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Performance Statistics
|
2001 - 2007 |
Byrne |
S&P 500 |
|
Total Return |
8.19% |
3.17% |
|
Standard Deviation |
13.43% |
11.93% |
|
Alpha |
3.49 |
0 |
|
Beta |
1.07 |
1 |
|
Upside Capture |
1.69 |
1 |
|
Downside Capture |
1.12 |
1 |
|
Upside / Downside Ratio |
1.50 |
1 |
|
Sharpe Ratio |
0.57 |
0.33 |
|
Sortino Ratio |
0.97 |
0.53 |
|
R-squared |
0.91 |
1 |
|
Skewness |
-0.39 |
-0.57 |
|
Kurtosis |
3.40 |
4.23 |
Portfolio Statistics
|
As of 12/31/2007 |
Byrne |
|
Dividend yield |
2.00 |
|
Price-earnings (trailing) |
20.81 |
|
Price-earnings (forward) |
16.44 |
|
Price-Book |
4.42 |
|
Price-Sales Flow |
3.33 |
|
Price-Cash Flow |
15.95 |
|
Mean Market Cap |
$66.485 billion |
|
Median Market Cap |
$10.009 billion |
|
Return on Equity |
26.46% |
|
Trailing EPS growth |
39.32% |
|
Forward EPS growth |
15.20% |
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