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ISIN
US41151J2087
Issuer
Harbor
Inception Date
Sep 14, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$34M

Share Price Chart


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Performance

SIFI Performance Chart

Harbor Scientific Alpha Income ETF (SIFI) is up 1.3% since the beginning of the year. SIFI is currently trading at $44 per share.


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S&P 500 Index

Returns By Period

Harbor Scientific Alpha Income ETF (SIFI) has returned 1.26% so far this year and 6.64% over the past 12 months.


Harbor Scientific Alpha Income ETF

1D
-0.14%
1M
0.47%
YTD
1.26%
6M
1.63%
1Y
6.64%
3Y*
7.51%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIFI Monthly Returns History

Based on dividend-adjusted daily data since Sep 16, 2021, SIFI's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2023 with a return of +3.8%, while the worst month was Apr 2022 at -3.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SIFI closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +1.7%, while the worst single day was Jun 13, 2022 at -1.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.55%0.77%-1.81%1.39%0.44%-0.06%1.26%
20250.87%1.48%-0.47%0.16%0.52%2.18%-0.34%1.76%0.93%0.21%0.90%0.31%8.83%
20240.42%-0.95%1.10%-1.59%1.75%0.78%2.10%1.35%1.13%-1.50%1.40%-0.96%5.05%
20232.36%-0.94%1.10%0.55%-1.25%0.23%0.85%0.15%-1.17%-0.36%3.78%3.27%8.75%
2022-3.63%-1.16%-2.11%-3.63%0.92%-3.36%3.33%-1.84%-2.78%0.92%2.61%-0.07%-10.58%
2021-1.09%-0.49%-0.77%1.39%-0.97%

Benchmark Metrics

Harbor Scientific Alpha Income ETF has an annualized alpha of 0.41%, beta of 0.16, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since September 16, 2021.

  • This ETF participated in 33.15% of S&P 500 Index downside but only 21.43% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.16 may look defensive, but with R2 of 0.33 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.33 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.41%
Beta
0.16
0.33
Upside Capture
21.43%
Downside Capture
33.15%

Expense Ratio

SIFI has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SIFI ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SIFI Risk / Return Rank: 6262
Overall Rank
SIFI Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SIFI Sortino Ratio Rank: 7070
Sortino Ratio Rank
SIFI Omega Ratio Rank: 6666
Omega Ratio Rank
SIFI Calmar Ratio Rank: 5151
Calmar Ratio Rank
SIFI Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Harbor Scientific Alpha Income ETF (SIFI) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SIFIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

2.46

2.78

-0.33

Martin ratioReturn relative to average drawdown

10.05

12.44

-2.39

Dividends

Dividend History

Harbor Scientific Alpha Income ETF provided a 6.44% dividend yield over the last twelve months, with an annual payout of $2.80 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$2.80$2.88$2.53$2.48$1.64$0.42

Dividend yield

6.44%6.57%5.87%5.71%3.88%0.86%

Monthly Dividends

The table displays the monthly dividend distributions for Harbor Scientific Alpha Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.17$0.16$0.19$0.17$0.18$0.87
2025$0.00$0.13$0.21$0.21$0.19$0.21$0.20$0.19$0.22$0.17$0.22$0.93$2.88
2024$0.00$0.13$0.17$0.19$0.18$0.23$0.16$0.18$0.20$0.16$0.22$0.71$2.53
2023$0.00$0.15$0.17$0.23$0.18$0.21$0.19$0.12$0.12$0.12$0.19$0.79$2.48
2022$0.00$0.06$0.09$0.12$0.11$0.11$0.11$0.13$0.11$0.13$0.13$0.53$1.64
2021$0.15$0.28$0.42

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Harbor Scientific Alpha Income 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 Scientific Alpha Income ETF was 14.68%, occurring on Sep 27, 2022. Recovery took 464 trading sessions.

The current Harbor Scientific Alpha Income ETF drawdown is 0.27%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.68%Sep 2022
1y 10d1y 10mo
2y 10moSep 2021 - Aug 2024
2025 selloff2025
-3.46%Apr 2025
1mo 5d1mo 21d
2mo 26dMar 2025 - May 2025
2026 pullback2026
-2.71%Mar 2026
25d2mo 17d
3mo 12dMar 2026 - Jun 2026
2025 pullback2025
-2.04%Jan 2025
1mo 5d23d
1mo 28dDec 2024 - Feb 2025
2024 pullback2024
-1.75%Nov 2024
1mo 12d1mo 5d
2mo 17dSep 2024 - Dec 2024

Drawdown Indicators


SIFIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.68%

-56.78%

+42.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-9.10%

+6.39%

Max Drawdown (3Y)

Largest decline over 3 years

-3.46%

-18.90%

+15.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.27%

-1.80%

+1.53%

Average Drawdown

Average peak-to-trough decline

-4.77%

-10.71%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

2.03%

-1.37%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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