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)
  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
  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
Historical Performance (Jan-93 to Dec-10)
  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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