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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 (1993 - 2006)
| _ |
Annualized Compound Return |
Standard Deviation |
Sharpe Ratio |
Sortino Ratio |
Annualized Alpha (vs. Benchmark) |
Correlation (vs. Benchmark) |
| Hennessee Latin America Index |
12.29% |
23.99% |
0.39 |
0.39 |
N/A |
N/A |
| MSCI World Index (USD) |
9.75% |
13.34% |
0.38 |
0.44 |
3.13% |
0.63 |
| MSCI EM Latin America Index (USD) |
12.15% |
28.22% |
0.37 |
0.32 |
2.86% |
0.88 |
| _ |
Number of Months |
% of Months Positive |
Largest Consecutive Loss |
Value of $1000 (invested since inception) |
| Positive |
Negative |
% |
Months |
Peak |
Valley |
| Hennessee Latin America Index |
108 |
60 |
64% |
-34.06% |
2 |
Aug-98 |
Sep-98 |
$5,065 |
| MSCI World Index (USD) |
109 |
59 |
65% |
-18.63% |
5 |
May-01 |
Sep-01 |
$3,677 |
| MSCI EM Latin America Index (USD) |
108 |
60 |
64% |
-42.82% |
6 |
Oct-94 |
Mar-95 |
$4,977 |
Monthly Returns (1993 - 2006)
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 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% |
To download the monthly performance data in an excel spreadsheet, click here. 
© 2007 Hennessee Group LLC, All Rights Reserved.
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