PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Harbor Long-Term Growers ETF (WINN) Sharpe Ratio: 1.39

ETF · Currency in USD · Last updated Jun 3, 2026

WINN is an actively managed ETF by Harbor. WINN launched on Feb 2, 2022 and has a 0.57% expense ratio.

WINN's Sharpe Ratio of 1.39 indicates that for each unit of volatility, it generates 1.39 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

WINN Sharpe Ratio Rank

WINN Sharpe Ratio Rank: 38.338
Below Average

WINN ranks above 38.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

WINN Sharpe Ratio Market Positioning

The chart shows WINN's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.84+
  • Median: 1.77 — half of all investments score higher

How it compares to other similar ETFs

The table compares Harbor Long-Term Growers ETF's Sharpe Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how WINN's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DARPGrizzle Growth ETF3.77
HLALWahed FTSE USA Shariah ETF3.38
VEGNUS Vegan Climate ETF3.25
NACPImpact Shares NAACP Minority Empowerment ETF3.21
FDRRFidelity Dividend ETF for Rising Rates3.09
AVUSAvantis U.S. Equity ETF2.82
BBLUEa Bridgeway Blue Chip ETF2.80
IQMFranklin Intelligent Machines ETF2.79
FMTMMarketDesk Focused U.S. Momentum ETF2.78
XNAVFundX Aggressive ETF2.76
WINNHarbor Long-Term Growers ETF1.39

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows WINN's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when WINN consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does WINN fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio