Navigation Group levels

Hi,

Is it possible to set a navigation group, then when calling it using a perch_pages_navigation have sub-menus (levels) available if pages in the nav group are ancestors?

I am using this code:

              <?php 
                    perch_pages_navigation(array(
                        'navgroup' => 'header-navigation',
                        'levels' => 2,
                        'template' => array('header-nav.html', 'header-nav-level-2.html'),
                    ));
                ?>

Which results in no nested ul's even if there are sub-pages below.:

<div class="nav">

    <ul id="navigation-menu">

<li  class="selected nav-link" >
            <a href="/">Home</a>   

        </li>

<li  class="nav-link ancestor" >
            <a href="/about/">About</a>   

        </li>

<li  class="nav-link ancestor" >
            <a href="/services/">Services</a>   

        </li>

<li  class="nav-link ancestor" >
            <a href="/sectors/">Sectors</a>   

        </li>

<li  class="nav-link ancestor" >
            <a href="/assurances/">Assurances</a>   

        </li>

<li  class="nav-link ancestor" >
            <a href="/portfolio/">Portfolio</a>   

        </li>

<li  class="nav-link ancestor" >
            <a href="/news/">News</a>   

        </li>

    </ul>
            </div>

Thanks