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-12)
                           
  Annualized Compound Return Annualized Standard Deviation Sharpe
Ratio
Sortino
Ratio
Annualized Alpha
(versus Benchmark)
Correlation
(versus Benchmark)
Hennessee Europe Index 7.27% 9.41% 0.77 1.30 N/A N/A
MSCI EAFE - Price - USD 2.02% 17.99% 0.19 0.13 6.35% 0.68
MSCI WORLD - Price - USD 2.41% 16.61% 0.21 0.17 6.27% 0.64
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee Europe Index 111 69 62% -22.56% 20 Jun-07 Feb-09 $2,863
MSCI EAFE - Price - USD 103 77 57% -58.24% 16 Oct-07 Feb-09 $1,350
MSCI WORLD - Price - USD 101 79 56% -55.37% 16 Oct-07 Feb-09 $1,429
                           
Historical Performance (Jan-98 to Dec-12)
                           
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2012 3.75% 2.53% 0.42% -0.07% -4.80% 0.12% 0.49% 1.55% 1.74% 1.40% 1.32% 2.48% 11.24%
2011 -0.35% 1.12% 0.63% 1.54% -0.85% -2.35% -3.00% -5.98% -4.03% 2.15% -2.93% -0.20% -13.66%
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%
                           
                           
                           
                           
                           

 

2012 Hennessee Group LLC, All Rights Reserved.