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Hennessee Growth Index
The funds in the Hennessee Growth Index typically have long and short equity positions in companies that exhibit an acceleration (or deceleration) of earnings growth, revenues, and market share.
| 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 Growth Index |
9.39% |
11.14% |
0.84 |
1.33 |
N/A |
N/A |
| S&P 500 |
6.11% |
15.11% |
0.45 |
0.54 |
6.11% |
0.70 |
| Nasdaq Composite Index |
7.76% |
23.91% |
0.42 |
0.45 |
5.58% |
0.86 |
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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 Growth Index |
148 |
92 |
62% |
-28.95% |
31 |
Feb-00 |
Sep-02 |
$6,016 |
| S&P 500 |
149 |
91 |
62% |
-52.56% |
16 |
Oct-07 |
Feb-09 |
$3,273 |
| Nasdaq Composite Index |
138 |
102 |
58% |
-75.04% |
31 |
Feb-00 |
Sep-02 |
$4,460 |
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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 |
2.81% |
2.04% |
-0.06% |
-0.79% |
-3.12% |
0.17% |
-0.67% |
1.43% |
1.07% |
-0.91% |
0.21% |
0.02% |
2.09% |
| 2011 |
1.03% |
2.82% |
-0.40% |
1.62% |
-0.98% |
-2.20% |
-0.27% |
-4.14% |
-4.68% |
3.91% |
-1.15% |
-1.80% |
-6.42% |
| 2010 |
-3.07% |
2.14% |
3.28% |
1.94% |
-4.60% |
-2.38% |
1.97% |
-2.18% |
4.89% |
2.21% |
2.24% |
4.45% |
10.86% |
| 2009 |
-0.36% |
-2.00% |
2.53% |
4.20% |
4.95% |
0.27% |
2.91% |
0.88% |
3.28% |
-1.63% |
2.96% |
2.40% |
22.08% |
| 2008 |
-4.99% |
0.45% |
-2.69% |
2.91% |
3.74% |
-0.31% |
-2.68% |
-1.50% |
-7.43% |
-6.60% |
-4.25% |
-0.48% |
-21.94% |
| 2007 |
1.13% |
0.86% |
1.17% |
1.59% |
2.81% |
1.03% |
-0.18% |
-0.05% |
3.43% |
3.82% |
-2.46% |
1.08% |
15.02% |
| 2006 |
5.00% |
0.52% |
2.70% |
1.18% |
-2.24% |
-0.84% |
-1.37% |
1.17% |
0.20% |
1.74% |
2.39% |
0.75% |
11.57% |
| 2005 |
-1.67% |
2.07% |
-1.49% |
-3.67% |
3.31% |
2.49% |
3.61% |
0.00% |
1.40% |
-1.60% |
1.87% |
1.22% |
7.50% |
| 2004 |
2.00% |
0.87% |
-0.11% |
-2.38% |
0.07% |
1.09% |
-2.86% |
-0.75% |
2.65% |
-0.16% |
3.52% |
2.13% |
6.02% |
| 2003 |
-0.07% |
-0.89% |
0.32% |
2.75% |
5.68% |
1.62% |
2.43% |
2.55% |
0.07% |
3.41% |
1.40% |
1.27% |
22.38% |
| 2002 |
-0.69% |
-2.19% |
2.57% |
-1.33% |
-1.41% |
-3.52% |
-5.87% |
0.04% |
-1.27% |
1.11% |
3.53% |
-2.92% |
-11.65% |
| 2001 |
3.13% |
-3.87% |
-3.35% |
2.06% |
0.15% |
-0.48% |
-2.94% |
-1.45% |
-4.20% |
2.45% |
2.65% |
2.53% |
-3.70% |
| 2000 |
0.17% |
13.85% |
-2.15% |
-8.69% |
-3.57% |
6.24% |
-3.04% |
5.90% |
-2.05% |
-4.30% |
-6.63% |
3.16% |
-3.22% |
| 1999 |
6.61% |
-3.94% |
3.96% |
5.13% |
0.79% |
6.53% |
0.89% |
-0.84% |
1.96% |
3.25% |
8.08% |
12.01% |
53.22% |
| 1998 |
-0.44% |
5.09% |
4.53% |
-0.28% |
-3.00% |
6.16% |
-2.36% |
-11.44% |
4.34% |
1.09% |
6.12% |
7.06% |
16.37% |
| 1997 |
3.03% |
-2.46% |
-3.14% |
-1.11% |
6.80% |
2.82% |
5.08% |
1.73% |
6.54% |
-1.29% |
-0.84% |
0.38% |
18.28% |
| 1996 |
1.27% |
2.28% |
0.82% |
6.60% |
3.91% |
-3.41% |
-5.08% |
3.39% |
3.91% |
0.28% |
2.35% |
0.80% |
17.87% |
| 1995 |
-0.34% |
3.63% |
2.31% |
2.51% |
1.15% |
5.34% |
5.53% |
2.48% |
2.10% |
-1.99% |
3.48% |
1.10% |
30.67% |
| 1994 |
1.91% |
-1.54% |
-3.09% |
-0.58% |
0.38% |
-0.93% |
1.20% |
2.94% |
1.16% |
0.45% |
-2.56% |
1.16% |
0.32% |
| 1993 |
2.90% |
-1.24% |
2.83% |
-0.31% |
3.19% |
1.72% |
1.57% |
4.63% |
1.97% |
2.92% |
-2.19% |
4.04% |
24.11% |
© 2012 Hennessee Group LLC, All Rights Reserved.
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