Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HCMRX (HARBOR COMMODITY REAL RETURN STRATEGY FUND ADMINISTRATIVE CLASS) | NA | -0.88% | -5.27% | -10.16% | NA | NA | NA | -6.66% |
Data as of 02/14/2018, AR inception is 09/04/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HCMRX (HARBOR COMMODITY REAL RETURN STRATEGY FUND ADMINISTRATIVE CLASS) | 09/04/2008 | 02/14/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.88 | -5.27 | -10.16 | NA | NA | NA | -6.66 | 0.00 | 0.69 | 14.46 | -25.91 | -18.95 | -15.18 | 4.97 | -7.89 | 22.29 | 29.40 | -40.12 |
| Sharpe Ratio | NA | -0.18 | -0.42 | -0.77 | NA | NA | NA | -0.34 | 0.00 | 0.01 | 0.91 | -1.55 | -1.52 | -1.32 | 0.36 | -0.42 | 1.02 | 1.03 | -1.73 |
| Standard Deviation(%) | NA | 8.86 | 13.81 | 13.40 | NA | NA | NA | 19.09 | NA | 9.70 | 15.57 | 16.71 | 12.50 | 11.50 | 13.88 | 18.67 | 21.74 | 28.38 | 46.11 |
| Draw Down(%) | NA | 11.34 | 33.21 | 53.51 | NA | NA | NA | 59.81 | 0.00 | 11.79 | 8.76 | 29.51 | 27.32 | 18.48 | 13.25 | 21.00 | 14.24 | 19.22 | 49.76 |
| Yield(%) | 0.00 | 4.51 | 1.90 | 1.66 | 2.53 | 1.69 | 1.27 | 2.81 | 0.00 | 4.65 | 0.69 | 1.44 | 3.36 | 1.85 | 1.59 | 4.59 | 11.54 | 9.95 | 0.00 |
Data as of 02/14/2018, AR inception is 09/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCMRX (HARBOR COMMODITY REAL RETURN STRATEGY FUND ADMINISTRATIVE CLASS) |
-21.24%
Jan 2013 - Jan 2016 |
-14.63%
Feb 2011 - Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HCMRX (HARBOR COMMODITY REAL RETURN STRATEGY FUND ADMINISTRATIVE CLASS) |
20.42%
Feb 2009 - Feb 2012 |
9.21%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart