Stock Statistics

Performance Statistics

1/1/01 – 3/31/18 Byrne Stock
Accounts
Vanguard 500
Index Fund
Total Return 246.88% 175.67%
Annual Rate of Return 7.48% 6.05%
Standard Deviation 14.71 13.64
Alpha (15 years) 1.31 0
Beta .99 1
Upside Capture 117.94% 100%
Downside Capture 99.69% 100%
Upside / Downside Ratio 1.18 1
R-squared 0.88 1
Skewness -0.51 -0.66
Kurtosis 3.86 4.35
Sharpe Ratio 0.47 0.40
Sortino Ratio 0.78 0.62
Information Ratio 0.84

Portfolio Statistics as of 12/31/17

Dividend Yield 2.3%
Price-earnings (trailing) 20.18
Price-earnings (forward) 16.77
Price-Book 3.13
Price-Sales 2.90
Price-Free-Cash Flow 21.23
Mean Market Capitalization $238 billion
Median Market Capitalization $108 billion
Forward EPS Growth 12.9%

* Past performance is not necessarily indicative of future performance. Results for individual clients may vary. Results are not audited. Byrne Asset numbers include all actively managed equity accounts and reflect the reinvestment of 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 Vanguard index mutual funds and averages of appropriate Morningstar mutual fund categories.