 |
Hennessee Technology Index
The funds in the Hennessee Technology Index typically have long and short equity positions in technology-related sectors such as semiconductors, hardware, software, networking devices, etc.
Summary Statistics (1995 - 2006)
| _ |
Annualized Compound Return |
Standard Deviation |
Sharpe Ratio |
Sortino Ratio |
Annualized Alpha (vs. Benchmark) |
Correlation (vs. Benchmark) |
| Hennessee Technology Index |
19.13% |
14.48% |
0.93 |
1.82 |
N/A |
N/A |
| S&P 500 Index |
9.85% |
14.50% |
0.37 |
0.42 |
13.13% |
0.60 |
| NASDAQ |
10.22% |
26.87% |
0.31 |
0.25 |
13.38% |
0.83 |
| _ |
Number of Months |
% of Months Positive |
Largest Consecutive Loss |
Value of $1000 (invested since inception) |
| Positive |
Negative |
% |
Months |
Peak |
Valley |
| Hennessee Technology Index |
95 |
49 |
66% |
-11.66% |
2 |
Jul-98 |
Aug-98 |
$8,170 |
| S&P 500 Index |
93 |
51 |
65% |
-20.55% |
4 |
Apr-02 |
Jul-02 |
$3,088 |
| NASDAQ |
81 |
63 |
56% |
-41.26% |
4 |
Sep-00 |
Dec-00 |
$3,214 |
Monthly Returns (1995 - 2006)
| |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Year |
| 2006 |
4.93% |
0.26% |
2.22% |
0.86% |
(3.03%) |
(1.42%) |
(0.47%) |
3.03% |
1.50% |
0.62% |
3.08% |
1.06% |
13.11% |
| 2005 |
(2.05%) |
0.43% |
(0.53%) |
(2.57%) |
4.30% |
0.62% |
2.59% |
0.02% |
1.70% |
(1.73%) |
3.33% |
0.84% |
6.92% |
| 2004 |
3.09% |
0.12% |
(1.64%) |
(3.40%) |
1.67% |
0.90% |
(3.84%) |
(1.09%) |
1.57% |
2.56% |
2.78% |
1.62% |
4.11% |
| 2003 |
0.87% |
(0.30%) |
0.39% |
2.05% |
2.25% |
0.91% |
1.33% |
1.92% |
(0.49%) |
4.48% |
1.08% |
0.22% |
15.63% |
| 2002 |
(0.68%) |
(4.58%) |
1.82% |
(1.60%) |
(0.64%) |
(1.75%) |
(2.59%) |
0.16% |
(2.05%) |
2.48% |
2.73% |
(1.43%) |
(8.08%) |
| 2001 |
3.20% |
(2.88%) |
(3.08%) |
2.27% |
0.82% |
0.18% |
(1.95%) |
(3.10%) |
(4.20%) |
2.57% |
4.25% |
0.97% |
(1.39%) |
| 2000 |
2.90% |
19.82% |
(2.03%) |
(6.02%) |
(3.16%) |
7.56% |
(0.27%) |
6.76% |
(2.03%) |
(2.74%) |
(5.93%) |
(0.38%) |
12.42% |
| 1999 |
7.29% |
(1.52%) |
14.51% |
6.63% |
(1.49%) |
7.14% |
(0.39%) |
5.01% |
4.48% |
5.56% |
11.37% |
15.18% |
101.50% |
| 1998 |
0.12% |
7.38% |
5.19% |
4.97% |
(3.09%) |
8.51% |
(1.44%) |
(10.37%) |
6.82% |
2.73% |
7.18% |
11.03% |
44.01% |
| 1997 |
5.66% |
(5.48%) |
(3.92%) |
1.40% |
6.05% |
1.02% |
7.51% |
0.34% |
5.06% |
(3.63%) |
(0.52%) |
0.72% |
14.07% |
| 1996 |
0.60% |
4.78% |
0.90% |
6.79% |
4.99% |
(2.75%) |
(4.88%) |
3.41% |
4.97% |
0.38% |
1.23% |
(0.40%) |
21.19% |
| 1995 |
(1.65%) |
4.47% |
2.17% |
2.79% |
(0.02%) |
6.89% |
7.95% |
1.66% |
2.69% |
0.53% |
4.32% |
0.74% |
37.30% |
To download the monthly performance data in an excel spreadsheet, click here. 
© 2007 Hennessee Group LLC, All Rights Reserved.
|
 |
