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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. |
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