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 (Jan-95 to Dec-12)
                           
  Annualized Compound Return Annualized Standard Deviation Sharpe
Ratio
Sortino
Ratio
Annualized Alpha
(versus Benchmark)
Correlation
(versus Benchmark)
Hennessee Technology Index 14.17% 12.94% 1.07 2.16 N/A N/A
S&P 500 6.50% 15.68% 0.47 0.55 10.78% 0.62
Nasdaq Composite Index 8.03% 24.91% 0.43 0.44 9.85% 0.83
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee Technology Index 140 76 65% -22.00% 25 Aug-00 Sep-02 $10,862
S&P 500 134 82 62% -52.56% 16 Oct-07 Feb-09 $3,105
Nasdaq Composite Index 123 93 57% -75.04% 31 Feb-00 Sep-02 $4,016
                           
Historical Performance (Jan-95 to Dec-12)
                           
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2012 2.70% 2.40% 1.41% -1.86% -2.42% -0.19% -1.14% 1.39% 0.58% -3.81% -2.01% -1.59% -4.67%
2011 1.45% 1.63% -0.33% 1.92% -0.04% 0.65% -1.27% -4.35% -1.00% 2.10% -1.01% 0.30% -0.15%
2010 -2.18% 1.45% 2.49% 1.50% -1.60% -1.60% 2.00% -0.42% 5.00% 1.77% 0.24% 2.73% 11.73%
2009 0.28% -0.62% 4.58% 5.64% 3.99% 1.51% 3.67% 0.23% 3.43% -1.63% 1.27% 3.08% 28.26%
2008 -6.41% -0.61% 0.33% 3.88% 1.69% -2.81% -1.27% 0.06% -5.79% -4.73% -3.68% 0.18% -18.02%
2007 1.42% 0.27% 0.42% 1.12% 3.37% 1.78% 1.62% 1.35% 3.63% 4.26% -2.19% 0.55% 18.90%
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%

 

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