US Large-Cap Value
Hennessy Total Return Fund
Last updated: 2026-09-03
The Verdict
Hennessy Total Return Fund charges an expense ratio of 3.25%. On a $100,000 portfolio, that's $3,250 per year in fees, and it scales with the amount invested. Supreme.PM's decoded model tracked it at 96% correlation, for a flat monthly subscription that does not change with portfolio size.
Expense Ratio
3.25%
Star Rating
2/ 5
Market Beta
0.64
Model Correlation
96%
Sharpe Ratio
0.67
Max Drawdown
20.34%
Supreme.PM Cost
Flat monthly subscription
Not a percentage of your assets
Performance
Performance comparison — 1Y: Fund 15.7% vs Model 24.2%; 3Y: Fund 40.0% vs Model 56.3%; 5Y: Fund 42.7% vs Model 56.5%.
Alpha After Fees
Supreme.PM's model achieves 96% correlation with Hennessy Total Return Fund, providing similar exposure at a flat subscription cost.
Fee Analysis
Hennessy Total Return Fund charges 3.25% of assets annually. Supreme.PM charges a flat monthly subscription instead, so its cost does not rise as a portfolio grows.
Data sources: Refinitiv Lipper, SEC EDGAR Filings, Supreme.PM Analytics
Past performance does not guarantee future results. Model returns are backtested and may not reflect actual trading conditions.
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Frequently Asked Questions
What is the expense ratio of Hennessy Total Return Fund?
Hennessy Total Return Fund has an expense ratio of 3.25%, charged as a percentage of the amount invested. Supreme.PM's decoded model is offered for a flat monthly subscription instead.
How does Supreme.PM replicate Hennessy Total Return Fund?
Supreme.PM builds a transparent, rules-based model of listed securities designed to track this fund's return profile. Over the measured period it tracked the fund closely, at 96% correlation. The model is published in full, so its positions are visible rather than disclosed with a delay.
What are the risks of fund replication?
While our models aim for high correlation, they may not perfectly match the fund's returns due to timing differences in rebalancing, transaction costs, and disclosure delays. Backtested results may not reflect future performance.
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