HARBOR INTERNATIONAL COMPOUNDERS ETF
Symbol: OSEA
Exchange: NYSE
Sector: Technology
Category: Foreign Large Growth
Inception date: 07/09/2022
Latest date: 20/07/2026
Current price: $29.52
Expense ratio: 0.55%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-3.05%
Ann. -43.82% (Sharpe / Sortino numerator)
Volatility
24.32%
Sharpe ratio
-1.951
VaR 95%
-2.55%
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
-4.46%
Ann. -13.82% (Sharpe / Sortino numerator)
Volatility
18.16%
Sharpe ratio
-0.961
VaR 95%
-2.23%
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
-1.66%
Ann. -3.72% (Sharpe / Sortino numerator)
Volatility
15.38%
Sharpe ratio
-0.478
VaR 95%
-1.58%
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
2.59%
Ann. 10.89% (Sharpe / Sortino numerator)
Volatility
17.23%
Sharpe ratio
0.422
VaR 95%
-1.56%
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
8.08%
Ann. 4.73% (Sharpe / Sortino numerator)
Volatility
16.01%
Sharpe ratio
0.069
VaR 95%
-1.61%
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
19.36%
Ann. 7.31% (Sharpe / Sortino numerator)
Volatility
15.23%
Sharpe ratio
0.241
VaR 95%
-1.55%
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.
Average daily return
0.015%
Best day
3.643%
Worst day
-2.671%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $29.60 | $29.77 | $29.52 | $29.52 | 49,300 |
| 17/07/2026 | $29.66 | $29.83 | $29.65 | $29.65 | 29,600 |
| 16/07/2026 | $29.72 | $29.99 | $29.72 | $29.91 | 30,400 |
| 15/07/2026 | $29.94 | $30.11 | $29.83 | $29.98 | 35,900 |
| 14/07/2026 | $29.77 | $29.91 | $29.66 | $29.67 | 28,400 |
| 13/07/2026 | $29.81 | $29.90 | $29.59 | $29.62 | 47,400 |
| 10/07/2026 | $29.89 | $30.04 | $29.86 | $29.93 | 30,100 |
| 09/07/2026 | $29.99 | $30.08 | $29.87 | $30.05 | 58,400 |
| 08/07/2026 | $29.91 | $30.00 | $29.74 | $29.92 | 40,400 |
| 07/07/2026 | $30.52 | $30.63 | $30.18 | $30.21 | 38,400 |