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-12)
                           
  Annualized Compound Return Annualized Standard Deviation Sharpe
Ratio
Sortino
Ratio
Annualized Alpha
(versus Benchmark)
Correlation
(versus Benchmark)
Hennessee International Index 11.67% 8.80% 1.28 2.25 N/A N/A
MSCI WORLD - Price - USD 5.08% 15.38% 0.38 0.43 9.18% 0.76
S&P 500 6.11% 15.11% 0.45 0.54 9.07% 0.67
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee International Index 163 77 68% -25.42% 16 Oct-07 Feb-09 $9,101
MSCI WORLD - Price - USD 143 97 60% -55.37% 16 Oct-07 Feb-09 $2,692
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 3.26% 3.90% 1.08% -0.76% -3.63% 0.38% 1.54% 1.46% 0.93% -0.60% 1.15% 1.95% 10.95%
2011 0.30% 1.27% -0.21% 1.66% -1.36% -1.53% 0.82% -5.33% -3.76% 1.95% -1.53% -0.82% -8.47%
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%
1993 2.51% 1.72% 2.32% 3.08% 3.55% 1.77% 2.06% 4.28% -0.12% 5.36% -1.40% 8.29% 38.60%

 

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