Summary
EFFE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 42.05% 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: 03/06/2026

Current price: $29.82

Expense ratio: 0.69%

Assets under management
$130.0M
-0.18% 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

17.02%

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

22.63%

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

26.02%

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

42.05%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.148%

Best day

5.908%

08/04/2026
Worst day

-4.732%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $29.88 $30.05 $29.79 $29.82 10,100
02/06/2026 $29.88 $29.88 $29.88 $29.88 100
01/06/2026 $29.00 $29.64 $29.00 $29.64 1,000
29/05/2026 $28.60 $28.60 $28.58 $28.58 500
28/05/2026 $27.77 $27.77 $27.77 $27.77 100
27/05/2026 $27.74 $27.74 $27.59 $27.59 100
26/05/2026 $27.98 $27.98 $27.98 $27.98 100
22/05/2026 $27.11 $27.11 $27.11 $27.11 100
21/05/2026 $26.87 $26.87 $26.87 $26.87 100
20/05/2026 $26.13 $26.13 $26.13 $26.13 100