Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HMERX (HighMark Large Cap Value Retail A) | NA | -4.00% | 16.40% | -2.74% | 3.20% | NA | NA | … | … |
Data as of 03/30/2012, Common starting date is 11/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HMERX (HighMark Large Cap Value Retail A) | 11/12/1998 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.00 | 16.40 | -2.74 | 3.20 | NA | NA | … | … | 12.15 | -9.10 | 13.01 | 15.93 | -33.38 | -0.94 | 18.86 | 9.74 | 17.92 | 27.73 | -19.46 | -15.95 | -0.26 | 1.34 | 8.18 |
| Sharpe Ratio | NA | -0.16 | 0.76 | -0.12 | 0.09 | NA | NA | … | … | 5.75 | -0.34 | 0.65 | 0.60 | -0.83 | -0.23 | 1.48 | 0.65 | 1.45 | 1.67 | -0.85 | -0.98 | -0.24 | -0.12 | 4.88 |
| Standard Deviation(%) | NA | 24.86 | 21.62 | 27.47 | 22.56 | NA | NA | … | … | 10.32 | 26.54 | 19.84 | 26.47 | 41.02 | 17.56 | 10.57 | 11.69 | 11.68 | 16.19 | 24.32 | 18.88 | 17.66 | 15.33 | 16.25 |
| Draw Down(%) | NA | 28.36 | 28.36 | 56.01 | 56.01 | NA | NA | … | … | 3.10 | 28.36 | 17.21 | 28.65 | 46.49 | 14.40 | 8.92 | 9.09 | 9.10 | 15.84 | 32.54 | 27.78 | 12.98 | 15.41 | 4.23 |
| Yield(%) | 0.00 | 0.65 | 1.74 | 2.12 | 2.11 | 3.52 | 2.64 | … | … | 0.16 | 0.77 | 1.88 | 1.40 | 1.20 | 6.95 | 1.07 | 0.82 | 1.10 | 0.85 | 0.98 | 1.07 | 7.91 | 22.59 | 12.67 |
Data as of 03/30/2012, Common starting date is 11/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMERX (HighMark Large Cap Value Retail A) |
-15.58%
Feb 2006 – Feb 2009 |
-5.50%
Sep 2006 – Sep 2011 |
-3.21%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HMERX (HighMark Large Cap Value Retail A) |
23.05%
Mar 2003 – Mar 2006 |
17.10%
Sep 2002 – Sep 2007 |
3.41%
Feb 2002 – Feb 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart