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-12)
                           
  Annualized Compound Return Annualized Standard Deviation Sharpe
Ratio
Sortino
Ratio
Annualized Alpha
(versus Benchmark)
Correlation
(versus Benchmark)
Hennessee Latin America Index 10.53% 21.36% 0.57 0.68 N/A N/A
MSCI EMERGING MARKETS - Price - USD 6.23% 24.09% 0.37 0.34 6.28% 0.78
MSCI WORLD - Price - USD 5.08% 15.38% 0.38 0.43 7.30% 0.62
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee Latin America Index 154 86 64% -56.53% 18 Jul-97 Jan-99 $7,402
MSCI EMERGING MARKETS - Price - USD 144 96 60% -62.67% 16 Oct-07 Feb-09 $3,351
MSCI WORLD - Price - USD 143 97 60% -55.37% 16 Oct-07 Feb-09 $2,692
                           
Historical Performance (Jan-93 to Dec-12)
                           
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2012 5.45% 1.50% -0.05% -0.98% -2.82% 1.13% 0.16% 1.45% 2.23% 2.85% 0.26% 0.90% 12.50%
2011 -1.78% -1.41% 1.72% 2.06% -1.08% -0.88% -1.27% -2.91% -10.22% 4.62% -3.44% -1.32% -15.42%
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%
1993 -2.76% 2.22% 8.42% -0.15% 7.79% 4.54% 4.02% 5.30% 3.47% 8.09% 3.85% 6.52% 64.32%

 

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