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Hennessee Emerging Markets Index
The funds in the Hennessee Emerging Markets Index typically focus on investing in lesser-developed, non-G7 countries whose financial markets provide exploitable pricing inefficiencies. Popular geographic regions include Latin America, Eastern Europe, the Pacific Rim and Africa. Asset classes range from equities and bonds to local currencies.
| Summary Statistics (Jan-93 to Dec-10) |
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Annualized Compound Return |
Annualized Standard Deviation |
Sharpe Ratio |
Sortino Ratio |
Annualized Alpha (versus Benchmark) |
Correlation (versus Benchmark) |
| Hennessee Emerging Markets Index |
9.85% |
13.34% |
0.76 |
1.01 |
N/A |
N/A |
| MSCI The World Index - Price |
5.39% |
15.41% |
0.40 |
0.45 |
7.06% |
0.63 |
| MSCI EAFE - Price |
4.52% |
16.86% |
0.33 |
0.35 |
7.76% |
0.61 |
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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 Emerging Markets Index |
139 |
77 |
64% |
-44.91% |
12 |
Sep-97 |
Sep-98 |
$5,428 |
| MSCI The World Index - Price |
130 |
86 |
60% |
-55.37% |
16 |
Oct-07 |
Feb-09 |
$2,575 |
| MSCI EAFE - Price |
127 |
89 |
59% |
-58.24% |
16 |
Oct-07 |
Feb-09 |
$2,215 |
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| Historical Performance (Jan-93 to Dec-10) |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2010 |
-0.62% |
-0.35% |
4.49% |
1.35% |
-4.64% |
-0.52% |
3.10% |
-0.34% |
5.28% |
2.58% |
-0.76% |
3.26% |
13.12% |
| 2009 |
-0.76% |
-0.32% |
2.32% |
6.40% |
9.27% |
-0.41% |
5.51% |
1.96% |
5.61% |
0.88% |
1.19% |
2.75% |
39.65% |
| 2008 |
-3.35% |
2.70% |
-2.78% |
1.31% |
1.59% |
-2.68% |
-3.17% |
-3.47% |
-7.91% |
-11.78% |
-4.36% |
-0.95% |
-30.47% |
| 2007 |
0.30% |
0.35% |
1.35% |
2.37% |
2.44% |
1.36% |
2.54% |
-2.99% |
3.68% |
4.47% |
-1.53% |
0.68% |
15.82% |
| 2006 |
4.56% |
0.91% |
0.59% |
2.38% |
-2.74% |
-1.09% |
0.84% |
1.05% |
0.32% |
1.94% |
2.17% |
1.89% |
13.40% |
| 2005 |
0.81% |
2.72% |
-2.01% |
-0.53% |
0.74% |
0.92% |
2.10% |
0.30% |
3.08% |
-1.96% |
1.60% |
2.07% |
10.14% |
| 2004 |
1.60% |
1.55% |
1.35% |
-0.75% |
-1.04% |
-0.06% |
-0.14% |
1.18% |
2.20% |
1.36% |
3.15% |
1.81% |
12.82% |
| 2003 |
-0.25% |
0.57% |
-0.37% |
4.40% |
3.66% |
2.15% |
0.75% |
2.71% |
1.53% |
2.72% |
0.74% |
3.61% |
24.46% |
| 2002 |
2.62% |
1.17% |
1.97% |
0.51% |
-0.23% |
-2.35% |
-1.42% |
1.26% |
-2.20% |
1.98% |
1.75% |
-0.01% |
5.00% |
| 2001 |
5.09% |
-1.25% |
-2.19% |
0.70% |
2.63% |
1.32% |
-3.13% |
0.81% |
-2.57% |
2.33% |
4.44% |
3.44% |
11.80% |
| 2000 |
0.13% |
5.20% |
1.02% |
-7.23% |
-3.96% |
3.50% |
-1.36% |
2.88% |
-4.37% |
-2.77% |
-2.35% |
0.27% |
-9.34% |
| 1999 |
-0.86% |
0.80% |
4.42% |
9.96% |
-0.34% |
8.56% |
-1.24% |
-1.87% |
-0.82% |
2.46% |
6.96% |
12.51% |
47.13% |
| 1998 |
-4.83% |
2.99% |
3.47% |
0.02% |
-10.91% |
-6.13% |
0.26% |
-23.95% |
-7.48% |
1.60% |
2.75% |
-1.05% |
-38.18% |
| 1997 |
7.04% |
5.21% |
-0.88% |
0.99% |
2.88% |
6.05% |
6.68% |
0.80% |
3.07% |
-6.49% |
-3.84% |
2.37% |
25.48% |
| 1996 |
8.76% |
-1.90% |
-0.61% |
3.64% |
2.54% |
1.60% |
-2.04% |
0.98% |
2.61% |
0.56% |
2.45% |
1.39% |
21.40% |
| 1995 |
-6.30% |
-4.56% |
-3.56% |
7.00% |
2.70% |
-0.47% |
2.24% |
1.05% |
1.99% |
-3.37% |
-1.65% |
2.23% |
-3.44% |
| 1994 |
6.09% |
-0.08% |
-3.62% |
-4.87% |
1.41% |
-0.18% |
2.99% |
9.64% |
1.59% |
-0.96% |
-0.64% |
-1.95% |
8.90% |
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© 2007 Hennessee Group LLC, All Rights Reserved.
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