|
| |
Performance Statistics
|
1/1/2001 - 6/30/2008 |
Byrne |
S&P 500 |
|
Total Return |
8.02% |
1.22% |
|
Standard Deviation |
14.89% |
13.62% |
|
Alpha |
6.78 |
0 |
|
Beta |
1.01 |
1 |
|
Upside Capture |
1.87 |
1 |
|
Downside Capture |
1.16 |
1 |
|
Upside / Downside Ratio |
1.60 |
1 |
|
Sharpe Ratio |
0.41 |
-0.04 |
|
Sortino Ratio |
0.70 |
-0.05 |
|
R-squared |
0.92 |
1 |
|
Skewness |
-0.27 |
-0.48 |
|
Kurtosis |
2.89 |
3.31 |
Portfolio Statistics
|
As of 6/30/2008 |
Byrne |
|
Dividend yield |
2.31 |
|
Price-earnings (trailing) |
18.64 |
|
Price-earnings (forward) |
16.44 |
|
Price-Book |
3.71 |
|
Price-Sales Flow |
3.01 |
|
Price-Cash Flow |
14.45 |
|
Mean Market Cap |
$34.54 billion |
|
Median Market Cap |
$10.99 billion |
|
Return on Equity |
26.46% |
|
Trailing EPS growth |
39.32% |
|
Forward EPS growth |
15.20% |
|
|