Summary
INFO
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 20.16% Volatility 18.99% Sharpe 0.92
Official loaded data — not a live quote.

HARBOR PANAGORA DYNAMIC LARGE CAP CORE ETF

Symbol: INFO

Exchange: NYSE ARCA

Sector: Technology

Category: Large Blend

Inception date: 09/10/2024

Latest date: 15/10/2026

Current price: $28.45

Expense ratio: 0.35%

Assets under management
$876.8M
0.76% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

2.12%

Ann. -32.95% (Sharpe / Sortino numerator)

Volatility

18.31%

Sharpe ratio

-1.998

VaR 95%

-1.54%

CVaR 95%: -1.63%
Max drawdown: -7.21%
Sortino ratio: -4.083
Calmar ratio: -4.57

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

2.82%

Ann. -13.21% (Sharpe / Sortino numerator)

Volatility

15.02%

Sharpe ratio

-1.121

VaR 95%

-1.54%

CVaR 95%: -1.74%
Max drawdown: -8.99%
Sortino ratio: -1.896
Calmar ratio: -1.47

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

12.50%

Ann. -1.21% (Sharpe / Sortino numerator)

Volatility

14.31%

Sharpe ratio

-0.338

VaR 95%

-1.53%

CVaR 95%: -1.89%
Max drawdown: -8.99%
Sortino ratio: -0.498
Calmar ratio: -0.13

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

20.16%

Ann. 21.01% (Sharpe / Sortino numerator)

Volatility

18.99%

Sharpe ratio

0.915

VaR 95%

-1.55%

CVaR 95%: -2.68%
Max drawdown: -8.99%
Sortino ratio: 1.153
Calmar ratio: 2.34

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

41.09%

Ann. 19.80% (Sharpe / Sortino numerator)

Volatility

17.75%

Sharpe ratio

0.916

VaR 95%

-1.58%

CVaR 95%: -2.48%
Max drawdown: -19.60%
Sortino ratio: 1.190
Calmar ratio: 1.01

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

3.035%

31/03/2026
Worst day

-2.641%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $28.23 $28.48 $28.23 $28.45 38,100
14/10/2026 $28.53 $28.54 $28.26 $28.30 61,400
13/10/2026 $28.56 $28.69 $28.56 $28.66 19,100
12/10/2026 $28.69 $28.69 $28.65 $28.66 15,100
09/10/2026 $28.67 $28.72 $28.67 $28.69 25,200
08/10/2026 $28.53 $28.57 $28.38 $28.50 49,900
07/10/2026 $28.53 $28.60 $28.45 $28.59 13,800
06/10/2026 $28.64 $28.75 $28.64 $28.66 22,000
05/10/2026 $28.38 $28.60 $28.38 $28.51 12,100
02/10/2026 $28.32 $28.37 $28.26 $28.29 350,200