- ISIN
- US41151J1097
- Issuer
- Harbor
- Inception Date
- Sep 14, 2021
- Region
- North America (U.S.)
- Category
- High Yield Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- ICE BofA US High Yield
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $141M
Share Price Chart
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Performance
SIHY Performance Chart
Harbor Scientific Alpha High-Yield ETF (SIHY) is up 2.6% since the beginning of the year. SIHY is currently trading at $46 per share.
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Returns By Period
Harbor Scientific Alpha High-Yield ETF (SIHY) has returned 2.61% so far this year and 8.01% over the past 12 months.
Harbor Scientific Alpha High-Yield ETF
- 1D
- 0.02%
- 1M
- 1.43%
- YTD
- 2.61%
- 6M
- 2.77%
- 1Y
- 8.01%
- 3Y*
- 9.88%
- 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%
SIHY Monthly Returns History
Based on dividend-adjusted daily data since Sep 16, 2021, SIHY's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Jul 2022 with a return of +5.6%, while the worst month was Jun 2022 at -6.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SIHY closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +2.7%, while the worst single day was Jun 13, 2022 at -2.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.66% | -0.47% | -1.14% | 1.92% | 0.87% | 0.77% | 2.61% | ||||||
| 2025 | 1.56% | 0.11% | -2.45% | 0.28% | 1.67% | 2.93% | -0.17% | 1.56% | 1.02% | 0.00% | 0.80% | 0.63% | 8.13% |
| 2024 | 0.47% | -0.25% | 1.61% | -1.36% | 1.83% | 0.65% | 2.30% | 1.47% | 1.51% | -1.05% | 1.97% | -0.71% | 8.67% |
| 2023 | 3.57% | -1.21% | 1.29% | 0.65% | -1.44% | 1.25% | 1.66% | 0.72% | -1.73% | -0.45% | 4.73% | 3.78% | 13.31% |
| 2022 | -2.45% | -1.08% | -0.86% | -3.33% | 1.77% | -6.69% | 5.64% | -3.03% | -3.36% | 3.24% | 3.40% | -0.58% | -7.73% |
| 2021 | -0.52% | -0.16% | -1.40% | 2.30% | 0.18% |
Benchmark Metrics
Harbor Scientific Alpha High-Yield ETF has an annualized alpha of 1.40%, beta of 0.31, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since September 16, 2021.
- This ETF participated in 41.09% of S&P 500 Index downside but only 33.93% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.31 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.40%
- Beta
- 0.31
- R²
- 0.51
- Upside Capture
- 33.93%
- Downside Capture
- 41.09%
Expense Ratio
SIHY has an expense ratio of 0.48%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SIHY ranks 61 for risk / return — better than 61% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Harbor Scientific Alpha High-Yield ETF (SIHY) 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.
| SIHY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.78 | -0.24 |
| Martin ratioReturn relative to average drawdown | 10.49 | 12.44 | -1.95 |
Dividends
Dividend History
Harbor Scientific Alpha High-Yield ETF provided a 7.20% dividend yield over the last twelve months, with an annual payout of $3.29 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $3.29 | $3.48 | $3.44 | $3.20 | $2.71 | $0.64 |
Dividend yield | 7.20% | 7.61% | 7.54% | 7.06% | 6.31% | 1.30% |
Monthly Dividends
The table displays the monthly dividend distributions for Harbor Scientific Alpha High-Yield ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.23 | $0.22 | $0.24 | $0.21 | $0.23 | $1.13 | ||||||
| 2025 | $0.00 | $0.26 | $0.32 | $0.22 | $0.24 | $0.28 | $0.25 | $0.27 | $0.30 | $0.24 | $0.28 | $0.82 | $3.48 |
| 2024 | $0.00 | $0.29 | $0.27 | $0.30 | $0.26 | $0.32 | $0.26 | $0.27 | $0.31 | $0.26 | $0.30 | $0.60 | $3.44 |
| 2023 | $0.00 | $0.26 | $0.05 | $0.35 | $0.26 | $0.29 | $0.28 | $0.26 | $0.28 | $0.28 | $0.27 | $0.61 | $3.20 |
| 2022 | $0.00 | $0.18 | $0.17 | $0.21 | $0.20 | $0.22 | $0.21 | $0.23 | $0.23 | $0.24 | $0.24 | $0.58 | $2.71 |
| 2021 | $0.25 | $0.39 | $0.64 |
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 High-Yield 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 High-Yield ETF was 13.30%, occurring on Sep 27, 2022. Recovery took 294 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -13.30%Sep 2022 | 9mo 3d | 1y 2mo | 1y 11moDec 2021 - Nov 2023 |
2025 selloff2025 | -5.36%Apr 2025 | 1mo 12d | 1mo 29d | 3mo 11dFeb 2025 - Jun 2025 |
2026 pullback2026 | -3.17%Mar 2026 | 1mo 8d | 18d | 1mo 26dFeb 2026 - Apr 2026 |
2021 pullback2021 | -2.36%Nov 2021 | 18d | 27d | 1mo 15dNov 2021 - Dec 2021 |
2024 pullback2024 | -2.10%Apr 2024 | 19d | 29d | 1mo 18dMar 2024 - May 2024 |
Drawdown Indicators
| SIHY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.30% | -56.78% | +43.48% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -9.10% | +5.93% |
Max Drawdown (3Y)Largest decline over 3 years | -5.36% | -18.90% | +13.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -10.71% | +7.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 2.03% | -1.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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