Harbor International Related Correlations
HRISX Fund | USD 14.49 0.01 0.07% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Harbor Mutual Fund performing well and Harbor International Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Harbor International's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
HICSX | 0.42 | (0.05) | 0.00 | (0.02) | 0.00 | 0.78 | 2.38 | |||
HIIDX | 0.49 | 0.00 | 0.00 | 0.06 | 0.60 | 1.08 | 3.14 | |||
HIIGX | 0.67 | (0.06) | (0.05) | 0.01 | 0.83 | 1.39 | 4.02 | |||
HIINX | 0.50 | 0.01 | 0.00 | 0.07 | 0.56 | 1.13 | 3.05 | |||
HIISX | 0.53 | (0.04) | (0.06) | 0.02 | 0.66 | 1.09 | 3.44 | |||
HIMGX | 0.95 | (0.04) | 0.00 | 0.04 | 1.07 | 1.96 | 5.60 | |||
HIMVX | 0.62 | 0.01 | 0.03 | 0.07 | 0.79 | 1.28 | 3.45 | |||
HILVX | 0.57 | (0.03) | (0.03) | 0.03 | 0.74 | 1.06 | 3.24 | |||
HISVX | 0.80 | (0.06) | (0.03) | 0.02 | 1.09 | 1.54 | 4.60 | |||
HISWX | 0.61 | 0.04 | (0.03) | 3.21 | 0.78 | 1.17 | 3.08 |