Hennessee Opportunistic Index

The funds in the Hennessee Opportunistic Index typically have long and short equity positions while maintaining a flexible net exposure to reflect the changing dynamics of the market on a minute-to-minute or day-to-day basis. Investments can be initiated from technical and/or fundamental analysis and portfolio turnover is typically high as managers have a short term investment time horizon.

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 Opportunistic Index 10.21% 7.83% 1.25 2.10 N/A N/A
S&P 500 6.11% 15.11% 0.45 0.54 7.62% 0.73
Nasdaq Composite Index 7.76% 23.91% 0.42 0.45 7.67% 0.78
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee Opportunistic Index 168 72 70% -16.67% 5 Jun-08 Nov-08 $6,988
S&P 500 149 91 62% -52.56% 16 Oct-07 Feb-09 $3,273
Nasdaq Composite Index 138 102 58% -75.04% 31 Feb-00 Sep-02 $4,460
                           
Historical Performance (Jan-93 to Dec-12)
                           
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2012 3.98% 2.67% 0.94% -1.10% -4.18% 0.88% -0.17% 1.62% 1.77% 0.26% 0.33% 0.91% 7.97%
2011 0.99% 1.40% -0.38% 0.99% -0.52% -1.36% -1.52% -5.96% -5.40% 3.25% -1.80% -0.51% -10.65%
2010 -1.07% 2.06% 2.81% 1.84% -2.92% -2.21% 1.28% -1.43% 2.19% 0.48% 0.02% 2.96% 5.95%
2009 2.33% -1.46% 0.75% 4.59% 5.54% -0.40% 3.35% 1.58% 3.15% -1.05% 2.04% 2.80% 25.54%
2008 -2.58% 1.69% -1.40% 1.27% 3.27% 0.14% -2.35% -1.23% -5.29% -5.21% -3.76% 1.42% -13.54%
2007 1.42% 0.88% 1.16% 1.87% 2.30% 0.55% 0.61% -0.74% 2.68% 3.33% -1.89% 0.94% 13.80%
2006 5.28% 0.02% 2.69% 2.21% -2.06% -1.25% 0.63% 2.03% -1.08% 1.34% 3.20% 0.51% 14.12%
2005 -0.89% 1.65% -0.74% -2.04% 0.77% 2.13% 2.01% 1.10% 2.57% -1.94% 1.14% 1.79% 7.67%
2004 2.18% 0.73% -0.44% -2.30% 0.39% 0.60% -1.93% 0.18% 2.11% 0.96% 3.68% 1.90% 8.19%
2003 0.36% -1.14% -0.65% 1.88% 4.02% 1.33% 0.91% 1.57% 0.43% 1.37% 1.50% 1.70% 14.01%
2002 -0.22% -2.02% 2.62% -0.32% -0.64% -4.28% -3.31% -0.22% -5.05% 2.67% 4.92% -2.33% -8.33%
2001 2.12% -2.57% -1.68% 2.01% 0.77% -1.08% -1.50% -1.75% -2.40% 0.78% 2.38% 1.49% -1.61%
2000 0.12% 5.73% 0.65% -2.52% -1.35% 3.74% 0.72% 3.99% -0.28% -0.80% -2.91% 3.46% 10.62%
1999 3.46% -2.42% 4.39% 4.84% 2.46% 3.80% 0.14% 0.34% 0.39% 2.42% 5.47% 7.16% 37.21%
1998 -1.05% 4.28% 2.57% 0.44% -1.60% 2.96% -1.51% -7.34% 4.63% 2.95% 4.91% 4.68% 16.27%
1997 2.11% 0.43% -0.49% -0.02% 2.44% 0.29% 3.04% 2.59% 3.67% -2.25% 0.57% 2.79% 16.08%
1996 2.02% 1.40% 0.35% 4.34% 2.37% -1.15% -0.91% 2.28% 1.78% 2.10% 2.18% 1.61% 19.85%
1995 1.08% 2.17% 1.42% 2.12% 2.10% 3.16% 3.16% 0.76% 1.34% -0.18% 2.21% 0.42% 21.58%
1994 2.17% 0.06% -0.68% 0.73%   0.65% 0.57% 0.18% 0.14% 0.50% 0.13% 0.32% 4.85%
1993 2.08% 1.66% 2.59% 1.79% 3.03% 2.94% 1.31% 3.53% 2.79% 2.01% -0.48% 2.85% 29.38%

 

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