5000+ Common Stock Database |
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Screened for Market Cap, Liquidity, Balance Sheet Strength |
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Summit Large Cap Core Universe 480 Stocks ($7.0 billion and higher) |
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Multi-Factor, Bottom Up Quantitative Model |
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| Quantitative Factors Include Profit Margin Momentum Valuation Models Reward/Risk Parameters Stock/Industry Price Momentum |
Bottom Up Selection Process All stocks equally weighed Rebalanced Periodically Includes ADRs |
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Summit Large Cap Core Portfolio |
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Summit Large Cap Core Net Returns |
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| 12/31/03 - 12/31/07 | |||
| Large Cap Core |
S&P 500 |
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| Annual Returns1 | 18.61% | 9.19% | |
| Beta | 1.03 | … | |
| R2 | 58.23% | … | |
| Standard Deviation | 10.17% | 7.52% | |
| Alpha | 8.62% | … | |
| Tracking Error | 6.57% | … | |
| Information Ratio | 1.31 | … | |
| # Up Quarters | 16 | 12 | |
| # Down Quarters | 0 | 4 | |
| PE 1-Yr Forecast | 14.1x | 14.5x | |
| Price/Sales | 1.7x | 1.5x | |
| Price/Book Value | 3.8x | 2.9x | |
| Price/Cash Flow | 12.5x | 11.6x | |
| Ret. On Equity (T4Q) | 22.8% | 17.6% | |
| EPS Growth (5-Yr. Est) | 13.9% | 12.1% | |
| Avg. Market Cap (bil) | $50.9 | $26.9 | |
| 1Investment Return Numbers are presented before fees. | |||
