Ratings & Risk for HighMark Cognitive Value Fid (HCLFX)

Morningstar Category: Small Value
Number of funds in Category: —

  • Morningstar Ratings

    Return Risk Rating # of Funds
    3-Year Below Average Below Average
    		100
    5-Year Below Average Below Average
    		85
    10-Year — — — 59
    Overall Below Average Below Average
    		—
    Morningstar's Overall Rating is derived from a weighted average of the fund's 3, 5 and 10 year rating,
    which are based on risk-adjusted performance. Data as of 10/31/2009

  • Volatility Data

    Standard Deviation Mean Sharpe Ratio
    3-Year 21.97 -0.64 -0.46
    5-Year 19.28 0.18 -0.04
    10-Year — — —
    15-Year — — —
    20-Year — — —
    Trailing data as of 10/31/2009

  • Modern Portfolio Theory Statistics

    R-Squared Beta Alpha
    1-Year 92.97 1.14 -5.94
    3-Year 91.83 1.08 -1.81
    5-Year 86.11 1.12 0.64
    10-Year — — —

    S&P 500 TR

    Trailing data as of 10/31/2009