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WealthBeacon Aggressive

Strategy Description

WealthBeacon Aggressive is a tax efficient, low-cost, evidence-based strategy built to serve as a guide for investors devoted to aggressively growing wealth over long periods of time. As such, a high level of volatility is to be expected. The WealthBeacon Aggressive strategy is appropriate for long-term buy and hold investors with a high risk tolerance. All investments are made via exchange traded funds (ETFs).

VAMI Chart

Live trades are independently verified - Click To Verify.

YTD 1Y 3Y 5Y Sharpe STDEV MDD
14.19 12.08 70.16 0.62 15.05 -23.76

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 2.69 -1.35 -3.62 -0.75 5.58 4.54 0.74 3.41 2.48 14.19
2024 -0.97 4.15 3.73 -4.19 4.47 0.34 3.37 1.26 1.75 -2.36 5.18 -4.42 12.33
2023 7.60 -2.63 0.57 0.59 -1.73 6.76 3.81 -2.93 -4.05 -3.68 8.83 6.52 20.05
2022 -4.95 -1.67 1.76 -7.55 1.32 -8.86 7.41 -3.60 -9.32 7.97 7.40 -4.70 -15.75
2021 -0.36 3.22 3.27 1.51 0.61 -0.45 2.23 -3.75 4.61 -2.80 4.32 12.71

Reward

WealthBeacon Aggressive MSCI ACWI
Compound ROR 0.68% 0.76%
Average ROR 0.77% 0.85%
Max Gain 8.83% 9.12%
Consecutive Wins 5 7
% Winning Months 58.93% 62.50%
Average Gain 3.76% 3.50%
Gain Deviation 2.44% 2.16%

Risk Statistics

WealthBeacon Aggressive MSCI ACWI
Standard Deviation 4.34% 4.16%
Worst Loss -9.32% -9.74%
Consecutive Losses 3 3
% Losing Months 41.07% 35.71%
Average Loss -3.51% -3.75%
Loss Deviation 2.44% 2.53%

Risk/Reward Statistics

WealthBeacon Aggressive MSCI ACWI
Sharpe Ratio (1%) 0.18 0.20
Sortino Ratio (1%) 0.25 0.29
Skewness -0.23 -0.47
Kurtosis -0.48 -0.11

Reward

WealthBeacon Aggressive MSCI ACWI
Compound ROR 8.48% 9.57%
Average ROR 9.33% 10.82%
Max Gain 20.05% 20.09%
Consecutive Wins 1 1
% Winning Years 80.00% 80.00%
Average Gain 14.82% 17.57%
Gain Deviation 8.47% 7.49%

Risk Statistics

WealthBeacon Aggressive MSCI ACWI
Standard Deviation 15.05% 14.40%
Worst Loss -15.75% -19.80%
Consecutive Losses 1 1
% Losing Years 20.00% 20.00%
Average Loss -15.75% -19.80%
Loss Deviation 8.47% 8.75%

Risk/Reward Statistics

WealthBeacon Aggressive MSCI ACWI
Sharpe Ratio (1%) 0.55 0.87
Sortino Ratio (1%) 0.75 0.64

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

There is not enough data available.

Consecutive Gains

Run-up % Length (Months) Start End
17.83 5 04/2025 08/2025
15.96 2 09/2022 10/2022
15.93 2 10/2023 11/2023
11.64 5 04/2024 08/2024
10.83 2 05/2023 06/2023

Consecutive Losses

Decline % Length (Months) Start End
-12.58 2 07/2022 08/2022
-10.29 3 07/2023 09/2023
-8.86 1 05/2022 05/2022
-7.55 1 03/2022 03/2022
-6.54 2 12/2021 01/2022

Drawdown report

No. Depth (%) Decline (Months) Recovery (Months) Start date End date
1 -23.76 9 15 01/2022 12/2023
2 -7.38 5 2 12/2024 06/2025
3 -4.19 1 1 04/2024 05/2024
4 -3.75 1 1 09/2021 10/2021
5 -2.80 1 1 11/2021 12/2021

Time Window Analysis

Reward 3 Months 12 Months 24 Months 36 Months 60 Months Inception
% Winning Months 100.00 58.33 66.67 63.89 - 58.93
Average Monthly Return % 2.21 1.01 1.57 1.57 - 0.77
Winning Months Average Gain % 2.21 3.52 3.69 4.08 - 3.76
Largest Monthly Gain % 3.41 5.58 8.83 8.83 - 8.83
Gain Deviation 1.36 1.71 2.22 2.58 - 2.44
Up Capture Ratio % 81.28 96.81 99.79 100.83 - 95.05
Risk 3 Months 12 Months 24 Months 36 Months 60 Months Inception
Standard Deviation 1.36 3.47 3.64 4.04 - 4.34
Losing Months Average Loss % - -2.50 -2.67 -2.88 - -3.51
Largest Monthly Loss % 0.00 -4.42 -4.42 -4.70 - -9.32
Loss Deviation 0.00 1.53 1.50 1.36 - 2.44
Maximum Drawdown % 0.00 -7.38 -7.38 -10.29 - -23.76
Months in Max Drawdown - 7 7 5 - 24
Down Capture Ratio - 145.06 132.04 115.48 - 101.60
Risk/Reward 3 Months 12 Months 24 Months 36 Months 60 Months Inception
Sharpe Ratio (1%) 5.44 0.92 1.41 1.27 - 0.55
Profit/Loss Ratio - 1.97 2.77 2.51 - 1.54
Mar Ratio - 1.64 2.67 1.88 - 0.36
Sortino Ratio (5%) 0.00 0.91 1.95 1.76 - 0.32
Sortino Ratio (1%) 0.00 1.60 2.77 2.50 - 0.75
Omega Ratio (5%) - 5.19 7.39 6.84 - 4.25
Omega Ratio (1%) - 6.45 9.09 8.27 - 5.09
Information Ratio -0.92 -1.17 -0.61 -0.43 - -0.29
Active Premium -2.90 -4.34 -2.77 -1.80 - -1.09

Sharpe Ratio (0%)

Sortino Ratio

Alpha (0%)

Average Annual ROR

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