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CUSIP
42588P726
Issuer
Hennessy
Inception Date
Dec 31, 2013
Category
MLPs
Leveraged
1x (No leverage)
Index Tracked
Alerian US Midstream Energy Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

HMSFX Performance Chart

Hennessy Midstream Fund Investor Class (HMSFX) is up 16.3% since the beginning of the year. HMSFX is currently trading at $13 per share. Investors who bought $1,000 worth of HMSFX shares 5 years ago would now be looking at an investment worth $2,424.


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S&P 500 Index

Returns By Period

Hennessy Midstream Fund Investor Class (HMSFX) has returned 16.30% so far this year and 15.66% over the past 12 months.


Hennessy Midstream Fund Investor Class

1D
1.49%
1M
-1.91%
YTD
16.30%
6M
15.01%
1Y
15.66%
3Y*
21.48%
5Y*
19.37%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMSFX Monthly Returns History

Based on dividend-adjusted daily data since Sep 4, 2018, HMSFX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2020 with a return of +39.3%, while the worst month was Mar 2020 at -44.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, HMSFX closed higher 52% of trading days. The best single day was Mar 19, 2020 with a return of +17.5%, while the worst single day was Mar 9, 2020 at -24.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.77%4.81%2.71%2.35%-4.01%2.03%16.30%
20255.60%1.34%0.88%-9.53%3.46%-0.26%-0.73%-0.74%-0.78%-4.00%5.94%-0.96%-0.76%
20241.57%5.41%7.30%-0.17%-0.35%2.95%1.84%1.03%0.33%2.77%16.09%-6.23%35.85%
20235.78%-2.37%-1.11%2.41%-0.43%7.06%6.00%0.39%0.27%-0.40%5.79%-1.47%23.50%
202210.59%4.90%5.90%-1.48%6.11%-14.44%13.21%2.57%-9.68%13.78%3.13%-4.70%28.88%
20214.07%7.39%5.84%5.81%7.87%5.10%-5.79%-1.81%3.90%5.61%-6.58%1.24%36.22%

Benchmark Metrics

Hennessy Midstream Fund Investor Class has an annualized alpha of 0.65%, beta of 0.85, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since September 05, 2018.

  • This fund participated in 94.99% of S&P 500 Index downside but only 79.83% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.33 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.65%
Beta
0.85
0.33
Upside Capture
79.83%
Downside Capture
94.99%

Expense Ratio

HMSFX has a high expense ratio of 1.75%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

HMSFX ranks 14 for risk / return — in the bottom 14% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


HMSFX Risk / Return Rank: 1414
Overall Rank
HMSFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
HMSFX Sortino Ratio Rank: 1010
Sortino Ratio Rank
HMSFX Omega Ratio Rank: 1010
Omega Ratio Rank
HMSFX Calmar Ratio Rank: 2525
Calmar Ratio Rank
HMSFX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Hennessy Midstream Fund Investor Class (HMSFX) and compare them to S&P 500 Index.


HMSFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

1.15

1.41

-0.25

Calmar ratioReturn relative to maximum drawdown

1.84

2.93

-1.09

Martin ratioReturn relative to average drawdown

4.20

13.52

-9.32

Dividends

Dividend History

Hennessy Midstream Fund Investor Class provided a 7.96% dividend yield over the last twelve months, with an annual payout of $1.03 per share. The fund has been increasing its distributions for 7 consecutive years.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%$0.00$0.20$0.40$0.60$0.80$1.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.03$1.03$1.03$1.03$1.03$1.03$1.03$1.03$0.52

Dividend yield

7.96%8.89%8.12%10.11%11.23%12.99%15.54%9.26%4.74%

Monthly Dividends

The table displays the monthly dividend distributions for Hennessy Midstream Fund Investor Class. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.26$0.00$0.00$0.26$0.52
2025$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$1.03
2024$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$1.03
2023$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$1.03
2022$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$1.03
2021$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$1.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Hennessy Midstream Fund Investor Class. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hennessy Midstream Fund Investor Class was 68.50%, occurring on Mar 18, 2020. Recovery took 499 trading sessions.

The current Hennessy Midstream Fund Investor Class drawdown is 5.02%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-68.50%Mar 2020
1y 4mo1y 11mo
3y 4moOct 2018 - Mar 2022
Bear market2022
-21.17%Jul 2022
28d4mo 27d
5mo 25dJun 2022 - Nov 2022
2025 selloff2025
-16.38%Apr 2025
2mo 16d10mo 9d
1y 20dJan 2025 - Feb 2026
2023 correction2023
-10.55%Mar 2023
1mo 5d2mo 11d
3mo 16dFeb 2023 - Jun 2023
2024 pullback2024
-9.85%Dec 2024
18d26d
1mo 14dDec 2024 - Jan 2025

Drawdown Indicators


HMSFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-68.50%

-56.78%

-11.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.98%

-9.10%

+2.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.38%

-18.90%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.17%

-25.43%

+4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-5.02%

-0.74%

-4.28%

Average Drawdown

Average peak-to-trough decline

-12.41%

-10.72%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

1.97%

+1.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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