Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HMIEX (HighMark Large Cap Value Fid ) | NA | -3.74% | 16.82% | -2.43% | 3.49% | 3.88% | NA | … | … |
Data as of 03/30/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMIEX (HighMark Large Cap Value Fid ) | 06/21/1996 | 03/30/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.74 | 16.82 | -2.43 | 3.49 | 3.88 | NA | … | … | 12.25 | -8.85 | 13.51 | 16.27 | -33.15 | -0.75 | 19.21 | 9.97 | 18.21 | 28.10 | -19.32 | -16.01 | -0.02 | 1.58 | 15.42 | 27.19 | 10.17 |
| Sharpe Ratio | NA | -0.15 | 0.79 | -0.11 | 0.10 | NA | NA | … | … | 5.82 | -0.33 | 0.68 | 0.61 | -0.83 | -0.21 | 1.51 | 0.67 | 1.48 | 1.70 | -0.84 | -0.98 | -0.23 | -0.11 | 0.69 | 1.63 | 1.78 |
| Standard Deviation(%) | NA | 24.53 | 21.34 | 27.14 | 22.21 | NA | NA | … | … | 10.28 | 26.58 | 19.72 | 26.51 | 41.01 | 17.57 | 10.58 | 11.69 | 11.65 | 16.15 | 24.22 | 19.01 | 17.62 | 15.30 | 17.52 | 14.48 | 9.35 |
| Draw Down(%) | NA | 28.24 | 28.24 | 55.78 | 55.78 | NA | NA | … | … | 3.11 | 28.24 | 16.90 | 28.58 | 46.29 | 14.31 | 8.91 | 9.14 | 9.08 | 15.74 | 32.51 | 27.65 | 12.90 | 15.38 | 17.98 | 9.08 | 4.58 |
| Yield(%) | 0.00 | 0.90 | 2.25 | 2.36 | 2.42 | 5.32 | 4.55 | … | … | 0.22 | 1.05 | 2.41 | 1.66 | 1.43 | 7.24 | 1.34 | 1.10 | 1.33 | 1.09 | 1.18 | 0.92 | 8.16 | 22.88 | 14.68 | 14.38 | 8.89 |
Data as of 03/30/2012, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMIEX (HighMark Large Cap Value Fid ) |
-15.36%
Feb 2006 – Feb 2009 |
-7.56%
Mar 1998 – Mar 2003 |
-3.01%
Feb 1999 – Feb 2009 |
2.84%
Sep 1996 – Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMIEX (HighMark Large Cap Value Fid ) |
23.31%
Mar 2003 – Mar 2006 |
17.37%
Sep 2002 – Sep 2007 |
7.41%
Jul 1996 – Jul 2006 |
4.64%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart