Harbor Diversified International Fund Market Value
| HAIDX Fund | USD 15.39 0.11 0.72% |
| Symbol | Harbor |
Harbor Diversified 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Harbor Diversified's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Harbor Diversified.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Harbor Diversified on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Harbor Diversified International or generate 0.0% return on investment in Harbor Diversified over 90 days. Harbor Diversified is related to or competes with Embark Commodity, and Embark Commodity. The fund invests primarily in common and preferred stocks of foreign companies More
Harbor Diversified Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Harbor Diversified's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Harbor Diversified International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7174 | |||
| Information Ratio | 0.1396 | |||
| Maximum Drawdown | 6.2 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.28 |
Harbor Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Harbor Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Harbor Diversified's standard deviation. In reality, there are many statistical measures that can use Harbor Diversified historical prices to predict the future Harbor Diversified's volatility.| Risk Adjusted Performance | 0.1644 | |||
| Jensen Alpha | 0.1501 | |||
| Total Risk Alpha | 0.1127 | |||
| Sortino Ratio | 0.1866 | |||
| Treynor Ratio | 0.2651 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Harbor Diversified's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Harbor Diversified January 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1644 | |||
| Market Risk Adjusted Performance | 0.2751 | |||
| Mean Deviation | 0.6548 | |||
| Semi Deviation | 0.399 | |||
| Downside Deviation | 0.7174 | |||
| Coefficient Of Variation | 451.74 | |||
| Standard Deviation | 0.9586 | |||
| Variance | 0.9188 | |||
| Information Ratio | 0.1396 | |||
| Jensen Alpha | 0.1501 | |||
| Total Risk Alpha | 0.1127 | |||
| Sortino Ratio | 0.1866 | |||
| Treynor Ratio | 0.2651 | |||
| Maximum Drawdown | 6.2 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.28 | |||
| Downside Variance | 0.5146 | |||
| Semi Variance | 0.1592 | |||
| Expected Short fall | (0.81) | |||
| Skewness | 2.32 | |||
| Kurtosis | 11.79 |
Harbor Diversified Backtested Returns
Harbor Diversified appears to be very steady, given 3 months investment horizon. Harbor Diversified holds Efficiency (Sharpe) Ratio of 0.22, which attests that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Harbor Diversified, which you can use to evaluate the volatility of the entity. Please utilize Harbor Diversified's Market Risk Adjusted Performance of 0.2751, risk adjusted performance of 0.1644, and Downside Deviation of 0.7174 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of 0.76, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Harbor Diversified's returns are expected to increase less than the market. However, during the bear market, the loss of holding Harbor Diversified is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
Harbor Diversified International has very weak reverse predictability. Overlapping area represents the amount of predictability between Harbor Diversified time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Harbor Diversified price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Harbor Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Harbor Mutual Fund
Harbor Diversified financial ratios help investors to determine whether Harbor Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Harbor with respect to the benefits of owning Harbor Diversified security.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |