Hennessee Healthcare and Biotech Index

The funds in the Hennessee Healthcare and Biotech Index typically have long and short equity positions in medical related stocks, which include biotechnology, pharmaceuticals, HMO's, medical devices, etc.

Summary Statistics (Jan-97 to Dec-12)
                           
  Annualized Compound Return Annualized Standard Deviation Sharpe
Ratio
Sortino
Ratio
Annualized Alpha
(versus Benchmark)
Correlation
(versus Benchmark)
Hennessee Healthcare and Biotech Index 11.27% 17.15% 0.69 1.20 N/A N/A
Amex Pharmaceutical Index 4.61% 16.33% 0.34 0.39 11.89% 0.13
Nasdaq Biotech Index 10.21% 30.97% 0.45 0.53 5.25% 0.88
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee Healthcare and Biotech Index 114 78 59% -24.70% 4 Apr-98 Aug-98 $5,522
Amex Pharmaceutical Index 110 82 57% -49.40% 98 Dec-00 Feb-09 $2,056
Nasdaq Biotech Index 102 90 53% -68.51% 31 Feb-00 Sep-02 $4,738
                           
Historical Performance (Jan-97 to Dec-12)
                           
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2012 2.64% -0.06% 2.46% -0.16% -2.38% 2.98% -0.93% 0.66% 4.68% -0.56% 0.72% 0.83% 11.20%
2011 -0.90% 2.22% 0.99% 3.91% 1.87% -1.17% -1.83% -3.92% -3.51% 3.81% 0.57% 0.95% 2.66%
2010 -0.50% -1.35% 4.33% 1.13% -4.32% -2.46% 0.75% -1.11% 4.26% 0.41% -0.67% 4.69% 4.83%
2009 1.03% -3.45% 4.49% 2.30% 5.12% 2.08% 4.01% 2.01% 4.23% -2.96% 2.43% 2.16% 25.65%
2008 -4.53% -0.12% -3.56% 2.61% 1.90% 0.01% 2.56% -1.17% -6.89% -4.64% -1.93% -0.04% -15.16%
2007 1.35% -0.40% 0.22% 4.10% 2.92% -0.72% -3.40% 1.65% 2.08% 2.79% -0.28% -0.67% 9.82%
2006 3.78% 2.17% 0.83% -2.19% -1.81% -0.89% -0.30% 1.43% 0.10% 1.66% 0.54% 0.92% 6.25%
2005 -2.04% -1.85% -2.68% 0.04% 1.63% 1.88% 4.25% 0.08% 0.61% -2.69% 1.55% 2.09% 2.62%
2004 3.32% 1.33% 1.03% 0.36% -0.76% -1.07% -2.77% 0.05% 2.04% -0.70% 1.63% 3.10% 7.64%
2003 0.38% -0.83% 1.58% 3.91% 7.79% 2.92% 4.95% 1.86% 2.19% 0.92% 0.57% 1.95% 31.76%
2002 -3.67% -2.91% 3.54% -3.23% -2.04% -5.25% -2.53% -0.54% -4.72% 2.42% 3.55% -2.62% -17.03%
2001 -3.09% -3.65% -5.76% 7.45% 4.55% 3.24% -7.17% -1.34% -5.10% 4.18% 4.34% 1.47% -2.16%
2000 12.50% 37.11% -17.34% -5.12% -1.38% 14.83% 0.66% 11.75% 4.55% -0.17% -4.62% 5.84% 62.37%
1999 5.50% -1.98% 2.31% -0.68% 2.79% 4.46% 6.27% 5.50% -2.44% -0.81% 7.82% 21.62% 60.52%
1998 -2.39% 4.38% 3.53% 1.92% -3.40% -2.24% -4.63% -16.39% 10.28% 6.21% 5.41% 6.07% 6.02%
1997 3.40% -0.09% -5.54% -3.47% 10.16% 1.72% 1.29% 1.59% 3.96% 1.63% -0.94% -0.04% 13.63%

 

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