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Monday, December 21, 2009, 10:47PM ET - U.S. Markets Closed. Dow Up 0.83% Nasdaq Up 1.17%
HighMark Large Cap Growth Retail A (HMRGX)On Dec 21: 8.74  Up 0.03 (0.34%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2005):11.39%
Worst 1 Yr Total Return (2008):-36.21%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticHMRGXCategory
Alpha (against Standard Index)1.802.20
Beta (against Standard Index)0.880.99
Mean Annual Return-2.94-0.14
R-squared (against Standard Index)9488.76
Standard Deviation17.8821.04
Sharpe Ratio-0.20N/A
Treynor Ratio-5.95N/A
5 Years
StatisticHMRGXCategory
Alpha (against Standard Index)0.970.80
Beta (against Standard Index)0.891.01
Mean Annual Return1.970.24
R-squared (against Standard Index)8886.59
Standard Deviation15.0817.50
Sharpe Ratio0.01N/A
Treynor Ratio-1.15N/A
10 Years
StatisticHMRGXCategory
Alpha (against Standard Index)-4.36-0.13
Beta (against Standard Index)1.081.04
Mean Annual Return-5.610.05
R-squared (against Standard Index)7878.99
Standard Deviation19.6519.17
Sharpe Ratio-0.34N/A
Treynor Ratio-7.95N/A

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