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Hennessee Technology Index
The funds in the Hennessee Technology Index typically have long and short equity positions in technology-related sectors such as semiconductors, hardware, software, networking devices, etc.
| Summary Statistics (Jan-95 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 Technology Index |
14.17% |
12.94% |
1.07 |
2.16 |
N/A |
N/A |
| S&P 500 |
6.50% |
15.68% |
0.47 |
0.55 |
10.78% |
0.62 |
| Nasdaq Composite Index |
8.03% |
24.91% |
0.43 |
0.44 |
9.85% |
0.83 |
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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 Technology Index |
140 |
76 |
65% |
-22.00% |
25 |
Aug-00 |
Sep-02 |
$10,862 |
| S&P 500 |
134 |
82 |
62% |
-52.56% |
16 |
Oct-07 |
Feb-09 |
$3,105 |
| Nasdaq Composite Index |
123 |
93 |
57% |
-75.04% |
31 |
Feb-00 |
Sep-02 |
$4,016 |
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| Historical Performance (Jan-95 to Dec-12) |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2012 |
2.70% |
2.40% |
1.41% |
-1.86% |
-2.42% |
-0.19% |
-1.14% |
1.39% |
0.58% |
-3.81% |
-2.01% |
-1.59% |
-4.67% |
| 2011 |
1.45% |
1.63% |
-0.33% |
1.92% |
-0.04% |
0.65% |
-1.27% |
-4.35% |
-1.00% |
2.10% |
-1.01% |
0.30% |
-0.15% |
| 2010 |
-2.18% |
1.45% |
2.49% |
1.50% |
-1.60% |
-1.60% |
2.00% |
-0.42% |
5.00% |
1.77% |
0.24% |
2.73% |
11.73% |
| 2009 |
0.28% |
-0.62% |
4.58% |
5.64% |
3.99% |
1.51% |
3.67% |
0.23% |
3.43% |
-1.63% |
1.27% |
3.08% |
28.26% |
| 2008 |
-6.41% |
-0.61% |
0.33% |
3.88% |
1.69% |
-2.81% |
-1.27% |
0.06% |
-5.79% |
-4.73% |
-3.68% |
0.18% |
-18.02% |
| 2007 |
1.42% |
0.27% |
0.42% |
1.12% |
3.37% |
1.78% |
1.62% |
1.35% |
3.63% |
4.26% |
-2.19% |
0.55% |
18.90% |
| 2006 |
4.93% |
0.26% |
2.22% |
0.86% |
-3.03% |
-1.42% |
-0.47% |
3.03% |
1.50% |
0.62% |
3.08% |
1.06% |
13.11% |
| 2005 |
-2.05% |
0.43% |
-0.53% |
-2.57% |
4.30% |
0.62% |
2.59% |
0.02% |
1.70% |
-1.73% |
3.33% |
0.84% |
6.92% |
| 2004 |
3.09% |
0.12% |
-1.64% |
-3.40% |
1.67% |
0.90% |
-3.84% |
-1.09% |
1.57% |
2.56% |
2.78% |
1.62% |
4.11% |
| 2003 |
0.87% |
-0.30% |
0.39% |
2.05% |
2.25% |
0.91% |
1.33% |
1.92% |
-0.49% |
4.48% |
1.08% |
0.22% |
15.63% |
| 2002 |
-0.68% |
-4.58% |
1.82% |
-1.60% |
-0.64% |
-1.75% |
-2.59% |
0.16% |
-2.05% |
2.48% |
2.73% |
-1.43% |
-8.08% |
| 2001 |
3.20% |
-2.88% |
-3.08% |
2.27% |
0.82% |
0.18% |
-1.95% |
-3.10% |
-4.20% |
2.57% |
4.25% |
0.97% |
-1.39% |
| 2000 |
2.90% |
19.82% |
-2.03% |
-6.02% |
-3.16% |
7.56% |
-0.27% |
6.76% |
-2.03% |
-2.74% |
-5.93% |
-0.38% |
12.42% |
| 1999 |
7.29% |
-1.52% |
14.51% |
6.63% |
-1.49% |
7.14% |
-0.39% |
5.01% |
4.48% |
5.56% |
11.37% |
15.18% |
101.50% |
| 1998 |
0.12% |
7.38% |
5.19% |
4.97% |
-3.09% |
8.51% |
-1.44% |
-10.37% |
6.82% |
2.73% |
7.18% |
11.03% |
44.01% |
| 1997 |
5.66% |
-5.48% |
-3.92% |
1.40% |
6.05% |
1.02% |
7.51% |
0.34% |
5.06% |
-3.63% |
-0.52% |
0.72% |
14.07% |
| 1996 |
0.60% |
4.78% |
0.90% |
6.79% |
4.99% |
-2.75% |
-4.88% |
3.41% |
4.97% |
0.38% |
1.23% |
-0.40% |
21.19% |
| 1995 |
-1.65% |
4.47% |
2.17% |
2.79% |
-0.02% |
6.89% |
7.95% |
1.66% |
2.69% |
0.53% |
4.32% |
0.74% |
37.30% |
© 2012 Hennessee Group LLC, All Rights Reserved.
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