Hennessee Telecom and Media Index

The funds in the Hennessee Technology Index typically have long and short equity positions in the telecommunication and media sectors such as telecommunication services, fiber optics, cable services, publishing, entertainment, programming, broadcasting, etc.

Summary Statistics (2001 - 2006)

_
Annualized Compound Return
Standard Deviation
Sharpe Ratio
Sortino Ratio
Annualized Alpha (vs. Benchmark)
Correlation (vs. Benchmark)
Hennessee Telecom and Media Index 8.69% 8.32% 0.43 0.68 N/A N/A
S&P 500 Index 1.20% 13.84% -0.22 -0.36 8.12% 0.67
NASDAQ -0.37% 24.91% -0.09 -0.29 8.42% 0.63
_
Number of Months
% of Months Positive
Largest Consecutive Loss
Value of $1000 (invested since inception)
Positive Negative % Months Peak Valley
Hennessee Telecom and Media Index 43 29 60% -15.25% 9 Jan-02 Sep-02 $1,649
S&P 500 Index 44 28 61% -20.55% 4 Apr-02 Jul-02 $1,074
NASDAQ 35 37 49% -36.48% 6 Apr-02 Sep-02 $978

Monthly Returns (2001 - 2006)

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2006 3.73% 0.43% 3.81% 1.30% (3.61%) 0.71% 0.48% 1.98% 2.90% 2.34% 2.28% 2.15% 19.89%
2005 (0.10%) 1.18% (0.37%) (0.89%) 1.65% 1.92% 1.01% 1.18% 0.18% (2.77%) 0.58% 2.34% 5.95%
2004 1.39% 1.14% (1.95%) (1.16%) (1.11%) (1.23%) (1.56%) (0.12%) 1.47% 2.75% 2.04% 3.08% 4.66%
2003 (0.60%) (1.79%) 0.34% 3.80% 10.36% 0.84% 2.35% 1.07% 0.28% 5.48% 3.99% 1.22% 30.32%
2002 (2.06%) (2.20%) (0.48%) (2.54%) (0.47%) (4.48%) (1.31%) (0.21%) (2.57%) 2.10% 3.80% (1.61%) (11.63%)
2001 6.23% (2.41%) (0.87%) 1.87% 1.14% 2.08% (1.13%) (1.17%) (0.62%) (1.35%) 1.59% 2.37% 7.68%

To download the monthly performance data in an excel spreadsheet, click here. Excel

 
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