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Hennessee International Index
The funds included in the Hennessee International Index typically have long and short equity positions in the stocks of international companies. Positions can be either growth or value and, in addition to global investments, funds typically have exposure to U.S. companies.
| Summary Statistics (Jan-93 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 International Index |
12.96% |
8.87% |
1.40 |
2.55 |
N/A |
N/A |
| MSCI The World Index - Price |
5.39% |
15.41% |
0.40 |
0.45 |
10.30% |
0.75 |
| S&P 500 Price Index |
6.07% |
15.31% |
0.45 |
0.52 |
10.38% |
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 International Index |
149 |
67 |
69% |
-25.42% |
16 |
Oct-07 |
Feb-09 |
$8,961 |
| MSCI The World Index - Price |
130 |
86 |
60% |
-55.37% |
16 |
Oct-07 |
Feb-09 |
$2,575 |
| S&P 500 Price Index |
135 |
81 |
63% |
-52.56% |
16 |
Oct-07 |
Feb-09 |
$2,886 |
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| Historical Performance (Jan-93 to Dec-10) |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2010 |
-1.01% |
0.43% |
3.54% |
1.51% |
-5.04% |
-1.69% |
2.50% |
0.07% |
5.15% |
3.14% |
0.19% |
3.20% |
12.21% |
| 2009 |
-0.18% |
-2.84% |
1.30% |
4.63% |
6.43% |
-0.52% |
4.03% |
2.20% |
3.98% |
-1.47% |
2.06% |
1.63% |
22.96% |
| 2008 |
-4.31% |
2.48% |
-3.32% |
2.54% |
1.54% |
-3.03% |
-3.69% |
-1.12% |
-8.58% |
-7.30% |
-2.80% |
2.49% |
-23.04% |
| 2007 |
1.46% |
0.59% |
2.00% |
2.95% |
2.84% |
0.84% |
1.05% |
-0.98% |
3.90% |
5.26% |
-1.07% |
1.00% |
21.52% |
| 2006 |
3.71% |
0.41% |
1.92% |
1.97% |
-3.33% |
-0.96% |
0.53% |
1.71% |
0.31% |
1.86% |
2.41% |
1.56% |
12.60% |
| 2005 |
0.18% |
2.00% |
-1.03% |
-1.00% |
1.19% |
1.15% |
2.10% |
1.50% |
2.93% |
-1.98% |
2.71% |
2.68% |
13.00% |
| 2004 |
2.41% |
1.27% |
2.00% |
-1.27% |
-1.15% |
0.11% |
-1.78% |
-0.16% |
1.75% |
1.43% |
2.87% |
2.51% |
10.30% |
| 2003 |
0.02% |
0.02% |
-0.69% |
3.58% |
4.27% |
2.37% |
1.00% |
2.81% |
2.21% |
3.82% |
0.47% |
3.31% |
25.63% |
| 2002 |
1.25% |
0.96% |
-0.22% |
1.38% |
1.11% |
-1.76% |
-2.69% |
1.60% |
-0.98% |
1.12% |
2.01% |
-1.04% |
2.64% |
| 2001 |
0.34% |
-0.73% |
-1.60% |
0.31% |
0.58% |
0.99% |
-1.26% |
1.52% |
-1.07% |
0.53% |
3.11% |
1.70% |
4.40% |
| 2000 |
-2.55% |
2.97% |
2.96% |
-3.13% |
-1.05% |
2.99% |
-1.26% |
3.27% |
1.33% |
0.50% |
0.58% |
2.44% |
9.12% |
| 1999 |
0.68% |
-0.69% |
4.85% |
8.63% |
-1.58% |
6.65% |
0.89% |
-1.81% |
1.61% |
3.13% |
6.09% |
9.63% |
44.32% |
| 1998 |
-1.19% |
2.16% |
5.00% |
-0.75% |
0.64% |
-1.09% |
1.18% |
-6.42% |
-1.78% |
-0.33% |
2.30% |
2.10% |
1.38% |
| 1997 |
4.90% |
3.00% |
-1.21% |
0.34% |
2.68% |
4.17% |
6.08% |
-1.61% |
3.92% |
-2.48% |
0.07% |
3.07% |
24.98% |
| 1996 |
3.20% |
-0.39% |
1.05% |
4.29% |
3.23% |
2.17% |
-3.53% |
1.92% |
0.97% |
2.25% |
4.14% |
1.34% |
22.40% |
| 1995 |
-1.30% |
0.51% |
0.75% |
1.49% |
1.98% |
0.52% |
2.45% |
2.29% |
1.93% |
-0.71% |
1.32% |
2.60% |
14.65% |
| 1994 |
4.60% |
-1.00% |
-2.21% |
-0.76% |
-1.43% |
-0.47% |
1.26% |
1.25% |
-0.86% |
-1.66% |
-2.36% |
-1.58% |
-5.30% |
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© 2007 Hennessee Group LLC, All Rights Reserved.
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