HARBOR LARGE Kurtosis
| HAVLX Fund | | | USD 19.95 0.20 1.01% |
Kurtosis is a measure of the return distribution. In a similar way to the concept of skewness, kurtosis is a descriptor of the shape of a return distribution. There are various interpretations of kurtosis, and of how particular measures should be interpreted; these are primarily peakedness (width of peak), tail weight, and lack of shoulders (distribution primarily peak and tails, not in between). Below is HARBOR LARGE's current Kurtosis with peer comparisons and related risk metrics.
Current Kurtosis Value
At 0.8354, HARBOR LARGE's Kurtosis indicates thin tails relative to a normal distribution. HARBOR LARGE's returns cluster closer to the mean with fewer extreme moves than a normal distribution.
Kurtosis Peers Comparison
The peer group averages 0.92 for Kurtosis, with HARBOR LARGE at 0.8354 falling below that level. Readings span -0.1627 (Sentinel Small Pany) to 3.68 (Johcm Emerging Markets).
Kurtosis Relative To Other Indicators
The chart below plots Kurtosis against Maximum Drawdown for Harbor Large and its peers. Each point represents one equity — position along the horizontal axis shows Kurtosis while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
HARBOR LARGE's Maximum Drawdown of
3.55 runs about
4.25 times its Kurtosis of
0.84 . This indicates Maximum Drawdown is significantly higher than Kurtosis for HARBOR LARGE.
Methodology, Assumptions & Data Sources
The current Kurtosis for HARBOR LARGE is 0.8354. The Kurtosis for HARBOR LARGE applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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