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McLean Capital Research 4975 Ringwood Meadow · Sarasota, Florida 34235 · 941-371-7600.

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Presentation on theme: "McLean Capital Research 4975 Ringwood Meadow · Sarasota, Florida 34235 · 941-371-7600."— Presentation transcript:

1 McLean Capital Research 4975 Ringwood Meadow · Sarasota, Florida ·

2 2 Investment Process Our back-test spanned the ten-year period from 2 nd Quarter 1997 to 4 th Quarter 2006 and covered a list of approximately 7,000 non-financial stocks. The following tables are summary statistics of our back-tests for the period ending 4th Quarter The composite is a blend of the McLean Large, Mid and Small Cap portfolios. In addition, there are summary statistics for the individual Large, Mid and Small Cap portfolios. Each portfolio is Equal Cap Weighted, Monthly Rebalanced, and are Time-Weighted Rates of Return. Returns are net of fees.

3 3 Investment Process - Back Test McLean Composite Returns (%) McLean Russell st Qtr2 nd Qtr3 rd Qtr4 th Qtr

4 4 Investment Process - Back Test McLean Composite Risk Statistics (%) 3 years5 years10 years Average Return Standard Deviation Beta Alpha Sharpe Ratio Information Ratio

5 5 Investment Process - Back Test McLean Composite Overview (%) Data 2 nd Quarter 1997 to 4 th Quarter 2006 Best Year39.44Consecutive Profitable Quarters Worst Year Q – Q Best 3 Year Q – Q Worst 3 Year43.085Q – Q Best Quarter28.352Q – Q Worst Quarter Q – Q % Positive Qtrs76.92Consecutive Losing Quarters 2Q – Q Q – Q

6 6 Investment Process - Back Test McLean Composite Comparison (%)

7 7 Investment Process - Back Test McLean Large Cap Returns McLeanS&P 5001 st Qtr2 nd Qtr3 rd Qtr4 th Qtr

8 8 Investment Process - Back Test McLean Large Cap Risk Statistics 3 years5 years10 years Average Return Standard Deviation Beta Alpha Sharpe Ratio Information Ratio

9 9 Investment Process - Back Test McLean Large Cap Overview Data 2 nd Quarter 1997 to 4 th Quarter 2006 Best Year45.00Consecutive Profitable Quarters Worst Year-9.918Q – Q Best 3 Year Q – Q Worst 3 Year10.955Q – Q Best Quarter23.344Q – Q Worst Quarter Q – Q % Positive Qtrs76.922Q – Q Consecutive Losing Quarters 2Q – Q Q – Q

10 10 Investment Process - Back Test McLean Large Cap Comparison

11 11 Investment Process - Back Test McLean Mid Cap Returns McLean Russell Mid Cap1 st Qtr2 nd Qtr3 rd Qtr4 th Qtr

12 12 Investment Process - Back Test McLean Mid Cap Risk Statistics 3 years5 years10 years Average Return Standard Deviation Beta Alpha Sharpe Ratio Information Ratio

13 13 Investment Process - Back Test McLean Mid Cap Overview Data 2 nd Quarter 1997 to 4th Quarter 2006 Best Year41.27Consecutive Profitable Quarters Worst Year4.2515Q – Q Best 3 Year99.005Q – Q Worst 3 Year63.375Q – Q Best Quarter33.222Q – Q Worst Quarter-19.88Consecutive Losing Quarters % Positive Qtrs79.492Q – Q

14 14 Investment Process - Back Test McLean Mid Cap Comparison

15 15 Investment Process - Back Test McLean Small Cap Returns McLean Russell st Qtr2 nd Qtr3 rd Qtr4 th Qtr

16 16 Investment Process - Back Test McLean Small Cap Risk Statistics 3 years5 years10 years Average Return Standard Deviation Beta Alpha Sharpe Ratio Information Ratio

17 17 Investment Process - Back Test McLean Small Cap Overview Data 2 nd Quarter 1997 to 4 th Quarter 2006 Best Year45.26Consecutive Profitable Quarters Worst Year Q – Q Best 3 Year Q – Q Worst 3 Year55.092Q – Q Best Quarter30.602Q – Q Worst Quarter Q – Q % Positive Qtrs71.792Q – Q Consecutive Losing Quarters 2Q – Q Q – Q Q – Q

18 18 Investment Process - Back Test McLean Small Cap Comparison

19 19 Disclaimer The back-tested results are believed by management to be a reasonable and fair representation of our risk profile and valuation methodology. All comparative data in the back-test was from sources we believe to be reliable, but we do not guarantee their accuracy. Back-tested performance is no guarantee of future results.

20 20 Contact Information McLean Capital Research 4975 Ringwood Meadow Sarasota, Florida W. Richard McLean, CEO Robert G. McLean, COO Web:www.mcleancapital.com


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