WTM: White Mountains Insurance Group Ltd (STOCK)
Basic Info 1,770 12.73(0.72%) May 15
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 05/09/1986 |
Last Dividend Date: | 03/08/2024 |
12-Mo. Yield | 0.07% |
Expenses | - |
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Performance Analytics (As of 05/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 05/12/1986 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -5.4 | 17.7 | 25.4 | 14.4 | 13.5 | 11.7 | 15.4 | 7.1 | 11.4 | 6.5 | 39.6 | 1.4 | -10.2 | 30.2 | 0.9 | 1.9 | 15.2 | 15.5 | 4.7 | 17.3 | 13.8 | 35.5 | 1.2 | 25.4 | -47.6 | -10.0 | 5.3 | -12.4 | 40.7 | 42.9 | -6.9 | 9.4 | 167.1 | -12.9 | 17.1 | 27.3 | 29.1 | 3.1 | -8.0 | 9.0 | 3.0 | 36.2 | 52.0 | 20.9 | 15.6 | -25.8 | -5.1 |
Sharpe Ratio | NA | 3.16 | 0.96 | 0.53 | 0.45 | 0.5 | NA | NA | 0.36 | 0.09 | 1.56 | 0.06 | -0.25 | 2.12 | -0.03 | 0.11 | 0.93 | 0.85 | 0.35 | 1.18 | 0.9 | 1.25 | 0.05 | 0.48 | -0.76 | -0.6 | 0.08 | -0.63 | 1.54 | 2.26 | -0.33 | 0.29 | 4.56 | -0.77 | 0.82 | 1.28 | 2.03 | -0.05 | -0.67 | 0.29 | 0.06 | 2.54 | 1.31 | 0.71 | 0.47 | -0.77 | -0.38 |
Draw Down(%) | NA | 8.3 | 11.3 | 19.4 | 40.2 | 40.2 | NA | NA | 77.7 | 14.9 | 15.5 | 22.1 | 40.2 | 4.9 | 14.8 | 10.9 | 5.7 | 10.0 | 7.3 | 9.0 | 9.6 | 12.6 | 18.1 | 47.6 | 58.5 | 17.2 | 23.9 | 20.4 | 15.7 | 13.9 | 24.7 | 19.3 | 15.4 | 22.0 | 23.3 | 10.7 | 6.6 | 12.8 | 22.9 | 20.4 | 9.8 | 4.6 | 19.2 | 17.0 | 14.6 | 42.0 | 19.3 |
Standard Deviation(%) | NA | 23.0 | 23.8 | 23.3 | 27.4 | 22.1 | NA | NA | 25.9 | 25.3 | 24.7 | 22.1 | 41.4 | 13.6 | 14.2 | 11.8 | 16.1 | 18.2 | 13.1 | 14.7 | 15.4 | 28.4 | 21.3 | 52.7 | 64.0 | 21.7 | 24.8 | 23.3 | 25.8 | 18.6 | 24.4 | 25.3 | 35.8 | 20.8 | 16.9 | 18.6 | 12.5 | 14.2 | 16.3 | 23.5 | 11.1 | 12.7 | 35.5 | 21.4 | 23.0 | 38.8 | 30.9 |
Treynor Ratio | NA | 7.19 | 0.63 | 0.39 | 0.23 | 0.23 | NA | NA | 0.15 | 0.04 | 1.68 | 0.03 | -0.15 | 1.03 | -0.01 | 0.04 | 0.5 | 0.42 | 0.1 | 0.28 | 0.34 | 0.51 | 0.01 | 0.2 | -0.4 | -0.35 | 0.05 | -0.46 | 1.44 | 1.05 | -0.19 | 0.28 | 7.1 | -0.95 | 0.58 | 0.94 | 1.38 | -0.02 | -1.45 | 0.25 | 0.02 | 1.01 | 0.75 | 0.23 | 0.21 | -0.42 | -0.12 |
Alpha | NA | 0.21 | 0.06 | 0.05 | 0.03 | 0.03 | NA | NA | 0.03 | -0.02 | 0.16 | -0.04 | -0.07 | 0.07 | 0.01 | -0.02 | 0.05 | 0.06 | 0.0 | 0.0 | 0.03 | 0.12 | -0.03 | 0.01 | 0.01 | -0.05 | 0.0 | -0.05 | 0.13 | 0.1 | 0.02 | 0.05 | 0.41 | -0.07 | 0.03 | 0.06 | 0.08 | -0.04 | -0.04 | 0.03 | 0.0 | 0.08 | 0.19 | 0.01 | 0.03 | -0.12 | 0.0 |
Beta | NA | 0.1 | 0.36 | 0.32 | 0.53 | 0.48 | NA | NA | 0.6 | 0.55 | 0.23 | 0.55 | 0.71 | 0.28 | 0.39 | 0.31 | 0.3 | 0.37 | 0.46 | 0.61 | 0.41 | 0.7 | 0.74 | 1.25 | 1.22 | 0.37 | 0.41 | 0.32 | 0.28 | 0.4 | 0.41 | 0.25 | 0.23 | 0.17 | 0.24 | 0.25 | 0.18 | 0.37 | 0.08 | 0.28 | 0.28 | 0.32 | 0.62 | 0.65 | 0.53 | 0.7 | 0.95 |
RSquared | NA | 0.0 | 0.03 | 0.06 | 0.17 | 0.15 | NA | NA | 0.18 | 0.08 | 0.05 | 0.1 | 0.34 | 0.07 | 0.22 | 0.03 | 0.06 | 0.1 | 0.16 | 0.21 | 0.11 | 0.32 | 0.39 | 0.42 | 0.6 | 0.07 | 0.03 | 0.02 | 0.01 | 0.14 | 0.19 | 0.05 | 0.02 | 0.02 | 0.08 | 0.06 | 0.03 | 0.04 | 0.0 | 0.01 | 0.06 | 0.14 | 0.07 | 0.16 | 0.15 | 0.35 | 0.29 |
Yield(%) | N/A | 0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.5 | 0.5 | N/A | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.2 | 0.2 | 0.2 | 0.2 | 0.3 | 0.3 | 0.4 | 0.8 | 1.4 | 1.4 | 1.3 | 0.2 | 0.3 | 0.3 | 0.3 | 1.0 | 1.1 | 1.3 | 0.8 | 0.5 | 0.0 | 0.0 | 0.0 | 0.0 | 1.3 | 1.9 | 2.1 | 1.8 | 1.1 | 0.6 |
Dividend Growth(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | -70.6 | -61.1 | N/A | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -75.0 | -50.0 | 0.0 | 0.0 | 700.0 | 0.0 | 0.0 | 0.0 | -16.7 | -25.0 | 0.0 | 100.0 | 100.0 | N/A | N/A | N/A | N/A | -100.0 | 0.0 | 13.3 | 25.0 | 20.0 | 66.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/12/1986
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