 |
Hennessee Opportunistic Index
The funds in the Hennessee Opportunistic Index typically have long and short equity positions while maintaining a flexible net exposure to reflect the changing dynamics of the market on a minute-to-minute or day-to-day basis. Investments can be initiated from technical and/or fundamental analysis and portfolio turnover is typically high as managers have a short term investment time horizon.
| Summary Statistics (Jan-93 to Dec-12) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Annualized Compound Return |
Annualized Standard Deviation |
Sharpe
Ratio |
Sortino
Ratio |
Annualized Alpha
(versus Benchmark) |
Correlation
(versus Benchmark) |
| Hennessee Opportunistic Index |
10.21% |
7.83% |
1.25 |
2.10 |
N/A |
N/A |
| S&P 500 |
6.11% |
15.11% |
0.45 |
0.54 |
7.62% |
0.73 |
| Nasdaq Composite Index |
7.76% |
23.91% |
0.42 |
0.45 |
7.67% |
0.78 |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Number of Months |
% of Months
Positive |
Largest Consecutive Loss |
Value of $1000
(Invested at Inception) |
| Postive |
Negative |
% |
Months |
Peak |
Valley |
| Hennessee Opportunistic Index |
168 |
72 |
70% |
-16.67% |
5 |
Jun-08 |
Nov-08 |
$6,988 |
| 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 |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Historical Performance (Jan-93 to Dec-12) |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2012 |
3.98% |
2.67% |
0.94% |
-1.10% |
-4.18% |
0.88% |
-0.17% |
1.62% |
1.77% |
0.26% |
0.33% |
0.91% |
7.97% |
| 2011 |
0.99% |
1.40% |
-0.38% |
0.99% |
-0.52% |
-1.36% |
-1.52% |
-5.96% |
-5.40% |
3.25% |
-1.80% |
-0.51% |
-10.65% |
| 2010 |
-1.07% |
2.06% |
2.81% |
1.84% |
-2.92% |
-2.21% |
1.28% |
-1.43% |
2.19% |
0.48% |
0.02% |
2.96% |
5.95% |
| 2009 |
2.33% |
-1.46% |
0.75% |
4.59% |
5.54% |
-0.40% |
3.35% |
1.58% |
3.15% |
-1.05% |
2.04% |
2.80% |
25.54% |
| 2008 |
-2.58% |
1.69% |
-1.40% |
1.27% |
3.27% |
0.14% |
-2.35% |
-1.23% |
-5.29% |
-5.21% |
-3.76% |
1.42% |
-13.54% |
| 2007 |
1.42% |
0.88% |
1.16% |
1.87% |
2.30% |
0.55% |
0.61% |
-0.74% |
2.68% |
3.33% |
-1.89% |
0.94% |
13.80% |
| 2006 |
5.28% |
0.02% |
2.69% |
2.21% |
-2.06% |
-1.25% |
0.63% |
2.03% |
-1.08% |
1.34% |
3.20% |
0.51% |
14.12% |
| 2005 |
-0.89% |
1.65% |
-0.74% |
-2.04% |
0.77% |
2.13% |
2.01% |
1.10% |
2.57% |
-1.94% |
1.14% |
1.79% |
7.67% |
| 2004 |
2.18% |
0.73% |
-0.44% |
-2.30% |
0.39% |
0.60% |
-1.93% |
0.18% |
2.11% |
0.96% |
3.68% |
1.90% |
8.19% |
| 2003 |
0.36% |
-1.14% |
-0.65% |
1.88% |
4.02% |
1.33% |
0.91% |
1.57% |
0.43% |
1.37% |
1.50% |
1.70% |
14.01% |
| 2002 |
-0.22% |
-2.02% |
2.62% |
-0.32% |
-0.64% |
-4.28% |
-3.31% |
-0.22% |
-5.05% |
2.67% |
4.92% |
-2.33% |
-8.33% |
| 2001 |
2.12% |
-2.57% |
-1.68% |
2.01% |
0.77% |
-1.08% |
-1.50% |
-1.75% |
-2.40% |
0.78% |
2.38% |
1.49% |
-1.61% |
| 2000 |
0.12% |
5.73% |
0.65% |
-2.52% |
-1.35% |
3.74% |
0.72% |
3.99% |
-0.28% |
-0.80% |
-2.91% |
3.46% |
10.62% |
| 1999 |
3.46% |
-2.42% |
4.39% |
4.84% |
2.46% |
3.80% |
0.14% |
0.34% |
0.39% |
2.42% |
5.47% |
7.16% |
37.21% |
| 1998 |
-1.05% |
4.28% |
2.57% |
0.44% |
-1.60% |
2.96% |
-1.51% |
-7.34% |
4.63% |
2.95% |
4.91% |
4.68% |
16.27% |
| 1997 |
2.11% |
0.43% |
-0.49% |
-0.02% |
2.44% |
0.29% |
3.04% |
2.59% |
3.67% |
-2.25% |
0.57% |
2.79% |
16.08% |
| 1996 |
2.02% |
1.40% |
0.35% |
4.34% |
2.37% |
-1.15% |
-0.91% |
2.28% |
1.78% |
2.10% |
2.18% |
1.61% |
19.85% |
| 1995 |
1.08% |
2.17% |
1.42% |
2.12% |
2.10% |
3.16% |
3.16% |
0.76% |
1.34% |
-0.18% |
2.21% |
0.42% |
21.58% |
| 1994 |
2.17% |
0.06% |
-0.68% |
0.73% |
|
0.65% |
0.57% |
0.18% |
0.14% |
0.50% |
0.13% |
0.32% |
4.85% |
| 1993 |
2.08% |
1.66% |
2.59% |
1.79% |
3.03% |
2.94% |
1.31% |
3.53% |
2.79% |
2.01% |
-0.48% |
2.85% |
29.38% |
© 2012 Hennessee Group LLC, All Rights Reserved.
|
 |
