Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HIGHMARK INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 22.23% | -1.98% | 5.65% | 6.08% | 5.83% | 6.72% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HIGHMARK INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.17 | 22.23 | -1.98 | 5.65 | 6.08 | 5.83 | 6.72 | … | … | -0.91 | 7.36 | 8.84 | -19.70 | 10.65 | 23.34 | 20.88 | 6.77 | 16.85 | 3.06 | -7.69 | -4.86 | 6.36 | 8.36 | 6.04 | 6.88 | 26.91 | -23.34 | 15.44 | 16.43 | 13.95 | 17.59 | 26.87 | 13.10 | 8.21 |
| Sharpe Ratio | NA | 0.12 | -0.38 | 0.20 | 0.45 | NA | NA | … | … | -0.09 | 0.07 | 0.41 | -1.25 | 1.12 | 2.70 | 2.21 | 0.41 | 3.38 | 0.52 | -1.36 | -0.87 | 0.98 | 2.20 | 0.77 | 0.71 | 3.03 | -2.26 | 1.12 | 1.47 | 1.96 | 2.08 | 4.19 | 2.26 | 1.16 |
| Standard Deviation(%) | NA | 10.38 | 13.14 | 11.73 | 10.14 | NA | NA | … | … | 10.89 | 10.47 | 11.32 | 16.83 | 9.48 | 8.57 | 8.80 | 13.30 | 4.80 | 5.53 | 5.68 | 5.63 | 6.44 | 3.77 | 7.79 | 9.57 | 8.84 | 10.75 | 11.07 | 8.94 | 6.00 | 8.02 | 6.25 | 5.31 | 5.09 |
| Draw Down(%) | NA | 5.78 | 20.98 | 24.47 | 24.47 | NA | NA | … | … | 1.72 | 5.78 | 12.82 | 24.09 | 6.43 | 4.54 | 1.39 | 11.87 | 2.30 | 7.04 | 12.28 | 7.17 | 8.80 | 2.16 | 4.25 | 8.90 | 4.46 | 25.04 | 9.90 | 12.04 | 4.43 | 9.48 | 4.42 | 4.63 | 4.10 |
| Yield(%) | NA | 3.15 | 5.25 | 9.26 | 7.94 | NA | NA | … | … | NA | 0.65 | 3.02 | 5.25 | 6.27 | 14.30 | 20.54 | 15.04 | 0.34 | 2.65 | 5.01 | 4.33 | 2.38 | 4.90 | 11.53 | 2.39 | 5.41 | 2.91 | 13.67 | 8.52 | 3.99 | 4.93 | 6.20 | 5.54 | 9.78 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIGHMARK INVESTMENT PLAN Tactical Asset Allocation Moderate |
-3.27%
Dec 2013 – Dec 2016 |
0.19%
Apr 2013 – Apr 2018 |
2.48%
Oct 2007 – Oct 2017 |
4.07%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HIGHMARK INVESTMENT PLAN Tactical Asset Allocation Moderate |
22.48%
Apr 2003 – Apr 2006 |
19.80%
Oct 2002 – Oct 2007 |
11.61%
Apr 2001 – Apr 2011 |
8.03%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart