Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGLIX (SUMMIT GLOBAL INVESTMENTS GLOBAL LOW VOLATILITY FUND CLASS I SHARES) | NA | 4.75% | -9.39% | -1.47% | NA | NA | NA | … | … |
Data as of 10/14/2009, Common starting date is 01/14/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGLIX (SUMMIT GLOBAL INVESTMENTS GLOBAL LOW VOLATILITY FUND CLASS I SHARES) | 01/14/2002 | 10/14/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.75 | -9.39 | -1.47 | NA | NA | NA | … | … | 22.14 | -52.91 | 24.57 | 13.51 | 1.62 | 18.32 | 30.69 | -28.85 |
| Sharpe Ratio | NA | 0.11 | -0.30 | -0.12 | NA | NA | NA | … | … | 1.00 | -1.22 | 0.68 | 0.68 | -0.05 | 1.20 | 2.26 | -1.41 |
| Standard Deviation(%) | NA | 41.92 | 35.88 | 29.67 | NA | NA | NA | … | … | 28.83 | 44.08 | 32.05 | 15.14 | 11.24 | 14.49 | 13.25 | 21.85 |
| Draw Down(%) | NA | 30.70 | 63.59 | 63.59 | NA | NA | NA | … | … | 22.81 | 61.95 | 17.00 | 15.24 | 11.74 | 14.32 | 11.01 | 35.44 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/14/2009, Common starting date is 01/14/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGLIX (SUMMIT GLOBAL INVESTMENTS GLOBAL LOW VOLATILITY FUND CLASS I SHARES) |
-17.93%
Feb 2006 – Feb 2009 |
-8.30%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGLIX (SUMMIT GLOBAL INVESTMENTS GLOBAL LOW VOLATILITY FUND CLASS I SHARES) |
20.00%
Jan 2003 – Jan 2006 |
18.22%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart