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Harbor Disruptive Innovation ETF (INNO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US41151J3077

Issuer

Harbor

Inception Date

Dec 1, 2021

Region

Global (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

INNO has an expense ratio of 0.75%, placing it in the medium range.


Expense ratio chart for INNO: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INNO: 0.75%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
INNO vs. FMAG
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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Harbor Disruptive Innovation ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
-12.54%
28.18%
INNO (Harbor Disruptive Innovation ETF)
Benchmark (^GSPC)

Returns By Period


INNO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-6.06%

1M

-3.27%

6M

-4.87%

1Y

9.44%

5Y*

14.30%

10Y*

10.11%

*Annualized

Monthly Returns

The table below presents the monthly returns of INNO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.52%9.47%1.44%-8.27%0.29%3.94%-2.04%1.60%2.94%-0.55%9.07%2.17%22.40%
202311.88%-0.77%4.70%-4.11%6.62%5.27%3.35%-5.99%-6.69%-5.70%15.08%8.20%33.16%
2022-15.24%-4.58%2.35%-18.02%-7.68%-8.37%13.13%-3.35%-11.25%2.77%1.82%-6.61%-45.56%
2021-1.43%-1.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of INNO is 45, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of INNO is 4545
Overall Rank
The Sharpe Ratio Rank of INNO is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of INNO is 4747
Sortino Ratio Rank
The Omega Ratio Rank of INNO is 4949
Omega Ratio Rank
The Calmar Ratio Rank of INNO is 3434
Calmar Ratio Rank
The Martin Ratio Rank of INNO is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Harbor Disruptive Innovation ETF (INNO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


There is not enough data available to calculate the Sharpe ratio for Harbor Disruptive Innovation ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.24
1.83
INNO (Harbor Disruptive Innovation ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Harbor Disruptive Innovation ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
-15.11%
-3.66%
INNO (Harbor Disruptive Innovation ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Harbor Disruptive Innovation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Harbor Disruptive Innovation ETF was 49.89%, occurring on Nov 9, 2022. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.89%Dec 9, 2021231Nov 9, 2022
-2.61%Dec 3, 20211Dec 3, 20212Dec 7, 20213

Volatility

Volatility Chart

The current Harbor Disruptive Innovation ETF volatility is 3.56%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
3.56%
3.62%
INNO (Harbor Disruptive Innovation ETF)
Benchmark (^GSPC)