Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HMVMX (HighMark Value Fiduciary) | NA | 22.18% | 13.68% | 14.54% | 7.09% | 5.34% | NA | 7.43% |
Data as of 11/06/2013, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMVMX (HighMark Value Fiduciary) | 06/21/1996 | 11/06/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.18 | 13.68 | 14.54 | 7.09 | 5.34 | NA | 7.43 | 20.90 | 16.77 | 0.38 | 13.06 | 24.22 | -38.16 | 2.97 | 20.55 | 7.09 | 14.38 | 29.83 | -20.37 | -6.39 | 1.70 | 12.75 | 9.77 | 30.72 | 13.42 |
| Sharpe Ratio | NA | 1.95 | 0.77 | 0.62 | 0.28 | NA | NA | 0.16 | 2.28 | 1.19 | 0.01 | 0.71 | 0.82 | -0.92 | 0.00 | 1.70 | 0.48 | 1.27 | 1.84 | -0.88 | -0.46 | -0.12 | 0.66 | 0.37 | -1.74 | 2.40 |
| Standard Deviation(%) | NA | 11.38 | 17.67 | 23.24 | 21.46 | NA | NA | 19.89 | 10.92 | 14.12 | 24.58 | 18.23 | 29.31 | 42.39 | 15.95 | 10.19 | 10.25 | 10.56 | 15.88 | 24.52 | 19.15 | 19.88 | 14.53 | 17.42 | 14.01 | 9.79 |
| Draw Down(%) | NA | 5.99 | 22.31 | 30.87 | 58.48 | NA | NA | 58.48 | 5.99 | 11.73 | 22.31 | 15.94 | 30.87 | 50.15 | 11.21 | 9.38 | 6.95 | 8.11 | 12.68 | 34.35 | 24.22 | 11.52 | 12.26 | 22.72 | 8.84 | 7.03 |
| Yield(%) | 0.00 | 9.21 | 5.94 | 6.42 | 7.79 | 6.11 | 7.02 | 8.26 | 0.64 | 10.65 | 5.77 | 1.71 | 1.52 | 6.11 | 17.06 | 12.34 | 12.64 | 9.70 | 7.01 | 4.85 | 6.62 | 6.65 | 6.36 | 4.59 | 2.45 | 6.08 |
Data as of 11/06/2013, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMVMX (HighMark Value Fiduciary) |
-16.31%
Feb 2006 - Feb 2009 |
-6.53%
Feb 2004 - Feb 2009 |
-1.60%
Feb 1999 - Feb 2009 |
4.15%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMVMX (HighMark Value Fiduciary) |
25.20%
Feb 2009 - Feb 2012 |
17.30%
Sep 2002 - Sep 2007 |
9.41%
Jul 1996 - Jul 2006 |
6.64%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart