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HighMark WI Tax-Exempt C (WTECX)
On
Dec 18
:
10.38
0.01
(0.10%)
MORE ON WTECX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
3.17%
Worst 1 Yr Total Return
(2008)
:
-3.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
WTECX
Category
Alpha (against Standard Index)
-1.61
-0.62
Beta (against Standard Index)
0.91
0.89
Mean Annual Return
2.35
0.29
R-squared (against Standard Index)
98
91.02
Standard Deviation
5.49
5.60
Sharpe Ratio
0.04
N/A
Treynor Ratio
0.09
N/A
5 Years
Statistic
WTECX
Category
Alpha (against Standard Index)
-1.60
-0.87
Beta (against Standard Index)
0.91
0.88
Mean Annual Return
2.72
0.29
R-squared (against Standard Index)
98
90.77
Standard Deviation
4.48
4.54
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-0.29
N/A
10 Years
Statistic
WTECX
Category
Alpha (against Standard Index)
-1.34
-0.87
Beta (against Standard Index)
0.91
0.90
Mean Annual Return
3.98
0.37
R-squared (against Standard Index)
97
91.70
Standard Deviation
4.28
4.41
Sharpe Ratio
0.26
N/A
Treynor Ratio
1.17
N/A
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