Summary
EFFE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.92% Volatility 19.40% Sharpe 0.37
Official loaded data — not a live quote.

HARBOR OSMOSIS EMERGING MARKETS RESOURCE EFFICIENT ETF

Symbol: EFFE

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 18/12/2024

Latest date: 20/07/2026

Current price: $25.44

Expense ratio: 0.69%

Assets under management
$140.3M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-11.60%

Ann. -71.64% (Sharpe / Sortino numerator)

Volatility

34.02%

Sharpe ratio

-2.213

VaR 95%

-4.10%

CVaR 95%: -4.49%
Max drawdown: -9.21%
Sortino ratio: -3.050
Calmar ratio: -7.78

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

0.01%

Ann. -12.56% (Sharpe / Sortino numerator)

Volatility

24.10%

Sharpe ratio

-0.672

VaR 95%

-3.20%

CVaR 95%: -4.01%
Max drawdown: -13.75%
Sortino ratio: -0.793
Calmar ratio: -0.91

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.05%

Ann. -5.02% (Sharpe / Sortino numerator)

Volatility

20.25%

Sharpe ratio

-0.427

VaR 95%

-1.87%

CVaR 95%: -3.48%
Max drawdown: -13.75%
Sortino ratio: -0.517
Calmar ratio: -0.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.92%

Ann. 10.77% (Sharpe / Sortino numerator)

Volatility

19.40%

Sharpe ratio

0.368

VaR 95%

-1.77%

CVaR 95%: -3.26%
Max drawdown: -13.75%
Sortino ratio: 0.442
Calmar ratio: 0.78

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.059%

Best day

5.908%

08/04/2026
Worst day

-6.11%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $25.44 $25.44 $25.44 $25.44 100
17/07/2026 $25.68 $25.68 $25.68 $25.68 100
16/07/2026 $26.03 $26.03 $26.03 $26.03 100
15/07/2026 $26.62 $26.62 $26.62 $26.62 100
14/07/2026 $26.79 $26.79 $26.79 $26.79 100
13/07/2026 $26.41 $26.41 $26.41 $26.41 100
10/07/2026 $26.76 $27.30 $26.76 $27.30 400
09/07/2026 $27.12 $27.12 $27.12 $27.12 100
08/07/2026 $27.03 $27.03 $27.03 $27.03 100
07/07/2026 $26.80 $26.80 $26.80 $26.80 100