Summary
VLLU
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 23.83% Volatility 16.08% Sharpe 0.78
Official loaded data — not a live quote.

HARBOR ALPHAEDGE LARGE CAP VALUE ETF

Symbol: VLLU

Exchange: NYSE

Sector: Technology

Category: Large Value

Inception date: 04/09/2024

Latest date: 21/07/2026

Current price: $26.42

Expense ratio: 0.25%

Assets under management
$4.6M
0.49% 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

-0.43%

Ann. -18.88% (Sharpe / Sortino numerator)

Volatility

12.07%

Sharpe ratio

-1.865

VaR 95%

-1.14%

CVaR 95%: -1.27%
Max drawdown: -4.66%
Sortino ratio: -3.011
Calmar ratio: -4.05

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

7.26%

Ann. 1.26% (Sharpe / Sortino numerator)

Volatility

11.93%

Sharpe ratio

-0.199

VaR 95%

-1.25%

CVaR 95%: -1.43%
Max drawdown: -6.33%
Sortino ratio: -0.316
Calmar ratio: 0.20

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

9.59%

Ann. 13.48% (Sharpe / Sortino numerator)

Volatility

11.62%

Sharpe ratio

0.848

VaR 95%

-1.25%

CVaR 95%: -1.50%
Max drawdown: -6.33%
Sortino ratio: 1.292
Calmar ratio: 2.13

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

23.83%

Ann. 16.20% (Sharpe / Sortino numerator)

Volatility

16.08%

Sharpe ratio

0.782

VaR 95%

-1.32%

CVaR 95%: -2.32%
Max drawdown: -7.29%
Sortino ratio: 0.961
Calmar ratio: 2.22

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

35.09%

Ann. 16.67% (Sharpe / Sortino numerator)

Volatility

14.96%

Sharpe ratio

0.874

VaR 95%

-1.29%

CVaR 95%: -2.07%
Max drawdown: -16.62%
Sortino ratio: 1.148
Calmar ratio: 1.00

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 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.088%

Best day

2.104%

06/02/2026
Worst day

-1.894%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $26.29 $26.42 $26.29 $26.42 200
20/07/2026 $26.09 $26.09 $26.09 $26.09 100
17/07/2026 $26.20 $26.20 $26.17 $26.17 500
16/07/2026 $26.18 $26.18 $26.18 $26.18 100
15/07/2026 $26.24 $26.24 $26.23 $26.23 200
14/07/2026 $26.27 $26.27 $26.27 $26.27 100
13/07/2026 $26.26 $26.26 $26.26 $26.26 100
10/07/2026 $26.38 $26.38 $26.38 $26.38 100
09/07/2026 $26.30 $26.30 $26.30 $26.30 100
08/07/2026 $26.10 $26.10 $26.10 $26.10 100