Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HMSCX (HighMark Small Cap Value Fid ) | NA | -2.21% | 21.38% | -0.35% | 7.98% | NA | NA | … | … |
Data as of 12/09/2011, Common starting date is 10/05/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMSCX (HighMark Small Cap Value Fid ) | 10/05/1998 | 12/09/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.21 | 21.38 | -0.35 | 7.98 | NA | NA | … | … | -3.95 | 28.72 | 35.36 | -31.54 | -13.90 | 16.34 | 5.25 | 19.14 | 45.62 | -1.06 | 1.52 | 1.92 | 20.61 | 18.68 |
| Sharpe Ratio | NA | -0.08 | 0.64 | -0.03 | 0.24 | NA | NA | … | … | -0.14 | 1.16 | 0.86 | -0.67 | -0.79 | 0.86 | 0.20 | 1.24 | 2.83 | -0.10 | -0.04 | -0.12 | 1.60 | 6.06 |
| Standard Deviation(%) | NA | 29.08 | 33.14 | 34.86 | 27.69 | NA | NA | … | … | 29.57 | 24.74 | 40.79 | 48.17 | 21.51 | 15.31 | 15.28 | 14.73 | 15.88 | 22.29 | 18.93 | 17.75 | 10.89 | 16.51 |
| Draw Down(%) | NA | 28.69 | 41.71 | 66.91 | 66.91 | NA | NA | … | … | 28.69 | 19.37 | 41.71 | 51.18 | 23.41 | 10.00 | 10.58 | 12.18 | 10.00 | 28.75 | 28.79 | 15.90 | 10.26 | 5.22 |
| Yield(%) | 0.00 | 1.21 | 2.43 | 5.98 | 8.28 | 8.08 | 6.06 | … | … | 0.00 | 1.75 | 1.56 | 2.07 | 17.22 | 13.73 | 8.04 | 6.71 | 2.43 | 0.19 | 5.14 | 10.35 | 7.83 | 0.04 |
Data as of 12/09/2011, Common starting date is 10/05/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMSCX (HighMark Small Cap Value Fid ) |
-22.84%
Feb 2006 – Feb 2009 |
-10.62%
Feb 2004 – Feb 2009 |
1.91%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMSCX (HighMark Small Cap Value Fid ) |
27.51%
Mar 2003 – Mar 2006 |
18.06%
Oct 2001 – Oct 2006 |
8.82%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart