5000+ Common Stock Database |
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Screened for Market Cap, Liquidity, Balance Sheet Strength |
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Summit All Cap Core 100 Universe 1000 Stocks ($1.0 billion and higher) |
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Multi-Factor, Bottom Up Quantitative Model |
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| Quantitative Factors Include Valuation Models Profit Margin Momentum Reward/Risk Parameters Stock/Industry Price Momentum |
Bottom Up Selection Process All stocks equally weighed No Sector Minimums or Maximums Rebalanced Periodically Includes ADRs |
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Summit All Cap Core 100 Portfolio |
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| 12/31/02 - 12/31/07 | ||
| Average Portfolio Statistics | All Cap Core 100 | Russell 1000 |
| Annual Returns1 | 23.88% | 13.43% |
| Beta | 1.15 | … |
| R2 | 66.48% | … |
| Standard Deviation | 12.23% | 8.64% |
| Alpha | 7.54% | … |
| Tracking Error | 7.08% | … |
| Information Ratio | 1.06 | … |
| # Up Quarters | 17 | 15 |
| # Down Quarters | 3 | 5 |
| PE 1-Yr Forecast | 13.8x | 14.9x |
| Price/Sales | 1.5x | 1.4x |
| Price/Book Value | 3.7x | 2.8x |
| Price/Cash Flow | 12.2x | 10.0x |
| Ret. On Equity (T4Q) | 23.9% | 16.8% |
| EPS Growth (5-Yr. Est) | 13.6% | 12.4% |
| Avg. Market Cap (bil) | $37.9 | $15.8 |
| 1Investment Return Numbers are presented before deductions for advisory and transaction fees. | ||
Summit All Cap Core 100 vs. Russell 1000 (Quarterly Data After Fees) |
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