HARBOR CAPITAL Coefficient Of Variation
| HRCAX Fund | | | USD 112.23 0.27 0.24% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is HARBOR CAPITAL's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
The current Coefficient Of Variation of 963.05 places HARBOR CAPITAL at high dispersion relative to expected return — volatility substantially exceeds the return signal. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | 963.05 | |
Coefficient Of Variation Peers Comparison
HARBOR CAPITAL falls below the 9665.98 peer average for Coefficient Of Variation. Prudential Total Return leads at 73497.3 while Harbor Capital Appreciation registers the lowest at 953.56. Relative to peers, HARBOR CAPITAL shows more consistent returns per unit of risk.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for Harbor Capital and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation 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 CAPITAL's Maximum Drawdown of
4.81 runs about
0.01 times its Coefficient Of Variation of
963.05 . This indicates Maximum Drawdown falls substantially below Coefficient Of Variation for HARBOR CAPITAL. At
200.10 , Harbor Capital Appreciation's Coefficient Of Variation-to-Maximum Drawdown multiple reflects the spread between these metrics
Methodology, Assumptions & Data Sources
HARBOR CAPITAL's Coefficient Of Variation currently stands at 963.05. The Coefficient Of Variation for HARBOR CAPITAL is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. HARBOR CAPITAL operates in the large growth funds sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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