Byrne Asset Management LLC
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About Us
   Philosophy
   Tom Byrne
   Art Ernst

Investment Process
   Understand client
   Look everywhere
   Allocate assets
   Stock selection matrix
  
   Selection example
      The Prime Box
   Diversify
   Monitor

Performance
   Quarterly numbers
   Growth in assets
   Return versus risk
   Advanced statistics

Managed Accounts
   Planning
   Risk tolerance

Retirement Plans
   Our platform
   Model portfolio stats
   Choosing funds
   Risk questionnaire

Education
   Asset allocation
   Growth / value
   Capitalization
   Rebalancing
   Risk-investment
   Risk-inflation
 
Letters to Clients
 
Published Articles 

Disclosures

Contact

©2010 Byrne Asset Management, LLC. All rights reserved.


Performance - Advanced Statistics

1/1/2001 - 6/30/2010 Byrne Equity S&P 500
  Total Return   45.56%  -7.54%
  Annual Rate of Return     4.03%  -0.82%
  Standard Deviation   10.32%  9.27%
  Alpha  4.84 0
  Beta   .97 1
  Upside Capture 144% 1
  Downside Capture   98% 1
  Upside / Downside Ratio  1.47 1
  Sharpe Ratio  0.19 -0.05
  Sortino Ratio  0.30 -0.07
  R-squared  0.92 1
  Skewness -0.44 -0.68
  Kurtosis  3.16  3.86

Portfolio Statistics

As of 3/31/2010 Byrne
  Dividend yield 2.02
  Price-earnings (trailing) 13.76
  Price-earnings (forward) 11.78
  Price-Book 3.78
  Price-Sales Flow 2.13
  Price-Cash Flow 11.23
  Mean Market Cap $75.714 billion
  Median Market Cap $10.327 billion
  Forward EPS growth 14.37%

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. S&P numbers are based on the total return of Vanguard’s S&P 500 Index Fund.