Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NVXIX (NAVIGATOR SENTRY MANAGED VOLATILITY FUND NAVIGATOR SENTRY MANAGED VOLATILITY FUND CLASS I) | NA | -55.41% | -41.75% | -41.96% | NA | NA | NA | … | … |
Data as of 06/29/2021, Common starting date is 03/10/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NVXIX (NAVIGATOR SENTRY MANAGED VOLATILITY FUND NAVIGATOR SENTRY MANAGED VOLATILITY FUND CLASS I) | 03/10/2014 | 06/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 22.22 | -55.41 | -41.75 | -41.96 | NA | NA | NA | … | … | -34.00 | -46.24 | -53.27 | 23.60 | -55.28 | -34.66 | -27.21 | -25.05 |
| Sharpe Ratio | NA | -1.09 | -0.78 | -0.93 | NA | NA | NA | … | … | -1.03 | -0.84 | -0.94 | 0.54 | -2.74 | -1.09 | -0.71 | -1.24 |
| Standard Deviation(%) | NA | 50.70 | 54.78 | 45.70 | NA | NA | NA | … | … | 55.66 | 54.94 | 58.38 | 41.12 | 20.45 | 32.00 | 38.18 | 23.90 |
| Draw Down(%) | NA | 64.94 | 88.26 | 94.61 | NA | NA | NA | … | … | 48.08 | 64.03 | 55.50 | 24.18 | 55.56 | 44.91 | 36.82 | 31.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/29/2021, Common starting date is 03/10/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVXIX (NAVIGATOR SENTRY MANAGED VOLATILITY FUND NAVIGATOR SENTRY MANAGED VOLATILITY FUND CLASS I) |
-44.65%
May 2018 – May 2021 |
-42.57%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVXIX (NAVIGATOR SENTRY MANAGED VOLATILITY FUND NAVIGATOR SENTRY MANAGED VOLATILITY FUND CLASS I) |
-25.66%
Oct 2017 – Oct 2020 |
-28.67%
May 2014 – May 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart