- ISIN
- US85520V7313
- CUSIP
- 85520V731
- Issuer
- Nottingham
- Inception Date
- Dec 30, 2009
- Category
- Tactical Allocation
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
NAVFX Performance Chart
Sector Rotation Fund (NAVFX) is up 8.1% since the beginning of the year. NAVFX is currently trading at $19 per share. Investors who bought $1,000 worth of NAVFX shares 5 years ago would now be looking at an investment worth $1,625.
Loading charts...
Returns By Period
Sector Rotation Fund (NAVFX) has returned 8.13% so far this year and 20.49% over the past 12 months. Over the last ten years, NAVFX has returned 11.19% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Sector Rotation Fund
- 1D
- 0.99%
- 1M
- 0.94%
- YTD
- 8.13%
- 6M
- 7.18%
- 1Y
- 20.49%
- 3Y*
- 17.64%
- 5Y*
- 10.20%
- 10Y*
- 11.19%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
NAVFX Monthly Returns History
Based on dividend-adjusted daily data since Dec 30, 2009, NAVFX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 65% of months were positive and 35% were negative. The best month was Dec 2009 with a return of +24.2%, while the worst month was Mar 2020 at -14.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, NAVFX closed higher 52% of trading days. The best single day was Dec 31, 2009 with a return of +24.2%, while the worst single day was Mar 12, 2020 at -9.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.34% | 0.54% | -6.33% | 8.50% | 4.16% | -0.72% | 8.13% | ||||||
| 2025 | 4.94% | -2.47% | -6.88% | -1.17% | 7.34% | 4.28% | 1.46% | 2.02% | 2.15% | 0.50% | 0.39% | 0.78% | 13.35% |
| 2024 | 0.35% | 5.66% | 2.71% | -4.44% | 4.85% | 1.86% | 2.02% | 1.61% | 2.62% | -1.01% | 6.65% | -2.90% | 21.19% |
| 2023 | 6.70% | -2.25% | 2.63% | 0.24% | 0.48% | 6.53% | 2.84% | -2.03% | -4.15% | -2.79% | 8.44% | 6.54% | 24.55% |
| 2022 | -5.50% | -2.01% | 3.32% | -7.73% | -1.85% | -6.87% | 7.87% | -3.46% | -7.55% | 6.91% | 5.20% | -6.02% | -17.89% |
| 2021 | -0.07% | 2.60% | 3.65% | 3.66% | -0.26% | 0.98% | 1.23% | 1.80% | -3.78% | 4.85% | -1.50% | 1.91% | 15.78% |
Benchmark Metrics
Sector Rotation Fund has an annualized alpha of 0.87%, beta of 0.84, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since December 30, 2009.
- This fund participated in 83.62% of S&P 500 Index downside but only 82.57% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.87%
- Beta
- 0.84
- R²
- 0.78
- Upside Capture
- 82.57%
- Downside Capture
- 83.62%
Expense Ratio
NAVFX has a high expense ratio of 1.97%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
NAVFX ranks 38 for risk / return — below 38% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Sector Rotation Fund (NAVFX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NAVFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.78 | -0.79 |
| Martin ratioReturn relative to average drawdown | 9.83 | 12.44 | -2.61 |
Dividends
Dividend History
Sector Rotation Fund provided a 2.05% dividend yield over the last twelve months, with an annual payout of $0.40 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.40 | $0.40 | $1.14 | $0.24 | $0.91 | $0.79 | $0.16 | $1.08 | $1.12 | $0.79 | $0.34 | $0.36 |
Dividend yield | 2.05% | 2.21% | 7.02% | 1.66% | 7.80% | 5.16% | 1.16% | 8.54% | 10.05% | 6.08% | 2.96% | 3.14% |
Monthly Dividends
The table displays the monthly dividend distributions for Sector Rotation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.40 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.14 | $1.14 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.91 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.79 | $0.79 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Sector Rotation Fund. 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 Sector Rotation Fund was 30.79%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current Sector Rotation Fund drawdown is 0.82%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.79%Mar 2020 | 1mo 2d | 5mo 6d | 6mo 8dFeb 2020 - Aug 2020 |
Bear market2022 | -24.30%Oct 2022 | 11mo 10d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
2025 selloff2025 | -20.39%Apr 2025 | 1mo 18d | 2mo 25d | 4mo 13dFeb 2025 - Jul 2025 |
Rate-hike selloffLate 2018 | -20.12%Dec 2018 | 3mo 4d | 10mo 26d | 1y 1moSep 2018 - Nov 2019 |
2016 correction2016 | -16.99%Feb 2016 | 6mo 29d | 11mo 19d | 1y 6moJul 2015 - Jan 2017 |
Drawdown Indicators
| NAVFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.79% | -56.78% | +25.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -9.10% | -1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -20.39% | -18.90% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.30% | -25.43% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -30.79% | -33.92% | +3.13% |
Current DrawdownCurrent decline from peak | -0.82% | -1.80% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -10.71% | +6.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.03% | +0.02% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with NAVFX
Add Sector Rotation Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with NAVFX