Investment Performance

Number of portfolios: 259

Average return: 19.3%

S&P 500 return: 15.8%

% outperformed S&P 500: 93.0%

(241 portfolios)

Sharpe Ratio > S&P 500: 2.7%

(7 portfolios)

% upper left quadrant: 0.8%

(2 portfolios)

% in lower right quadrant: 5.0%

(13 portfolios)

Includes all client portfolios >$500,000. Performance data as of 12/31/06.

Number of portfolios: 215

Average annualized return: 15.0%

S&P 500 return: 10.4%

% outperformed S&P 500: 98.6%

(212 portfolios)

Sharpe Ratio > S&P 500: 95.8% (206 portfolios)

% upper left quadrant: 8.4%

(18 portfolios)

% in lower right quadrant: 0.0%

Includes all client portfolios >$500,000. Performance data as of 12/31/06.

Number of portfolios: 156

Average annualized return: 11.4%

S&P 500 return: 6.2%

% outperformed S&P 500: 98.7% (154 portfolios)

Sharpe Ratio > S&P 500: 98.7% (154 portfolios)

% upper left quadrant: 55.8%

(87 portfolios)

% in lower right quadrant: 0.0%

Includes all client portfolios >$500,000. Performance data as of 12/31/06.

Number of portfolios: 103

Average annualized return: 6.0%

S&P 500 return: 1.1%

% outperformed S&P 500: 99.0% (102 portfolios)

Sharpe Ratio > S&P 500: 99.0% (102 portfolios)

% upper left quadrant: 60.2%

(62 portfolios)

% in lower right quadrant: 0.0%

Includes all client portfolios >$500,000. Performance data as of 12/31/06.

Number of portfolios: 39

Average annualized return: 8.8%

S&P 500 return: 8.4%

% outperformed S&P 500: 64.1% (25 portfolios)

Sharpe Ratio > S&P 500: 66.7% (26 portfolios)

% upper left quadrant: 30.8%

(12 portfolios)

% in lower right quadrant: 12.8%

(5 portfolios)

Includes all client portfolios >$500,000. Performance data as of 12/31/06.

These results reflect annualized investment returns for all client portfolios greater than $500,000, with each client’s or family group’s accounts combined into a single portfolio for the 1, 3, 5, 7, and 10 year periods ending 12/31/06. Returns are stated net of fees. The portfolios are benchmarked to the S&P 500, represented by the black diamond in the above illustrations.

Sharpe Ratio is a ratio developed by Nobel Laureate William F. Sharpe to measure risk-adjusted performance. It is calculated by subtracting the risk-free rate from the rate of return for a portfolio and dividing the result by the standard deviation of the portfolio returns.

Publications

Tim Kochis shares expertise gained from helping thousands of clients solve problems of concentrated stock.

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