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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sector Rotation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Sector Rotation Fund (NAVFX) has returned -7.19% so far this year and 10.39% over the past 12 months. Over the last ten years, NAVFX has returned 9.68% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Sector Rotation Fund
- 1D
- -0.60%
- 1M
- -9.80%
- YTD
- -7.19%
- 6M
- -5.64%
- 1Y
- 10.39%
- 3Y*
- 14.05%
- 5Y*
- 7.27%
- 10Y*
- 9.68%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 30, 2009, NAVFX's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, your investment would double in approximately 6.5 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% | -9.80% | -7.19% | |||||||||
| 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 0.84%, beta of 0.84, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since December 31, 2009.
- This fund participated in 84.25% of S&P 500 Index downside but only 82.76% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.84%
- Beta
- 0.84
- R²
- 0.78
- Upside Capture
- 82.76%
- Downside Capture
- 84.25%
Expense Ratio
NAVFX has a high expense ratio of 1.97%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
NAVFX ranks 23 for risk / return — below 23% 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 a chosen benchmark (S&P 500 Index).
| NAVFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.90 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.39 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.21 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 1.40 | -0.78 |
Martin ratioReturn relative to average drawdown | 2.93 | 6.61 | -3.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore NAVFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Sector Rotation Fund provided a 2.38% 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 | 2.38% | 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 | |||||||||
| 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.
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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 10.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -24.3% | Nov 8, 2021 | 236 | Oct 14, 2022 | 296 | Dec 19, 2023 | 532 |
| -20.39% | Feb 19, 2025 | 35 | Apr 8, 2025 | 58 | Jul 2, 2025 | 93 |
| -20.12% | Sep 21, 2018 | 65 | Dec 24, 2018 | 226 | Nov 15, 2019 | 291 |
| -16.99% | Jul 17, 2015 | 145 | Feb 11, 2016 | 240 | Jan 25, 2017 | 385 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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