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Performance
- Advanced
Statistics |
|
1/1/2001 - 1/31/2012 |
Byrne
Equity |
Vanguard 500
Index Fund* |
|
Total Return |
82.98% |
21.46% |
|
Annual Rate of Return |
5.60% |
1.77% |
|
Standard Deviation |
9.99% |
9.26% |
|
Alpha |
3.79 |
0 |
|
Beta |
.97 |
1 |
|
Upside Capture |
154% |
1 |
|
Downside Capture |
99% |
1 |
|
Upside / Downside Ratio |
1.56 |
1 |
|
R-squared |
0.94 |
1 |
|
Skewness |
-0.42 |
-0.54 |
|
Kurtosis |
3.30 |
3.71 |
|
Sharpe Ratio |
0.30 |
-0.03 |
|
Sortino Ratio |
0.49 |
-0.05 |
|
Sterling Ratio |
0.31 |
-.03 |
|
Calmar Ratio |
0.18 |
-.02 |
|
Information Ratio |
2.27 |
- |
Portfolio Statistics
|
As of 9/30/2011 |
Byrne |
|
Dividend yield |
2.48 |
|
Price-earnings (trailing) |
17.17 |
|
Price-earnings (forward) |
13.27 |
|
Price-Book |
4.09 |
|
Price-Sales |
2.36 |
|
Price-Cash Flow |
14.09 |
|
Mean Market Cap |
$87.449 billion |
|
Median Market Cap |
$12,793 billion |
|
Forward EPS growth |
14.25% |
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. |
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