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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 (1993 - 2008)
| |
Annualized Compound Return |
Annualized Standard Deviation |
Sharpe Ratio |
Sortino Ratio |
Annualized Alpha (versus Benchmark) |
Correlation (versus Benchmark) |
| Hennessee Asia-Pacific Index |
9.08% |
11.92% |
0.71 |
1.25 |
N/A |
N/A |
| S&P 500 Price Index |
4.66% |
14.56% |
0.32 |
0.34 |
7.44% |
0.48 |
| Barclays Aggregate Bond Index |
6.40% |
3.87% |
1.37 |
2.49 |
10.48% |
-0.03 |
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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 Asia-Pacific Index |
109 |
83 |
57% |
-29.90% |
14 |
Jul-97 |
Sep-98 |
$4,020 |
| S&P 500 Price Index |
119 |
73 |
62% |
-46.28% |
25 |
Aug-00 |
Sep-02 |
$2,073 |
| Barclays Aggregate Bond Index |
131 |
61 |
68% |
-5.15% |
5 |
Jan-94 |
Jun-94 |
$2,696 |
Monthly Returns (1993 - 2008)
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 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% |
3.15% |
-2.73% |
3.99% |
4.28% |
-3.50% |
-0.48% |
15.27% |
| 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% |
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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% |
To download the monthly performance data in an excel spreadsheet, click here. 
© 2007 Hennessee Group LLC, All Rights Reserved.
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