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 (Jan-01 to Dec-12)
                           
  Annualized Compound Return Annualized Standard Deviation Sharpe
Ratio
Sortino
Ratio
Annualized Alpha
(versus Benchmark)
Correlation
(versus Benchmark)
Hennessee Telecom and Media Index 5.96% 8.01% 0.73 1.18 N/A N/A
S&P 500 0.65% 15.88% 0.11 0.03 5.67% 0.62
Nasdaq Composite Index 1.69% 22.76% 0.18 0.09 5.28% 0.64
                           
  Number of Months % of Months
Positive
Largest Consecutive Loss Value of $1000
(Invested at Inception)
Postive Negative % Months Peak Valley
Hennessee Telecom and Media Index 87 57 60% -15.57% 15 Jun-01 Sep-02 $2,003
S&P 500 85 59 59% -52.56% 16 Oct-07 Feb-09 $1,080
Nasdaq Composite Index 77 67 53% -57.73% 20 Jan-01 Sep-02 $1,222
                           
Historical Performance (Jan-01 to Dec-12)
                           
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2012 2.40% 2.45% 0.70% -1.44% -2.50% 3.00% 0.67% 1.75% 1.20% -0.60% 0.75% 1.80% 10.50%
2011 0.73% 2.27% 2.95% 3.37% -0.98% -0.16% -1.54% -4.30% -5.00% 0.02% -2.34% -2.14% -7.26%
2010 -2.89% 3.91% 1.67% 0.39% -2.97% -0.28% 1.22% 1.33% 3.44% 2.19% -0.26% 0.63% 8.44%
2009 2.19% 0.88% 0.48% 0.06% 0.99% 0.39% -0.51% 1.22% 2.11% -0.44% 1.50% 1.43% 10.75%
2008 -4.42% 0.76% -2.41% 5.48% 2.40% -3.61% -1.30% 0.52% -4.84% -3.31% -0.52% 2.36% -9.04%
2007 3.68% -0.06% 0.00% 0.89% 1.80% 1.08% -0.41% -1.30% 2.56% 3.17% -2.52% -0.48% 8.54%
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%

 

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