Hennessee Asia-Pacific Index

The funds included in the Hennessee Asia-Pacific Index typically have long and short equity positions in companies located in the Pacific Basin region (i.e. Japan, China, Hong Kong, Taiwan, Korea, Singapore, Thailand, Malaysia, India, Australia, New Zealand, and other countries in Asia.)

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 Asia-Pacific Index 8.41% 11.36% 0.75 1.33 N/A N/A
MSCI EAFE - Price - USD 3.88% 17.00% 0.30 0.29 6.82% 0.60
MSCI WORLD - Price - USD 5.08% 15.38% 0.38 0.43 6.21% 0.59
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee Asia-Pacific Index 135 105 56% -29.90% 14 Jul-97 Sep-98 $5,023
MSCI EAFE - Price - USD 140 100 58% -58.24% 16 Oct-07 Feb-09 $2,143
MSCI WORLD - Price - USD 143 97 60% -55.37% 16 Oct-07 Feb-09 $2,692
                           
Historical Performance (Jan-93 to Dec-12)
                           
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2012 0.97% 4.51% 0.67% -0.34% -4.91% -0.87% -0.71% -1.01% 1.63% -0.18% 0.63% 2.97% 3.10%
2011 0.98% -0.16% 0.73% 1.35% -1.14% -0.70% 0.92% -3.13% -4.09% 2.26% -3.48% -0.99% -7.43%
2010 -1.57% -0.56% 3.43% 1.73% -4.67% -0.64% 1.29% -0.73% 3.96% 2.40% -0.68% 2.37% 6.17%
2009 -2.57% -1.17% 1.35% 4.40% 8.07% 1.42% 4.74% 0.66% 2.07% -1.11% 0.13% 3.71% 23.40%
2008 -5.06% 1.08% -3.42% 1.85% 0.38% -3.96% -2.37% -2.68% -5.02% -5.51% -1.63% 1.65% -22.40%
2007 0.79% 1.58% 0.20% 1.77% 3.03% 2.56% 3.14% -2.73% 3.99% 4.28% -3.44% -0.61% 15.18%
2006 3.19% -0.73% 2.96% 1.19% -3.26% -1.12% -0.89% 0.91% 0.25% 1.88% 2.22% 2.47% 9.25%
2005 1.08% 2.64% -1.27% -0.79% 0.60% 1.37% 2.06% 1.31% 4.04% -0.74% 2.77% 5.51% 19.97%
2004 0.78% 1.95% 2.31% -1.38% -2.60% -0.05% -1.10% -0.33% 1.85% 0.01% 3.85% 1.34% 6.64%
2003 -0.08% -0.57% -1.64% 1.46% 2.79% 3.44% 2.97% 6.60% 2.34% 5.57% -1.61% 5.82% 30.17%
2002 2.61% 1.02% 1.88% -1.14% 2.38% -2.73% -1.87% -0.56% -1.33% -1.64% 0.94% -1.38% -1.98%
2001 2.68% -0.89% -2.64% 2.22% 0.45% 0.61% -3.06% 0.39% -2.44% 1.57% 3.90% 2.17% 4.78%
2000 -1.79% 2.98% 2.23% -8.32% -0.45% 3.93% -1.60% 0.30% -1.70% -1.03% -1.27% 0.57% -6.50%
1999 -0.39% -1.11% 8.44% 14.70% 1.58% 14.51% -0.88% -0.07% -1.28% 3.81% 13.14% 10.67% 81.14%
1998 -1.10% 5.22% -0.77% -3.26% -6.76% -6.20% 0.33% -5.44% -1.69% 3.10% 3.59% 3.80% -9.66%
1997 3.61% 1.26% -2.18% 0.83% 6.19% 2.71% 4.85% -0.33% -4.42% -2.81% -5.32% -1.86% 1.81%
1996 7.42% -1.74% -0.46% 3.57% -1.09% -0.74% -4.02% 0.00% 1.13% 0.28% 3.59% -0.15% 7.56%
1995 -4.43% -0.60% 0.21% 0.04% 3.75% -0.11% 3.00% -0.30% 1.00% -1.51% -1.50% 3.86% 3.14%
1994 0.42% -2.18% -5.03% -0.95% 2.31% -0.36% 1.59% 4.04% 0.26% 0.78% -3.59% -1.39% -4.36%
1993 0.71% 2.36% 1.50% 5.59% 2.91% -1.17% -0.35% 1.38% 2.19% 10.49% 4.94% 8.21% 45.55%

 

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