Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPJSX (Hennessy Select SPARX Japan Smaller Coms) | NA | 3.74% | 3.10% | -0.29% | NA | NA | NA | … | … |
Data as of 10/26/2012, Common starting date is 09/05/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPJSX (Hennessy Select SPARX Japan Smaller Coms) | 09/05/2007 | 10/26/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.62 | 3.74 | 3.10 | -0.29 | NA | NA | NA | … | … | 4.31 | -4.17 | 23.99 | 8.69 | -22.31 | 3.02 |
| Sharpe Ratio | NA | 0.24 | 0.16 | -0.03 | NA | NA | NA | … | … | 0.38 | -0.17 | 1.83 | 0.41 | -0.83 | 0.41 |
| Standard Deviation(%) | NA | 15.25 | 18.94 | 21.58 | NA | NA | NA | … | … | 13.57 | 24.79 | 13.03 | 20.75 | 27.95 | 17.90 |
| Draw Down(%) | NA | 11.88 | 20.78 | 47.91 | NA | NA | NA | … | … | 11.88 | 20.78 | 11.49 | 24.69 | 45.56 | 9.65 |
| Yield(%) | 0.00 | 0.42 | 0.15 | 0.08 | 0.04 | 0.03 | 0.02 | … | … | 0.00 | 0.40 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/26/2012, Common starting date is 09/05/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPJSX (Hennessy Select SPARX Japan Smaller Coms) |
-5.62%
Oct 2007 – Oct 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPJSX (Hennessy Select SPARX Japan Smaller Coms) |
20.32%
Feb 2009 – Feb 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
