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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 (1997 - 2006)
| _ |
Annualized Compound Return |
Standard Deviation |
Sharpe Ratio |
Sortino Ratio |
Annualized Alpha (vs. Benchmark) |
Correlation (vs. Benchmark) |
| Hennessee Healthcare and Biotech Index |
14.70% |
20.46% |
0.52 |
0.82 |
N/A |
N/A |
| S&P 500 Index |
6.71% |
15.33% |
0.17 |
0.12 |
12.83% |
0.35 |
| NASDAQ |
6.47% |
28.73% |
0.19 |
0.06 |
11.43% |
0.65 |
| _ |
Number of Months |
% of Months Positive |
Largest Consecutive Loss |
Value of $1000 (invested since inception) |
| Positive |
Negative |
% |
Months |
Peak |
Valley |
| Hennessee Healthcare and Biotech Index |
73 |
47 |
61% |
-24.70% |
4 |
May-98 |
Aug-98 |
$3,942 |
| S&P 500 Index |
73 |
47 |
61% |
20.55% |
4 |
Apr-02 |
Jul-02 |
$1,915 |
| NASDAQ |
63 |
57 |
53% |
-41.26% |
4 |
Sep-00 |
Dec-00 |
$1,872 |
Monthly Returns (1997 - 2006)
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 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% |
To download the monthly performance data in an excel spreadsheet, click here. 
© 2007 Hennessee Group LLC, All Rights Reserved.
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