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HighMark Enhanced Growth C (HEGCX)
On
Dec 18
:
8.85
0.13
(1.49%)
MORE ON HEGCX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
14.55%
Worst 1 Yr Total Return
(2008)
:
-44.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
HEGCX
Category
Alpha (against Standard Index)
4.12
6.38
Beta (against Standard Index)
1.10
1.13
Mean Annual Return
-3.26
0.14
R-squared (against Standard Index)
84
78.37
Standard Deviation
23.75
25.34
Sharpe Ratio
-0.11
N/A
Treynor Ratio
-5.04
N/A
5 Years
Statistic
HEGCX
Category
Alpha (against Standard Index)
-0.34
3.18
Beta (against Standard Index)
1.14
1.18
Mean Annual Return
-0.60
0.42
R-squared (against Standard Index)
79
73.49
Standard Deviation
20.57
22.16
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-3.15
N/A
10 Years
Statistic
HEGCX
Category
Alpha (against Standard Index)
N/A
0.36
Beta (against Standard Index)
N/A
1.54
Mean Annual Return
N/A
0.00
R-squared (against Standard Index)
N/A
58.28
Standard Deviation
N/A
32.85
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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