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Hennessee Telecom and Media Index
The funds in the Hennessee Technology Index typically have long and short equity positions in the telecommunication and media sectors such as telecommunication services, fiber optics, cable services, publishing, entertainment, programming, broadcasting, etc.
| Summary Statistics (Jan-01 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 Telecom and Media Index |
5.96% |
8.01% |
0.73 |
1.18 |
N/A |
N/A |
| S&P 500 |
0.65% |
15.88% |
0.11 |
0.03 |
5.67% |
0.62 |
| Nasdaq Composite Index |
1.69% |
22.76% |
0.18 |
0.09 |
5.28% |
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 Telecom and Media Index |
87 |
57 |
60% |
-15.57% |
15 |
Jun-01 |
Sep-02 |
$2,003 |
| S&P 500 |
85 |
59 |
59% |
-52.56% |
16 |
Oct-07 |
Feb-09 |
$1,080 |
| Nasdaq Composite Index |
77 |
67 |
53% |
-57.73% |
20 |
Jan-01 |
Sep-02 |
$1,222 |
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| Historical Performance (Jan-01 to Dec-12) |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2012 |
2.40% |
2.45% |
0.70% |
-1.44% |
-2.50% |
3.00% |
0.67% |
1.75% |
1.20% |
-0.60% |
0.75% |
1.80% |
10.50% |
| 2011 |
0.73% |
2.27% |
2.95% |
3.37% |
-0.98% |
-0.16% |
-1.54% |
-4.30% |
-5.00% |
0.02% |
-2.34% |
-2.14% |
-7.26% |
| 2010 |
-2.89% |
3.91% |
1.67% |
0.39% |
-2.97% |
-0.28% |
1.22% |
1.33% |
3.44% |
2.19% |
-0.26% |
0.63% |
8.44% |
| 2009 |
2.19% |
0.88% |
0.48% |
0.06% |
0.99% |
0.39% |
-0.51% |
1.22% |
2.11% |
-0.44% |
1.50% |
1.43% |
10.75% |
| 2008 |
-4.42% |
0.76% |
-2.41% |
5.48% |
2.40% |
-3.61% |
-1.30% |
0.52% |
-4.84% |
-3.31% |
-0.52% |
2.36% |
-9.04% |
| 2007 |
3.68% |
-0.06% |
0.00% |
0.89% |
1.80% |
1.08% |
-0.41% |
-1.30% |
2.56% |
3.17% |
-2.52% |
-0.48% |
8.54% |
| 2006 |
3.73% |
0.43% |
3.81% |
1.30% |
-3.61% |
0.71% |
0.48% |
1.98% |
2.90% |
2.34% |
2.28% |
2.15% |
19.89% |
| 2005 |
-0.10% |
1.18% |
-0.37% |
-0.89% |
1.65% |
1.92% |
1.01% |
1.18% |
0.18% |
-2.77% |
0.58% |
2.34% |
5.95% |
| 2004 |
1.39% |
1.14% |
-1.95% |
-1.16% |
-1.11% |
-1.23% |
-1.56% |
-0.12% |
1.47% |
2.75% |
2.04% |
3.08% |
4.66% |
| 2003 |
-0.60% |
-1.79% |
0.34% |
3.80% |
10.36% |
0.84% |
2.35% |
1.07% |
0.28% |
5.48% |
3.99% |
1.22% |
30.32% |
| 2002 |
-2.06% |
-2.20% |
-0.48% |
-2.54% |
-0.47% |
-4.48% |
-1.31% |
-0.21% |
-2.57% |
2.10% |
3.80% |
-1.61% |
-11.63% |
| 2001 |
6.23% |
-2.41% |
-0.87% |
1.87% |
1.14% |
2.08% |
-1.13% |
-1.17% |
-0.62% |
-1.35% |
1.59% |
2.37% |
7.68% |
© 2012 Hennessee Group LLC, All Rights Reserved.
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