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Sector Rotation Fund (NAVFX) Sharpe Ratio: 1.59

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

Under normal circumstances, the fund invests in shares of exchange-traded funds ("ETFs"). An ETF is an open-end investment company that holds a portfolio of investments designed to track a particular market segment or underlying index. In seeking to achieve the fund's investment objectives, the Advisor may allocate fund assets among equity ETFs representing various domestic and foreign markets, regions and countries. The fund may invest in ETFs that hold foreign securities and American Depositary Receipts ("ADRs") but will not invest in emerging market securities to a significant extent.

NAVFX's Sharpe Ratio of 1.59 indicates that for each unit of volatility, it generates 1.59 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

NAVFX Sharpe Ratio Rank

NAVFX Sharpe Ratio Rank: 35.335
Below Average

NAVFX ranks above 35.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

NAVFX Sharpe Ratio Market Positioning

The chart shows NAVFX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.27+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Sector Rotation Fund's Sharpe Ratio with other mutual funds in the Tactical Allocation category across multiple time periods, showing how NAVFX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TEBRXTeberg Fund3.07
PAAIXPIMCO All Asset Fund3.05
MOJOXDonoghue Forlines Momentum Fund3.02
PASAXPIMCO All Asset Fund Class A2.98
SIOAXSEI Institutional Managed Trust Multi-Asset Income Fund2.92
ASTIXAstor Dynamic Allocation Fund2.91
CRDBXPotomac Defensive Bull Fund2.89
GTAIXDonoghue Forlines Tactical Allocation Fund2.86
CAPTXCanterbury Portfolio Thermostat Fund2.82
RQEIXRESQ Dynamic Allocation Fund2.76
NAVFXSector Rotation Fund1.59

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows NAVFX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when NAVFX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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