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Hennessee Europe Index
The funds included in the Hennessee Europe Index typically have long and short equity positions in European companies located in the United Kingdom, Western Europe, and Eastern Europe.
| Summary Statistics (Jan-98 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 Europe Index |
8.77% |
9.48% |
0.91 |
1.68 |
N/A |
N/A |
| MSCI The World Index - Price |
2.43% |
16.83% |
0.21 |
0.17 |
7.79% |
0.62 |
| MSCI Europe - Price |
2.50% |
19.49% |
0.21 |
0.16 |
7.72% |
0.66 |
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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 Europe Index |
97 |
59 |
62% |
-22.56% |
20 |
Jun-07 |
Feb-09 |
$2,981 |
| MSCI The World Index - Price |
88 |
68 |
56% |
-55.37% |
16 |
Oct-07 |
Feb-09 |
$1,367 |
| MSCI Europe - Price |
87 |
69 |
56% |
-60.90% |
16 |
Oct-07 |
Feb-09 |
$1,379 |
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| Historical Performance (Jan-98 to Dec-10) |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2010 |
0.26% |
-0.78% |
2.07% |
0.18% |
-4.96% |
-1.33% |
2.27% |
-0.82% |
3.60% |
2.96% |
0.33% |
3.66% |
7.35% |
| 2009 |
-1.10% |
-0.98% |
1.11% |
3.59% |
4.77% |
-0.80% |
2.52% |
2.99% |
3.72% |
-1.42% |
-0.09% |
1.38% |
16.59% |
| 2008 |
-3.55% |
2.74% |
-1.57% |
1.42% |
2.16% |
-0.81% |
-2.65% |
-0.68% |
-6.88% |
-7.39% |
-1.83% |
-1.03% |
-18.79% |
| 2007 |
1.63% |
0.07% |
2.46% |
2.56% |
1.42% |
0.11% |
-0.43% |
-2.73% |
0.09% |
2.15% |
-1.87% |
0.21% |
5.65% |
| 2006 |
3.87% |
1.98% |
2.12% |
2.09% |
-3.50% |
-0.45% |
-0.86% |
1.07% |
0.47% |
1.67% |
1.14% |
3.38% |
13.54% |
| 2005 |
1.77% |
2.07% |
-0.70% |
-1.18% |
1.06% |
2.79% |
2.69% |
1.97% |
1.96% |
-3.05% |
2.18% |
3.25% |
15.64% |
| 2004 |
3.47% |
1.80% |
-0.97% |
-0.59% |
-1.76% |
0.57% |
-0.67% |
0.18% |
2.01% |
-0.11% |
1.64% |
2.47% |
8.19% |
| 2003 |
-0.62% |
0.19% |
1.04% |
0.71% |
2.67% |
0.97% |
0.62% |
2.69% |
-0.63% |
3.04% |
0.53% |
1.10% |
12.94% |
| 2002 |
0.47% |
0.98% |
0.96% |
0.36% |
0.09% |
0.22% |
-2.55% |
-0.81% |
-1.62% |
-1.43% |
0.81% |
-1.19% |
-3.72% |
| 2001 |
0.09% |
-1.21% |
-1.22% |
1.02% |
0.36% |
-0.27% |
-0.57% |
-0.47% |
-0.97% |
-0.68% |
0.16% |
1.12% |
-2.64% |
| 2000 |
1.43% |
13.25% |
0.98% |
-4.30% |
-1.32% |
0.98% |
0.21% |
1.25% |
-0.83% |
1.10% |
-1.08% |
1.93% |
13.46% |
| 1999 |
2.02% |
-0.78% |
0.64% |
4.37% |
-0.03% |
2.20% |
2.16% |
-0.06% |
-0.10% |
-0.22% |
8.76% |
13.59% |
36.58% |
| 1998 |
6.37% |
4.80% |
9.09% |
2.07% |
1.56% |
-0.92% |
1.58% |
-7.62% |
-0.83% |
-0.14% |
2.32% |
0.31% |
19.13% |
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© 2007 Hennessee Group LLC, All Rights Reserved.
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