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Stock Statistics

Performance Statistics

1/1/01 – 3/31/17 Byrne Stock
Accounts
Vanguard 500
Index Fund
Total Return 220.41% 142.15%
Annual Rate of Return 7.43% 5.59%
Standard Deviation 15.09% 14.66
Alpha (15 years) 1.71 0
Beta .99 1
Upside Capture 125.50% 1
Downside Capture 99.73% 1
Upside / Downside Ratio 1.26 1
R-squared 0.88 1
Skewness -0.49 -0.64
Kurtosis 3.70 4.22
Sharpe Ratio 0.46 0.36
Sortino Ratio 0.77 0.57
Information Ratio 1.08

Portfolio Statistics

As of 12/31/16 Byrne
Dividend Yield 2.38%
Price-earnings (trailing) 21.03
Price-earnings (forward) 15.86
Price-Book 2.42
Price-Sales 1.96
Price-Free-Cash Flow 24.38
Mean Market Capitalization $38.1 billion
Median Market Capitalization $8.9 billion
Forward EPS Growth 11.12%

Past performance is not necessarily indicative of future performance. Results for individual clients may vary. Results are not audited. Byrne Asset numbers reflect the addition of certain dividends and deduction of all fees. As one can not invest in an actual index, for comparative purposes we show returns and other statistics of the Vanguard 500 Index Fund, a mutual fund that very effectively tracks the performance of the Standard & Poor’s 500 Index.