 |
Hennessee Latin America Index
The funds in the Hennessee Latin America Index typically have long and short equity and/or debt positions in companies located in Latin American countries such as Chile, Mexico, Venezuela, Argentina, Brazil, and Ecuador.
| Summary Statistics (Jan-93 to Dec-10) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Annualized Compound Return |
Annualized Standard Deviation |
Sharpe Ratio |
Sortino Ratio |
Annualized Alpha (versus Benchmark) |
Correlation (versus Benchmark) |
| Hennessee Latin America Index |
12.07% |
22.19% |
0.62 |
0.75 |
N/A |
N/A |
| MSCI The World Index - Price |
5.39% |
15.41% |
0.40 |
0.45 |
8.48% |
0.62 |
| MSCI EAFE - Price |
4.52% |
16.86% |
0.33 |
0.35 |
9.72% |
0.60 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Number of Months |
% of Months Positive |
Largest Consecutive Loss |
Value of $1000 (Invested at Inception) |
| Postive |
Negative |
% |
Months |
Peak |
Valley |
| Hennessee Latin America Index |
142 |
74 |
66% |
-56.53% |
18 |
Jul-97 |
Jan-99 |
$7,779 |
| MSCI The World Index - Price |
130 |
86 |
60% |
-55.37% |
16 |
Oct-07 |
Feb-09 |
$2,575 |
| MSCI EAFE - Price |
127 |
89 |
59% |
-58.24% |
16 |
Oct-07 |
Feb-09 |
$2,215 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Historical Performance (Jan-93 to Dec-10) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2010 |
-2.70% |
1.30% |
2.45% |
0.58% |
-3.31% |
1.56% |
4.66% |
0.81% |
5.13% |
2.60% |
0.04% |
2.45% |
16.32% |
| 2009 |
1.95% |
-2.58% |
1.46% |
10.16% |
9.24% |
1.85% |
5.07% |
2.51% |
4.96% |
1.29% |
2.95% |
2.09% |
48.64% |
| 2008 |
-1.72% |
3.43% |
-2.62% |
3.97% |
2.98% |
-1.55% |
-1.54% |
-3.19% |
-11.02% |
-14.40% |
-4.30% |
0.00% |
-27.50% |
| 2007 |
2.73% |
0.57% |
3.14% |
3.02% |
4.33% |
1.59% |
1.62% |
-1.03% |
3.47% |
3.77% |
-2.67% |
0.19% |
22.52% |
| 2006 |
10.16% |
5.65% |
-2.90% |
2.93% |
-8.92% |
2.71% |
-2.14% |
-1.73% |
3.41% |
3.68% |
4.30% |
0.03% |
17.05% |
| 2005 |
-1.08% |
3.48% |
-2.29% |
1.28% |
2.90% |
1.27% |
0.95% |
2.18% |
8.65% |
-3.14% |
2.55% |
0.48% |
18.05% |
| 2004 |
1.03% |
-1.31% |
2.98% |
-6.39% |
-2.49% |
2.53% |
2.15% |
2.35% |
4.60% |
0.45% |
4.98% |
3.77% |
15.00% |
| 2003 |
-0.29% |
-3.24% |
7.08% |
13.97% |
3.52% |
2.24% |
0.39% |
5.58% |
6.13% |
9.92% |
4.12% |
5.86% |
69.84% |
| 2002 |
-1.21% |
4.71% |
1.61% |
-0.02% |
-4.04% |
-9.05% |
-11.84% |
8.48% |
-13.26% |
8.26% |
0.05% |
2.07% |
-15.89% |
| 2001 |
10.02% |
-8.79% |
-8.77% |
3.16% |
1.98% |
-0.04% |
-7.55% |
-5.15% |
-15.83% |
2.28% |
12.09% |
6.73% |
-13.05% |
| 2000 |
-3.45% |
8.01% |
5.24% |
-12.15% |
-4.55% |
12.75% |
-1.76% |
3.47% |
-7.09% |
-5.83% |
-12.02% |
7.74% |
-12.53% |
| 1999 |
-16.13% |
3.17% |
24.11% |
11.26% |
-2.76% |
6.35% |
-5.12% |
3.26% |
2.67% |
4.39% |
11.39% |
20.47% |
74.11% |
| 1998 |
-8.26% |
4.66% |
7.31% |
-1.10% |
-12.24% |
-4.42% |
4.91% |
-30.66% |
-4.90% |
2.24% |
17.58% |
-12.21% |
-37.59% |
| 1997 |
6.21% |
6.64% |
0.90% |
2.76% |
4.59% |
6.39% |
1.67% |
-7.05% |
2.84% |
-11.98% |
-3.25% |
2.02% |
10.34% |
| 1996 |
9.44% |
-1.97% |
-0.60% |
3.85% |
4.94% |
3.21% |
-0.60% |
1.72% |
3.68% |
0.53% |
1.63% |
2.07% |
31.13% |
| 1995 |
-7.17% |
-6.91% |
-5.99% |
12.00% |
2.03% |
-0.61% |
1.35% |
2.10% |
2.88% |
-4.40% |
-1.36% |
1.31% |
-6.16% |
| 1994 |
10.94% |
2.23% |
-2.55% |
-8.79% |
0.82% |
-0.64% |
4.03% |
14.97% |
2.80% |
-3.04% |
3.09% |
-2.48% |
21.03% |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
© 2007 Hennessee Group LLC, All Rights Reserved.
|
 |
