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Hennessee Europe Index
The funds included in the Hennessee Europe Index typically have long and short equity positions in European companies located in the United Kingdom, Western Europe, and Eastern Europe.
| Summary Statistics (Jan-98 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 Europe Index |
7.27% |
9.41% |
0.77 |
1.30 |
N/A |
N/A |
| MSCI EAFE - Price - USD |
2.02% |
17.99% |
0.19 |
0.13 |
6.35% |
0.68 |
| MSCI WORLD - Price - USD |
2.41% |
16.61% |
0.21 |
0.17 |
6.27% |
0.64 |
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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 Europe Index |
111 |
69 |
62% |
-22.56% |
20 |
Jun-07 |
Feb-09 |
$2,863 |
| MSCI EAFE - Price - USD |
103 |
77 |
57% |
-58.24% |
16 |
Oct-07 |
Feb-09 |
$1,350 |
| MSCI WORLD - Price - USD |
101 |
79 |
56% |
-55.37% |
16 |
Oct-07 |
Feb-09 |
$1,429 |
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| Historical Performance (Jan-98 to Dec-12) |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2012 |
3.75% |
2.53% |
0.42% |
-0.07% |
-4.80% |
0.12% |
0.49% |
1.55% |
1.74% |
1.40% |
1.32% |
2.48% |
11.24% |
| 2011 |
-0.35% |
1.12% |
0.63% |
1.54% |
-0.85% |
-2.35% |
-3.00% |
-5.98% |
-4.03% |
2.15% |
-2.93% |
-0.20% |
-13.66% |
| 2010 |
0.26% |
-0.78% |
2.07% |
0.18% |
-4.96% |
-1.33% |
2.27% |
-0.82% |
3.60% |
2.96% |
0.33% |
3.66% |
7.35% |
| 2009 |
-1.10% |
-0.98% |
1.11% |
3.59% |
4.77% |
-0.80% |
2.52% |
2.99% |
3.72% |
-1.42% |
-0.09% |
1.38% |
16.59% |
| 2008 |
-3.55% |
2.74% |
-1.57% |
1.42% |
2.16% |
-0.81% |
-2.65% |
-0.68% |
-6.88% |
-7.39% |
-1.83% |
-1.03% |
-18.79% |
| 2007 |
1.63% |
0.07% |
2.46% |
2.56% |
1.42% |
0.11% |
-0.43% |
-2.73% |
0.09% |
2.15% |
-1.87% |
0.21% |
5.65% |
| 2006 |
3.87% |
1.98% |
2.12% |
2.09% |
-3.50% |
-0.45% |
-0.86% |
1.07% |
0.47% |
1.67% |
1.14% |
3.38% |
13.54% |
| 2005 |
1.77% |
2.07% |
-0.70% |
-1.18% |
1.06% |
2.79% |
2.69% |
1.97% |
1.96% |
-3.05% |
2.18% |
3.25% |
15.64% |
| 2004 |
3.47% |
1.80% |
-0.97% |
-0.59% |
-1.76% |
0.57% |
-0.67% |
0.18% |
2.01% |
-0.11% |
1.64% |
2.47% |
8.19% |
| 2003 |
-0.62% |
0.19% |
1.04% |
0.71% |
2.67% |
0.97% |
0.62% |
2.69% |
-0.63% |
3.04% |
0.53% |
1.10% |
12.94% |
| 2002 |
0.47% |
0.98% |
0.96% |
0.36% |
0.09% |
0.22% |
-2.55% |
-0.81% |
-1.62% |
-1.43% |
0.81% |
-1.19% |
-3.72% |
| 2001 |
0.09% |
-1.21% |
-1.22% |
1.02% |
0.36% |
-0.27% |
-0.57% |
-0.47% |
-0.97% |
-0.68% |
0.16% |
1.12% |
-2.64% |
| 2000 |
1.43% |
13.25% |
0.98% |
-4.30% |
-1.32% |
0.98% |
0.21% |
1.25% |
-0.83% |
1.10% |
-1.08% |
1.93% |
13.46% |
| 1999 |
2.02% |
-0.78% |
0.64% |
4.37% |
-0.03% |
2.20% |
2.16% |
-0.06% |
-0.10% |
-0.22% |
8.76% |
13.59% |
36.58% |
| 1998 |
6.37% |
4.80% |
9.09% |
2.07% |
1.56% |
-0.92% |
1.58% |
-7.62% |
-0.83% |
-0.14% |
2.32% |
0.31% |
19.13% |
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© 2012 Hennessee Group LLC, All Rights Reserved.
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