PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Harbor Long-Short Equity ETF (LSEQ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerHarbor
Inception DateDec 4, 2023
CategoryLong-Short
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

LSEQ has a high expense ratio of 1.70%, indicating higher-than-average management fees.


Expense ratio chart for LSEQ: current value at 1.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.70%

Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart

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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
4.46%
16.00%
LSEQ (Harbor Long-Short Equity ETF)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-Date14.94%22.85%
1 month1.44%4.16%
6 months4.69%15.77%
1 yearN/A35.40%
5 years (annualized)N/A14.46%
10 years (annualized)N/A12.04%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.92%6.11%0.68%-2.97%4.82%3.14%-4.39%2.29%-0.58%14.94%
2023-1.20%-1.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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


LSEQ
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market0.005.0010.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.005.0010.0015.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0020.0040.0060.0080.00100.0016.98

Sharpe Ratio

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


Chart placeholderNot enough data

Dividends

Dividend History


Harbor Long-Short Equity 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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-3.48%
0
LSEQ (Harbor Long-Short Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Harbor Long-Short Equity 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 Long-Short Equity ETF was 8.27%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Harbor Long-Short Equity ETF drawdown is 3.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.27%Jun 20, 202432Aug 5, 2024
-7.63%Mar 26, 202418Apr 19, 202425May 24, 202443
-3.18%May 30, 20244Jun 4, 20246Jun 12, 202410
-2.62%Dec 6, 202318Jan 2, 20248Jan 12, 202426
-1.92%Feb 16, 20243Feb 21, 20242Feb 23, 20245

Volatility

Volatility Chart

The current Harbor Long-Short Equity ETF volatility is 3.06%, 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%6.00%MayJuneJulyAugustSeptemberOctober
3.06%
2.86%
LSEQ (Harbor Long-Short Equity ETF)
Benchmark (^GSPC)