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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 (1993 - 2006)
| _ |
Annualized Compound Return |
Standard Deviation |
Sharpe Ratio |
Sortino Ratio |
Annualized Alpha (vs. Benchmark) |
Correlation (vs. Benchmark) |
| Hennessee Opportunistic Index |
13.00% |
7.51% |
0.99 |
1.61 |
N/A |
N/A |
| S&P 500 Index |
8.80% |
13.80% |
0.31 |
0.34 |
9.25% |
0.72 |
| NASDAQ |
9.52% |
25.25% |
0.29 |
0.23 |
10.09% |
0.79 |
| _ |
Number of Months |
% of Months Positive |
Largest Consecutive Loss |
Value of $1000 (invested since inception) |
| Positive |
Negative |
% |
Months |
Peak |
Valley |
| Hennessee Opportunitic Index |
123 |
45 |
73% |
-13.16% |
6 |
Apr-02 |
Sep-02 |
$5,536 |
| S&P 500 Index |
108 |
60 |
64% |
-20.55% |
4 |
Apr-02 |
Jul-02 |
$3,255 |
| NASDAQ |
96 |
72 |
57% |
-41.26% |
4 |
Sep-00 |
Dec-00 |
$3,570 |
Monthly Returns (1993 - 2006)
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 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% |
0.00% |
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% |
To download the monthly performance data in an excel spreadsheet, click here. 
© 2007 Hennessee Group LLC, All Rights Reserved.
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