Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HEGMX (HighMark Enhanced Growth M) | NA | 22.45% | 10.09% | 18.23% | 6.05% | NA | NA | … | … |
Data as of 11/07/2013, Common starting date is 06/11/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HEGMX (HighMark Enhanced Growth M) | 06/11/2001 | 11/07/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.45 | 10.09 | 18.23 | 6.05 | NA | NA | … | … | 18.00 | 14.46 | -3.56 | 17.17 | 56.90 | -43.84 | 15.77 | 2.89 | 0.90 | 9.18 | 46.36 | -35.51 | -14.91 |
| Sharpe Ratio | NA | 1.82 | 0.52 | 0.78 | 0.22 | NA | NA | … | … | 1.77 | 0.86 | -0.14 | 0.84 | 2.11 | -1.13 | 0.70 | -0.03 | -0.09 | 0.46 | 1.81 | -0.87 | -0.65 |
| Standard Deviation(%) | NA | 12.29 | 19.31 | 23.23 | 22.44 | NA | NA | … | … | 12.04 | 16.85 | 26.03 | 20.44 | 26.86 | 39.62 | 18.24 | 15.94 | 13.91 | 17.94 | 25.27 | 42.17 | 42.57 |
| Draw Down(%) | NA | 6.13 | 21.30 | 21.30 | 56.38 | NA | NA | … | … | 6.13 | 14.82 | 21.30 | 15.96 | 17.66 | 52.80 | 11.72 | 19.25 | 13.57 | 15.16 | 12.60 | 49.78 | 38.91 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.27 | 0.20 | 0.10 | 0.08 | … | … | 0.00 | 0.00 | 0.00 | 0.73 | 0.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.93 | 0.00 | 0.00 | 0.00 |
Data as of 11/07/2013, Common starting date is 06/11/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEGMX (HighMark Enhanced Growth M) |
-15.05%
Feb 2006 – Feb 2009 |
-7.10%
Feb 2004 – Feb 2009 |
2.04%
Jul 2001 – Jul 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HEGMX (HighMark Enhanced Growth M) |
30.41%
Feb 2009 – Feb 2012 |
18.33%
Sep 2002 – Sep 2007 |
10.24%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart