Harbor ETF Trust

10-Year Study

AREA.US · · US · ETF

Executive Summary: Harbor ETF Trust has compounded at 493.3% annually over the last 10 years, with a maximum drawdown of 20.3% and an annualized volatility of 2161.1%.

1Y CAGR
+2340.4%
3Y CAGR
+493.3%
5Y CAGR
+493.3%
10Y CAGR
+493.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
20.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
282.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
20113.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1538.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +1750.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 0.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.71935.2-20.311.1————————1750.4%
20250.21.6-1.2-2.71.11.1-1.04.5-0.6-4.84.6-2.20.2%
2024—————————-4.02.3-8.6-10.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 2161.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 86.1% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-09-0110000
2024-10-019596.99781498937
2024-11-019822.357655865724
2024-12-018979.413868448644
2025-01-019001.312966029454
2025-02-019149.756513389315
2025-03-019039.771112787701
2025-04-018794.520816390519
2025-05-018892.797303520514
2025-06-018986.713567642246
2025-07-018900.097002714116
2025-08-019297.171244084304
2025-09-019241.713126720819
2025-10-018800.840690189008
2025-11-019201.295329172342
2025-12-019001.655904917743
2026-01-019243.672777511047
2026-02-01188126.4758620014
2026-03-01149913.28545253235
2026-04-01166570.3171694804
Annual Return Matrix
YearAnnual Return
20250.0024770031535412684
202617.504408403178406
Total Factor Risk
21.610601807491605
VTI.US Exposure
0.020861556023345915
VEA.US Exposure
0.0013248511692552252
VWO.US Exposure
0.0007108861582358725
QQQ.US Exposure
0.004295185269170359
VTV.US Exposure
0.00453181267332455
IJR.US Exposure
0.0016137304575382972
QUAL.US Exposure
0.00817707265485964
SHV.US Exposure
0.8613032436904698
TLT.US Exposure
-0.0007549505329422285
LQD.US Exposure
0.0018454130265439718
HYG.US Exposure
0.08207880706514155
GLD.US Exposure
0.0000010125116999481683
USO.US Exposure
0.0009091098124223902
VNQ.US Exposure
0.010866748328835439
BTC-USD.CC Exposure
0.0009457668499383911
CPER.US Exposure
0.00002314249745596077
VIX.INDX Exposure
-0.0002311397125594579
UUP.US Exposure
0.000008375176984447617
TIP.US Exposure
0.0009590508405588841
Idiosyncratic Exposure
0.0005303260397208433
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
2161.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.66%
Market Cap$11.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+33.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+338.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
19.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Harbor ETF Trust a high-risk investment?

Harbor ETF Trust (AREA.US) has an annualized volatility of 2161.1% and experienced a maximum drawdown of 20.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of AREA.US?

Over the past 10 years, AREA.US has generated a Compound Annual Growth Rate (CAGR) of 493.3%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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