Summary
HAPS
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 31.92% Volatility 22.21% Sharpe 0.60
Official loaded data — not a live quote.

HARBOR HUMAN CAPITAL FACTOR US SMALL CAP ETF

Symbol: HAPS

Exchange: NYSE

Sector: Healthcare

Category: Small Blend

Inception date: 12/04/2023

Latest date: 16/07/2026

Current price: $37.92

Expense ratio: 0.61%

Assets under management
$171.6M
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

6.09%

Ann. -29.51% (Sharpe / Sortino numerator)

Volatility

21.16%

Sharpe ratio

-1.566

VaR 95%

-1.90%

CVaR 95%: -2.01%
Max drawdown: -7.40%
Sortino ratio: -3.098
Calmar ratio: -3.99

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

13.15%

Ann. 2.31% (Sharpe / Sortino numerator)

Volatility

19.27%

Sharpe ratio

-0.069

VaR 95%

-1.91%

CVaR 95%: -2.09%
Max drawdown: -10.01%
Sortino ratio: -0.123
Calmar ratio: 0.23

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

15.26%

Ann. 2.80% (Sharpe / Sortino numerator)

Volatility

18.01%

Sharpe ratio

-0.046

VaR 95%

-1.92%

CVaR 95%: -2.18%
Max drawdown: -10.01%
Sortino ratio: -0.079
Calmar ratio: 0.28

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

31.92%

Ann. 17.00% (Sharpe / Sortino numerator)

Volatility

22.21%

Sharpe ratio

0.602

VaR 95%

-1.93%

CVaR 95%: -3.02%
Max drawdown: -10.01%
Sortino ratio: 0.853
Calmar ratio: 1.70

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

30.52%

Ann. 8.44% (Sharpe / Sortino numerator)

Volatility

21.29%

Sharpe ratio

0.226

VaR 95%

-1.93%

CVaR 95%: -2.93%
Max drawdown: -27.44%
Sortino ratio: 0.334
Calmar ratio: 0.31

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

42.76%

Ann. 11.41% (Sharpe / Sortino numerator)

Volatility

21.10%

Sharpe ratio

0.369

VaR 95%

-1.93%

CVaR 95%: -2.83%
Max drawdown: -27.44%
Sortino ratio: 0.568
Calmar ratio: 0.42

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.116%

Best day

3.758%

22/08/2025
Worst day

-2.785%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $37.92 $37.92 $37.92 $37.92 100
15/07/2026 $37.64 $37.64 $37.64 $37.64 100
14/07/2026 $37.49 $37.49 $37.49 $37.49 100
13/07/2026 $37.41 $37.41 $37.41 $37.41 100
10/07/2026 $37.42 $37.42 $37.42 $37.42 100
09/07/2026 $37.48 $37.48 $37.48 $37.48 100
08/07/2026 $37.06 $37.24 $37.06 $37.16 400
07/07/2026 $37.70 $37.70 $37.70 $37.70 100
06/07/2026 $37.72 $37.72 $37.72 $37.72 100
02/07/2026 $37.51 $37.51 $37.51 $37.51 100