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Hennessee Asia-Pacific Index
The funds included in the Hennessee Asia-Pacific Index typically have long and short equity positions in companies located in the Pacific Basin region (i.e. Japan, China, Hong Kong, Taiwan, Korea, Singapore, Thailand, Malaysia, India, Australia, New Zealand, and other countries in Asia.)
| Summary Statistics (Jan-93 to Dec-12) |
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Annualized Compound Return |
Annualized Standard Deviation |
Sharpe
Ratio |
Sortino
Ratio |
Annualized Alpha
(versus Benchmark) |
Correlation
(versus Benchmark) |
| Hennessee Asia-Pacific Index |
8.41% |
11.36% |
0.75 |
1.33 |
N/A |
N/A |
| MSCI EAFE - Price - USD |
3.88% |
17.00% |
0.30 |
0.29 |
6.82% |
0.60 |
| MSCI WORLD - Price - USD |
5.08% |
15.38% |
0.38 |
0.43 |
6.21% |
0.59 |
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Number of Months |
% of Months
Positive |
Largest Consecutive Loss |
Value of $1000
(Invested at Inception) |
| Postive |
Negative |
% |
Months |
Peak |
Valley |
| Hennessee Asia-Pacific Index |
135 |
105 |
56% |
-29.90% |
14 |
Jul-97 |
Sep-98 |
$5,023 |
| MSCI EAFE - Price - USD |
140 |
100 |
58% |
-58.24% |
16 |
Oct-07 |
Feb-09 |
$2,143 |
| MSCI WORLD - Price - USD |
143 |
97 |
60% |
-55.37% |
16 |
Oct-07 |
Feb-09 |
$2,692 |
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| Historical Performance (Jan-93 to Dec-12) |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2012 |
0.97% |
4.51% |
0.67% |
-0.34% |
-4.91% |
-0.87% |
-0.71% |
-1.01% |
1.63% |
-0.18% |
0.63% |
2.97% |
3.10% |
| 2011 |
0.98% |
-0.16% |
0.73% |
1.35% |
-1.14% |
-0.70% |
0.92% |
-3.13% |
-4.09% |
2.26% |
-3.48% |
-0.99% |
-7.43% |
| 2010 |
-1.57% |
-0.56% |
3.43% |
1.73% |
-4.67% |
-0.64% |
1.29% |
-0.73% |
3.96% |
2.40% |
-0.68% |
2.37% |
6.17% |
| 2009 |
-2.57% |
-1.17% |
1.35% |
4.40% |
8.07% |
1.42% |
4.74% |
0.66% |
2.07% |
-1.11% |
0.13% |
3.71% |
23.40% |
| 2008 |
-5.06% |
1.08% |
-3.42% |
1.85% |
0.38% |
-3.96% |
-2.37% |
-2.68% |
-5.02% |
-5.51% |
-1.63% |
1.65% |
-22.40% |
| 2007 |
0.79% |
1.58% |
0.20% |
1.77% |
3.03% |
2.56% |
3.14% |
-2.73% |
3.99% |
4.28% |
-3.44% |
-0.61% |
15.18% |
| 2006 |
3.19% |
-0.73% |
2.96% |
1.19% |
-3.26% |
-1.12% |
-0.89% |
0.91% |
0.25% |
1.88% |
2.22% |
2.47% |
9.25% |
| 2005 |
1.08% |
2.64% |
-1.27% |
-0.79% |
0.60% |
1.37% |
2.06% |
1.31% |
4.04% |
-0.74% |
2.77% |
5.51% |
19.97% |
| 2004 |
0.78% |
1.95% |
2.31% |
-1.38% |
-2.60% |
-0.05% |
-1.10% |
-0.33% |
1.85% |
0.01% |
3.85% |
1.34% |
6.64% |
| 2003 |
-0.08% |
-0.57% |
-1.64% |
1.46% |
2.79% |
3.44% |
2.97% |
6.60% |
2.34% |
5.57% |
-1.61% |
5.82% |
30.17% |
| 2002 |
2.61% |
1.02% |
1.88% |
-1.14% |
2.38% |
-2.73% |
-1.87% |
-0.56% |
-1.33% |
-1.64% |
0.94% |
-1.38% |
-1.98% |
| 2001 |
2.68% |
-0.89% |
-2.64% |
2.22% |
0.45% |
0.61% |
-3.06% |
0.39% |
-2.44% |
1.57% |
3.90% |
2.17% |
4.78% |
| 2000 |
-1.79% |
2.98% |
2.23% |
-8.32% |
-0.45% |
3.93% |
-1.60% |
0.30% |
-1.70% |
-1.03% |
-1.27% |
0.57% |
-6.50% |
| 1999 |
-0.39% |
-1.11% |
8.44% |
14.70% |
1.58% |
14.51% |
-0.88% |
-0.07% |
-1.28% |
3.81% |
13.14% |
10.67% |
81.14% |
| 1998 |
-1.10% |
5.22% |
-0.77% |
-3.26% |
-6.76% |
-6.20% |
0.33% |
-5.44% |
-1.69% |
3.10% |
3.59% |
3.80% |
-9.66% |
| 1997 |
3.61% |
1.26% |
-2.18% |
0.83% |
6.19% |
2.71% |
4.85% |
-0.33% |
-4.42% |
-2.81% |
-5.32% |
-1.86% |
1.81% |
| 1996 |
7.42% |
-1.74% |
-0.46% |
3.57% |
-1.09% |
-0.74% |
-4.02% |
0.00% |
1.13% |
0.28% |
3.59% |
-0.15% |
7.56% |
| 1995 |
-4.43% |
-0.60% |
0.21% |
0.04% |
3.75% |
-0.11% |
3.00% |
-0.30% |
1.00% |
-1.51% |
-1.50% |
3.86% |
3.14% |
| 1994 |
0.42% |
-2.18% |
-5.03% |
-0.95% |
2.31% |
-0.36% |
1.59% |
4.04% |
0.26% |
0.78% |
-3.59% |
-1.39% |
-4.36% |
| 1993 |
0.71% |
2.36% |
1.50% |
5.59% |
2.91% |
-1.17% |
-0.35% |
1.38% |
2.19% |
10.49% |
4.94% |
8.21% |
45.55% |
© 2012 Hennessee Group LLC, All Rights Reserved.
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