See what your fund actually adds
Navigator Tactical Investment Grade Bond Fund Class I NTIIX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NTIIX | Replication |
|---|---|---|
| Annualized growth | 0.6% | 1.6% |
| Annualized volatility | 5.0% | 3.7% |
| Sharpe ratio | 0.15 | 0.45 |
| Maximum drawdown | 11.3% | 12.1% |
| Replication fit (R²) | 0.52 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model NTIIX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 87.8% |
| VCLT | FI · Long Corp | 12.2% |