Collaborative Investment Series Trust - Mohr Sector Navigator ETF

10-Year Study

ENAV.US · · US · ETF

Executive Summary: Collaborative Investment Series Trust - Mohr Sector Navigator ETF has compounded at -38.3% annually over the last 10 years, with a maximum drawdown of 86.1% and an annualized volatility of 1390.5%.

1Y CAGR
-85.9%
3Y CAGR
-41.7%
5Y CAGR
-38.3%
10Y CAGR
-38.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
86.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +16.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -85.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.02.8-4.8-85.4————————-85.6%
20252.80.0-4.1-2.55.94.82.11.73.01.30.10.916.8%
2024-0.74.53.2-4.33.22.10.12.51.9-1.75.6-5.311.1%
2023—-2.40.80.81.15.92.4-2.0-5.2-3.48.44.910.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 1390.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 93.8% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-01-0110000
2023-02-019759.071866811006
2023-03-019837.269666807542
2023-04-019915.780264244413
2023-05-0110026.038631809955
2023-06-0110616.43170976641
2023-07-0110876.00912276465
2023-08-0110654.553215269072
2023-09-0110099.348679284964
2023-10-019755.163068872069
2023-11-0110574.322621932108
2023-12-0111094.532066729911
2024-01-0111016.863136221022
2024-02-0111514.388916268417
2024-03-0111878.910260520486
2024-04-0111367.166627742496
2024-05-0111731.687971994566
2024-06-0111983.560895421286
2024-07-0111996.323967039107
2024-08-0112291.576669148764
2024-09-0112523.738673573484
2024-10-0112315.204966568117
2024-11-0113009.834476331062
2024-12-0112326.634943857931
2025-01-0112670.929760359719
2025-02-0112674.068655371948
2025-03-0112150.757757649535
2025-04-0111852.847447362275
2025-05-0112557.985703050861
2025-06-0113160.614543224472
2025-07-0113431.746740471262
2025-08-0113664.115456421388
2025-09-0114072.321576361812
2025-10-0114257.614667563405
2025-11-0114267.92528244205
2025-12-0114394.426495643691
2026-01-0114532.289822351335
2026-02-0114939.376186738666
2026-03-0114224.910064885577
2026-04-012079.59944454663
Annual Return Matrix
YearAnnual Return
20240.1110549656098454
20250.1677498815535292
2026-0.8555274539644913
Total Factor Risk
13.904869572536276
VTI.US Exposure
0.017128282363935127
VEA.US Exposure
0.014213538879546185
VWO.US Exposure
-0.0018697332574794793
QQQ.US Exposure
-0.0031466109981583257
VTV.US Exposure
0.01026501959553727
IJR.US Exposure
-0.00048158943079385
QUAL.US Exposure
0.004225949428491975
SHV.US Exposure
0.9384819754613545
TLT.US Exposure
0.0012125136510033974
LQD.US Exposure
0.000047344835247568415
HYG.US Exposure
0.004568139852079165
GLD.US Exposure
0.0006636874575538888
USO.US Exposure
-0.000440113059693395
VNQ.US Exposure
0.004001486106451178
BTC-USD.CC Exposure
0.0006372733229559883
CPER.US Exposure
0.000916500857056823
VIX.INDX Exposure
0.000028033715950987065
UUP.US Exposure
0.004607640179939861
TIP.US Exposure
-0.00010259852792128616
Idiosyncratic Exposure
0.005043259566942136
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
1390.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-69.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-82.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
86.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Collaborative Investment Series Trust - Mohr Sector Navigator ETF a high-risk investment?

Collaborative Investment Series Trust - Mohr Sector Navigator ETF (ENAV.US) has an annualized volatility of 1390.5% and experienced a maximum drawdown of 86.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ENAV.US?

Over the past 10 years, ENAV.US has generated a Compound Annual Growth Rate (CAGR) of -38.3%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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