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HighMark Geneva Growth C (MGPCX)
On
Dec 16
:
15.62
0.07
(0.45%)
MORE ON MGPCX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
18.72%
Worst 1 Yr Total Return
(2008)
:
-36.51%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MGPCX
Category
Alpha (against Standard Index)
2.58
2.05
Beta (against Standard Index)
0.97
1.08
Mean Annual Return
-3.28
-0.20
R-squared (against Standard Index)
89
84.21
Standard Deviation
20.46
23.41
Sharpe Ratio
-0.17
N/A
Treynor Ratio
-5.70
N/A
5 Years
Statistic
MGPCX
Category
Alpha (against Standard Index)
2.02
1.56
Beta (against Standard Index)
1.00
1.11
Mean Annual Return
2.51
0.29
R-squared (against Standard Index)
84
80.86
Standard Deviation
17.55
19.91
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.48
N/A
10 Years
Statistic
MGPCX
Category
Alpha (against Standard Index)
4.56
3.33
Beta (against Standard Index)
0.90
1.11
Mean Annual Return
4.20
0.32
R-squared (against Standard Index)
76
61.70
Standard Deviation
16.70
23.38
Sharpe Ratio
0.16
N/A
Treynor Ratio
1.42
N/A
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