Summit Global Investments Fund Market Value
| SGLIX Fund | USD 33.23 0.13 0.39% |
| Symbol | Summit |
Summit Global 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Summit Global's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Summit Global.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Summit Global on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Summit Global Investments or generate 0.0% return on investment in Summit Global over 90 days. Summit Global is related to or competes with Ab Discovery, Royce Special, Palm Valley, Fpa Queens, Fidelity Small, American Century, and Perkins Small. Under normal market conditions, the fund invests at least 80 percent of the value of its net assets, plus any borrowings... More
Summit Global Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Summit Global's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Summit Global Investments upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5265 | |||
| Information Ratio | 0.1476 | |||
| Maximum Drawdown | 11.12 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 1.02 |
Summit Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Summit Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Summit Global's standard deviation. In reality, there are many statistical measures that can use Summit Global historical prices to predict the future Summit Global's volatility.| Risk Adjusted Performance | 0.1533 | |||
| Jensen Alpha | 0.2443 | |||
| Total Risk Alpha | 0.1465 | |||
| Sortino Ratio | 0.3853 | |||
| Treynor Ratio | 0.7405 |
Summit Global January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1533 | |||
| Market Risk Adjusted Performance | 0.7505 | |||
| Mean Deviation | 0.5885 | |||
| Downside Deviation | 0.5265 | |||
| Coefficient Of Variation | 494.74 | |||
| Standard Deviation | 1.37 | |||
| Variance | 1.89 | |||
| Information Ratio | 0.1476 | |||
| Jensen Alpha | 0.2443 | |||
| Total Risk Alpha | 0.1465 | |||
| Sortino Ratio | 0.3853 | |||
| Treynor Ratio | 0.7405 | |||
| Maximum Drawdown | 11.12 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.2773 | |||
| Semi Variance | (0.12) | |||
| Expected Short fall | (0.74) | |||
| Skewness | 6.38 | |||
| Kurtosis | 47.75 |
Summit Global Investments Backtested Returns
Summit Global appears to be very steady, given 3 months investment horizon. Summit Global Investments owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the fund had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Summit Global Investments, which you can use to evaluate the volatility of the fund. Please review Summit Global's Risk Adjusted Performance of 0.1533, downside deviation of 0.5265, and Standard Deviation of 1.37 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Summit Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Summit Global is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Summit Global Investments has very good predictability. Overlapping area represents the amount of predictability between Summit Global time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Summit Global Investments price movement. The serial correlation of 0.81 indicates that around 81.0% of current Summit Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 2.72 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Summit Mutual Fund
Summit Global financial ratios help investors to determine whether Summit Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Summit with respect to the benefits of owning Summit Global security.
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