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HighMark Bond Retail C (HBDCX)
On
Dec 10
:
10.80
0.02
(0.18%)
MORE ON HBDCX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
5.87%
Worst 1 Yr Total Return
(2008)
:
0.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HBDCX
Category
Alpha (against Standard Index)
-0.44
-1.72
Beta (against Standard Index)
0.97
1.02
Mean Annual Return
5.75
0.39
R-squared (against Standard Index)
84
59.27
Standard Deviation
4.22
5.93
Sharpe Ratio
0.76
N/A
Treynor Ratio
3.45
N/A
5 Years
Statistic
HBDCX
Category
Alpha (against Standard Index)
-0.70
-1.05
Beta (against Standard Index)
0.96
0.98
Mean Annual Return
4.23
0.33
R-squared (against Standard Index)
87
61.87
Standard Deviation
3.67
4.88
Sharpe Ratio
0.33
N/A
Treynor Ratio
1.26
N/A
10 Years
Statistic
HBDCX
Category
Alpha (against Standard Index)
-0.95
-0.65
Beta (against Standard Index)
0.95
0.96
Mean Annual Return
5.14
0.45
R-squared (against Standard Index)
90
71.12
Standard Deviation
3.75
4.47
Sharpe Ratio
0.57
N/A
Treynor Ratio
2.28
N/A
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