Byrne Asset Management LLC
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About Us
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   Tom Byrne
   Art Ernst

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Investment Process
   Understand client
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   Stock selection matrix
  
   Selection example
      The Prime Box
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Performance
   Quarterly numbers
   Growth in assets
   Return versus risk
   Advanced statistics

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Education
   Asset allocation
   Growth / value
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   Rebalancing
   Risk-investment
   Risk-inflation

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©2011 Byrne Asset Management, LLC. All rights reserved.


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.