -12.48 -12.48 -22.35 -46.90 -57.03
Months in Max Drawdown - 9 9 10 24 151
Down Capture Ratio - 44.86 36.31 54.29 74.66 98.39
Risk/Reward 3 Months 12 Months 24 Months 36 Months 60 Months Inception
Sharpe Ratio (1%) 7.94 0.72 0.96 0.52 0.18 0.27
Profit/Loss Ratio - 1.70 1.96 1.46 1.17 1.28
Mar Ratio - 1.00 1.47 0.44 0.05 0.08
Sortino Ratio (5%) 0.00 0.61 1.06 0.33 -0.15 -0.04
Sortino Ratio (1%) 0.00 1.00 1.47 0.65 0.10 0.24
Omega Ratio (5%) - 4.85 5.71 4.29 3.46 3.65
Omega Ratio (1%) - 5.67 6.55 4.88 3.93 4.25
Information Ratio -7.15 -1.41 0.77 0.92 0.51 0.34
Active Premium -263.48 -33.90 20.61 23.16 14.40 6.98

Sharpe Ratio (0%)

Sortino Ratio

Alpha (0%)

Average Annual ROR

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