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Hennessee International Index
The funds included in the Hennessee International Index typically have long and short equity positions in the stocks of international companies. Positions can be either growth or value and, in addition to global investments, funds typically have exposure to U.S. companies.
| 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 International Index |
11.67% |
8.80% |
1.28 |
2.25 |
N/A |
N/A |
| MSCI WORLD - Price - USD |
5.08% |
15.38% |
0.38 |
0.43 |
9.18% |
0.76 |
| S&P 500 |
6.11% |
15.11% |
0.45 |
0.54 |
9.07% |
0.67 |
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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 International Index |
163 |
77 |
68% |
-25.42% |
16 |
Oct-07 |
Feb-09 |
$9,101 |
| MSCI WORLD - Price - USD |
143 |
97 |
60% |
-55.37% |
16 |
Oct-07 |
Feb-09 |
$2,692 |
| S&P 500 |
149 |
91 |
62% |
-52.56% |
16 |
Oct-07 |
Feb-09 |
$3,273 |
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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 |
3.26% |
3.90% |
1.08% |
-0.76% |
-3.63% |
0.38% |
1.54% |
1.46% |
0.93% |
-0.60% |
1.15% |
1.95% |
10.95% |
| 2011 |
0.30% |
1.27% |
-0.21% |
1.66% |
-1.36% |
-1.53% |
0.82% |
-5.33% |
-3.76% |
1.95% |
-1.53% |
-0.82% |
-8.47% |
| 2010 |
-1.01% |
0.43% |
3.54% |
1.51% |
-5.04% |
-1.69% |
2.50% |
0.07% |
5.15% |
3.14% |
0.19% |
3.20% |
12.21% |
| 2009 |
-0.18% |
-2.84% |
1.30% |
4.63% |
6.43% |
-0.52% |
4.03% |
2.20% |
3.98% |
-1.47% |
2.06% |
1.63% |
22.96% |
| 2008 |
-4.31% |
2.48% |
-3.32% |
2.54% |
1.54% |
-3.03% |
-3.69% |
-1.12% |
-8.58% |
-7.30% |
-2.80% |
2.49% |
-23.04% |
| 2007 |
1.46% |
0.59% |
2.00% |
2.95% |
2.84% |
0.84% |
1.05% |
-0.98% |
3.90% |
5.26% |
-1.07% |
1.00% |
21.52% |
| 2006 |
3.71% |
0.41% |
1.92% |
1.97% |
-3.33% |
-0.96% |
0.53% |
1.71% |
0.31% |
1.86% |
2.41% |
1.56% |
12.60% |
| 2005 |
0.18% |
2.00% |
-1.03% |
-1.00% |
1.19% |
1.15% |
2.10% |
1.50% |
2.93% |
-1.98% |
2.71% |
2.68% |
13.00% |
| 2004 |
2.41% |
1.27% |
2.00% |
-1.27% |
-1.15% |
0.11% |
-1.78% |
-0.16% |
1.75% |
1.43% |
2.87% |
2.51% |
10.30% |
| 2003 |
0.02% |
0.02% |
-0.69% |
3.58% |
4.27% |
2.37% |
1.00% |
2.81% |
2.21% |
3.82% |
0.47% |
3.31% |
25.63% |
| 2002 |
1.25% |
0.96% |
-0.22% |
1.38% |
1.11% |
-1.76% |
-2.69% |
1.60% |
-0.98% |
1.12% |
2.01% |
-1.04% |
2.64% |
| 2001 |
0.34% |
-0.73% |
-1.60% |
0.31% |
0.58% |
0.99% |
-1.26% |
1.52% |
-1.07% |
0.53% |
3.11% |
1.70% |
4.40% |
| 2000 |
-2.55% |
2.97% |
2.96% |
-3.13% |
-1.05% |
2.99% |
-1.26% |
3.27% |
1.33% |
0.50% |
0.58% |
2.44% |
9.12% |
| 1999 |
0.68% |
-0.69% |
4.85% |
8.63% |
-1.58% |
6.65% |
0.89% |
-1.81% |
1.61% |
3.13% |
6.09% |
9.63% |
44.32% |
| 1998 |
-1.19% |
2.16% |
5.00% |
-0.75% |
0.64% |
-1.09% |
1.18% |
-6.42% |
-1.78% |
-0.33% |
2.30% |
2.10% |
1.38% |
| 1997 |
4.90% |
3.00% |
-1.21% |
0.34% |
2.68% |
4.17% |
6.08% |
-1.61% |
3.92% |
-2.48% |
0.07% |
3.07% |
24.98% |
| 1996 |
3.20% |
-0.39% |
1.05% |
4.29% |
3.23% |
2.17% |
-3.53% |
1.92% |
0.97% |
2.25% |
4.14% |
1.34% |
22.40% |
| 1995 |
-1.30% |
0.51% |
0.75% |
1.49% |
1.98% |
0.52% |
2.45% |
2.29% |
1.93% |
-0.71% |
1.32% |
2.60% |
14.65% |
| 1994 |
4.60% |
-1.00% |
-2.21% |
-0.76% |
-1.43% |
-0.47% |
1.26% |
1.25% |
-0.86% |
-1.66% |
-2.36% |
-1.58% |
-5.30% |
| 1993 |
2.51% |
1.72% |
2.32% |
3.08% |
3.55% |
1.77% |
2.06% |
4.28% |
-0.12% |
5.36% |
-1.40% |
8.29% |
38.60% |
© 2012 Hennessee Group LLC, All Rights Reserved.
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