Harding Loevner Frontier Fund Volatility
| HLFMX Fund | USD 8.86 -0.11 -1.23% |
Harding Loevner Frontier now displays a low volatility profile across the designated horizon. On a risk-adjusted basis, Harding Loevner Frontier records a Sharpe Ratio (Efficiency) of 0.0295, confirming positive risk-adjusted behavior over the last 3 months. The latest risk read is supported by 27 technical indicators.
Sharpe Ratio = 0.0295
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | HLFMX |
Latest disclosures for Harding Loevner Frontier show a Market Risk Adjusted Performance of -0.1%, a Risk of 0.88, and a Risk Adjusted Performance of 0.03%. HARDING LOEVNER is tracking at approximately 2% of its historical trend range. Within a diversified framework, contribution depends on allocation size.
Key indicators related to HARDING LOEVNER's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for HARDING LOEVNER can be decomposed into systematic risk (driven by broad market conditions) and idiosyncratic risk (driven by HARDING LOEVNER's company-specific factors). Beta captures the systematic component, while total standard deviation captures both.
HARDING |
Volatility Strategy
Market cycles can shift how Harding Loevner Frontier participates in overall return dispersion. Current statistical measures show total volatility near 0.88% with a beta coefficient of -0.14, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0295, evaluates return per unit of total risk. An alpha value of 0.0112 reflects performance relative to systematic market exposure. Expected return estimates near 0.0259% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to HARDING LOEVNER's market risk premium analysis include:
Beta -0.14 | Alpha 0.0112 | Risk 0.88 | Sharpe Ratio 0.0295 | Expected Return 0.0259 |
Moving together with HARDING Mutual Fund
| 0.76 | HLGZX | Harding Loevner Global | PairCorr |
| 0.97 | HLFFX | Harding Loevner Frontier | PairCorr |
| 1.0 | HLFZX | Highland Floating Rate | PairCorr |
| 0.87 | HLIZX | Harding Loevner | PairCorr |
| 0.87 | HLIDX | Harding Loevner | PairCorr |
| 0.69 | HLMVX | Harding Loevner Global | PairCorr |
| 0.89 | HLMEX | Harding Loevner | PairCorr |
| 0.68 | HLMGX | Harding Loevner Global | PairCorr |
| 0.86 | HLMIX | Harding Loevner | PairCorr |
| 1.0 | HLMOX | Harding Loevner Frontier | PairCorr |
| 0.86 | HLMSX | Harding Loevner | PairCorr |
| 0.83 | HLRZX | Harding Loevner | PairCorr |
| 0.93 | VEMAX | Vanguard Emerging Markets | PairCorr |
| 0.92 | VEIEX | Vanguard Emerging Markets | PairCorr |
| 0.92 | NWFFX | New World Fund | PairCorr |
| 0.91 | VEMIX | Vanguard Emerging Markets | PairCorr |
| 0.92 | VEMRX | Vanguard Emerging Markets | PairCorr |
| 0.92 | NEWFX | New World Fund | PairCorr |
| 0.93 | NEWCX | New World Fund | PairCorr |
| 0.88 | FWWNX | American Funds New | PairCorr |
| 0.88 | FNFWX | American Funds New | PairCorr |
| 0.82 | ODVYX | Oppenheimer Developing | PairCorr |
| 0.84 | THDRX | Thornburg Developing | PairCorr |
Sensitivity To Market
HARDING LOEVNER'sHARDING LOEVNER shows a beta coefficient of -0.14, measuring correlation and volatility relative to benchmark movements. Regression slope analysis defines its systematic risk contribution. Current volatility measures about 0.88%.This overview focuses on observed volatility for Harding Loevner Frontier and how returns have fluctuated. Downside deviation currently reads near 1.1%. For HARDING LOEVNER, the volatility profile is a portfolio effect rather than a single-company effect.
3 Months Beta |Analyze Harding Loevner Frontier Demand TrendCheck current 90 days HARDING LOEVNER correlation with market (Dow Jones Industrial)Downside Risk
HARDING standard deviation measures daily price dispersion from the mean, providing a proxy for volatility over the selected time period. Volatile instruments have higher standard deviations; stable ones have lower.
Standard Deviation | 0.88 |
Upside and downside risks in HARDING LOEVNER are not symmetric. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only the loss risk in HARDING LOEVNER's daily returns. Latest disclosures for Harding Loevner Frontier show a Downside Deviation of 1.10, a Downside Variance of 1.21, and a Maximum Drawdown of 3.97.
Mutual Fund Volatility Analysis
Market participants monitor HARDING LOEVNER volatility to assess the mutual fund's price stability. When HARDING LOEVNER's volatility is elevated, prices can swing by several percentage points in a single session. Sustained low volatility in HARDING LOEVNER typically signals a stable trading environment.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Harding Loevner Frontier Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
HARDING LOEVNER Projected Return Density Against Market
Assuming a 90-day horizon Harding Loevner Frontier has a beta of -0.1386 . This usually indicates that as returns on the benchmark increase, returns on HARDING LOEVNER tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Harding Loevner Frontier is likely to outperform the market.Risk assessment for HARDING LOEVNER separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. Latest disclosures for Harding Loevner Frontier show a Downside Deviation of 1.10, a Mean Deviation of 0.58, and a Semi Deviation of 0.93.
Predicted Return Density |
| Returns |
What Drives a HARDING LOEVNER Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of HARDING LOEVNER is 3389.78. The daily returns are distributed with a variance of 0.77 and standard deviation of 0.88. The mean deviation of Harding Loevner Frontier is currently at 0.6. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.1386 | |
σ | Overall volatility | 0.88 | |
Ir | Information ratio | 0.07 |
Mutual Fund Return Volatility
HARDING LOEVNER historical daily return volatility represents how much of HARDING LOEVNER fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.8772% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.792% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.42 | 0.8 | 0.54 | 0.94 | 0.53 | SECIX | ||
| 0.42 | 0.66 | 0.88 | 0.34 | 0.88 | LGILX | ||
| 0.8 | 0.66 | 0.77 | 0.86 | 0.76 | CBLSX | ||
| 0.54 | 0.88 | 0.77 | 0.56 | 1.0 | LMISX | ||
| 0.94 | 0.34 | 0.86 | 0.56 | 0.55 | DNLVX | ||
| 0.53 | 0.88 | 0.76 | 1.0 | 0.55 | LMUSX | ||
Risk-Adjusted Indicators
There is a big difference between HARDING Mutual Fund performing well and HARDING LOEVNER Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze HARDING LOEVNER's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SECIX | 0.78 | 0.20 | 0.37 | -0.81 | 0.39 | 1.11 | 17.44 | |||
| LGILX | 1.04 | 0.15 | 0.15 | 0.23 | 0.99 | 1.41 | 19.83 | |||
| CBLSX | 0.79 | 0.22 | 0.25 | 0.27 | 0.68 | 1.23 | 14.55 | |||
| LMISX | 0.64 | 0.04 | 0.06 | 0.00 | 0.77 | 1.07 | 4.93 | |||
| DNLVX | 0.57 | 0.13 | 0.18 | 0.15 | 0.60 | 1.31 | 5.79 | |||
| LMUSX | 0.64 | 0.03 | 0.06 | 0.00 | 0.78 | 1.06 | 4.94 |
Risk Metrics, Assumptions & Methodology
Volatility for HARDING LOEVNER reflects NAV dispersion and exposure stability across disclosure periods. Swing amplitude frames exposure planning and risk limits.
Data shown for Harding Loevner Frontier is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardHARDING LOEVNER Investment Opportunity
Measured over the selected horizon, Harding Loevner Frontier carries roughly 1.11 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Harding Loevner Frontier to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of HARDING LOEVNER to be traded at $8.59 in 90 days.Poor diversification
Across the chosen horizon, HLFMX and DJI show a correlation of 0.69 and fall into the Poor diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
HARDING LOEVNER Additional Risk Indicators
Risk analysis around Harding Loevner Frontier becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0263 | |||
| Market Risk Adjusted Performance | -0.12 | |||
| Mean Deviation | 0.5789 | |||
| Semi Deviation | 0.9265 | |||
| Downside Deviation | 1.1 | |||
| Coefficient Of Variation | 3104.3 | |||
| Standard Deviation | 0.851 |
HARDING LOEVNER Suggested Diversification Pairs
Pair trading with HARDING LOEVNER can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against HARDING LOEVNER as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. HARDING LOEVNER's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, HARDING LOEVNER's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Harding Loevner Frontier.