Hennessee Financial Equities Index

The funds in the Hennessee Financial Equities Index typically have long and short equity positions within the financial sector (banks, thrifts, brokerage, insurance, etc.)

 

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 Financial Equities Index 13.35% 10.73% 1.21 1.86 N/A N/A
Dow Jones Industrial Average 7.14% 14.85% 0.52 0.66 10.10% 0.61
S&P 500 6.11% 15.11% 0.45 0.54 10.52% 0.62
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee Financial Equities Index 166 74 69% -26.97% 6 Apr-98 Oct-98 $12,257
Dow Jones Industrial Average 147 93 61% -49.30% 16 Oct-07 Feb-09 $3,970
S&P 500 149 91 62% -52.56% 16 Oct-07 Feb-09 $3,273
                           
Historical Performance (Jan-93 to Dec-12)
                           
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2012 3.95% 3.81% 1.66% -1.47% -3.51% 1.33% -0.27% 1.39% 2.37% 1.99% -0.68% 2.85% 13.95%
2011 0.92% 1.90% -0.08% 0.89% -1.11% -1.52% -0.58% -4.20% -5.89% 3.91% -1.34% -1.11% -8.26%
2010 0.16% 0.97% 3.31% 2.13% -3.85% -2.76% 2.43% -3.19% 2.80% 2.57% 0.56% 5.31% 10.44%
2009 1.93% 0.71% 0.94% 1.74% 6.31% 2.61% 2.18% 3.70% 2.19% -2.27% 0.77% 1.76% 24.79%
2008 -0.84% 1.02% -5.14% -1.19% 0.50% -4.51% 0.42% 0.42% -7.42% -1.66% 0.69% 0.24% -16.50%
2007 1.04% 0.45% -0.13% 0.76% 0.56% -1.01% -0.61% 2.08% 1.87% 2.70% -1.22% -0.16% 6.43%
2006 1.95% 0.70% 1.38% 1.89% -0.63% 0.03% -0.12% 1.05% 1.48% 1.10% 0.96% 1.26% 11.60%
2005 -0.78% 0.11% -1.49% -1.56% 1.81% 1.90% 2.12% -0.54% -0.18% -0.84% 2.18% 0.82% 3.49%
2004 2.88% 2.33% 0.09% -3.76% 0.81% 0.44% -1.34% 1.80% 2.05% 0.34% 2.73% 2.83% 11.55%
2003 -0.39% -1.40% 0.85% 8.01% 5.97% 1.38% 3.12% 2.15% 1.23% 5.64% 1.78% 3.06% 35.81%
2002 1.04% 0.82% 4.28% 1.95% 1.57% -1.73% -5.20% 2.09% -4.72% 2.94% 3.53% 0.04% 6.28%
2001 4.94% -0.41% -0.87% 1.91% 3.51% 2.14% 2.04% -1.24% -3.98% 1.28% 2.06% 2.99% 14.99%
2000 -4.31% -2.10% 7.87% -1.45% 3.13% 0.03% 4.90% 7.24% 4.16% 1.71% -2.67% 7.25% 27.81%
1999 1.50% -0.34% 0.25% 4.26% 0.49% 3.72% 0.40% -4.18% -3.04% 4.90% -1.58% -1.40% 4.64%
1998 -4.22% 6.04% 4.14% 1.95% -2.60% -0.18% -1.58% -19.96% -1.26% -3.43% 4.71% -0.07% -17.60%
1997 7.15% 4.81% -6.08% -0.78% 5.64% 6.60% 6.88% -0.54% 7.60% 0.18% 0.17% 4.42% 41.25%
1996 2.09% 1.98% 2.15% 0.36% 1.20% 1.33% -0.11% 3.74% 3.81% 3.75% 6.50% 0.26% 30.43%
1995 2.71% 4.98% 1.33% 3.32% 3.36% 2.74% 4.73% 6.12% 2.01% -0.59% 2.30% 1.12% 39.76%
1994 6.12% -1.12% 0.49% 1.64% 7.01% 2.77% 2.01% 1.40% 0.93% -1.47% -3.26% 0.28% 17.62%
1993 5.55% 3.94% 4.75% -2.15% -0.18% 1.85% 6.52% 2.62% 3.54% 1.39% -0.01% 2.26% 34.14%

 

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