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-12)
                           
  Annualized Compound Return Annualized Standard Deviation Sharpe
Ratio
Sortino
Ratio
Annualized Alpha
(versus Benchmark)
Correlation
(versus Benchmark)
Hennessee Emerging Markets Index 8.33% 13.16% 0.66 0.86 N/A N/A
MSCI EMERGING MARKETS - Price - USD 6.23% 24.09% 0.37 0.34 4.88% 0.84
MSCI WORLD - Price - USD 5.08% 15.38% 0.38 0.43 5.68% 0.64
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee Emerging Markets Index 151 89 63% -44.91% 12 Sep-97 Sep-98 $4,950
MSCI EMERGING MARKETS - Price - USD 144 96 60% -62.67% 16 Oct-07 Feb-09 $3,351
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 4.24% 2.85% -1.02% -0.71% -7.36% -0.94% 1.00% 1.08% 3.18% -0.16% -0.04% 3.49% 5.21%
2011 0.18% 0.47% 1.64% 1.23% -1.92% -2.07% 0.94% -3.76% -8.50% 2.98% -3.89% -0.93% -13.32%
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%
1993 -1.27% 2.28% 5.46% 2.31% 5.70% 2.09% 2.15% 3.62% 2.93% 9.29% 4.39% 7.37% 56.91%

 

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