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THG: The Hanover Insurance Group Inc (STOCK)
Basic Info 131.35 1.27(0.96%) April 25
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/11/1995 |
Last Dividend Date: | 03/14/2024 |
12-Mo. Yield | 2.68% |
Expenses | - |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/11/1995 |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.3 | 8.9 | 14.6 | 1.6 | 4.9 | 11.4 | 13.7 | 9.3 | 7.9 | -7.6 | 5.4 | 14.5 | -12.3 | 26.7 | 10.1 | 21.4 | 14.4 | 16.6 | 22.4 | 58.4 | 14.5 | -23.0 | 7.5 | 5.2 | -4.9 | -5.3 | 17.6 | 28.0 | 6.7 | 204.7 | -77.3 | -38.2 | 30.9 | -3.9 | 15.9 | 49.1 | 24.1 | 11.3 |
Sharpe Ratio | NA | 1.45 | 0.04 | -0.04 | 0.13 | 0.44 | NA | NA | 0.2 | -0.53 | 0.16 | 0.68 | -0.28 | 1.75 | 0.43 | 1.13 | 0.81 | 0.85 | 1.25 | 3.33 | 0.74 | -0.76 | 0.46 | 0.14 | -0.11 | -0.37 | 0.7 | 1.1 | 0.2 | 3.66 | -1.15 | -1.2 | 0.68 | -0.23 | 0.31 | 1.97 | 0.87 | 2.44 |
Draw Down(%) | NA | 7.0 | 18.4 | 30.4 | 40.1 | 40.1 | NA | NA | 90.1 | 28.7 | 18.6 | 14.0 | 40.1 | 7.6 | 18.5 | 11.7 | 17.8 | 8.5 | 13.3 | 10.3 | 17.2 | 35.2 | 9.2 | 34.3 | 37.4 | 17.3 | 23.9 | 11.8 | 33.5 | 24.4 | 85.8 | 47.0 | 36.5 | 27.8 | 45.6 | 15.7 | 11.6 | 6.2 |
Standard Deviation(%) | NA | 19.3 | 20.6 | 23.1 | 27.7 | 23.5 | NA | NA | 31.5 | 22.7 | 25.9 | 21.2 | 44.3 | 14.5 | 20.6 | 18.4 | 17.5 | 19.5 | 17.8 | 17.5 | 19.6 | 30.4 | 16.2 | 35.7 | 52.8 | 22.4 | 20.4 | 23.5 | 29.3 | 55.7 | 68.4 | 34.0 | 39.3 | 31.0 | 41.1 | 23.0 | 23.3 | 24.5 |
Treynor Ratio | NA | 1.68 | 0.02 | -0.01 | 0.04 | 0.13 | NA | NA | 0.07 | -0.19 | 0.08 | 0.17 | -0.12 | 0.54 | 0.16 | 0.26 | 0.18 | 0.19 | 0.22 | 0.64 | 0.19 | -0.23 | 0.11 | 0.06 | -0.06 | -0.09 | 0.15 | 0.24 | 0.04 | 1.38 | -0.83 | -0.59 | 0.46 | -0.14 | 0.13 | 0.97 | 0.5 | 0.61 |
Alpha | NA | 0.09 | -0.01 | -0.01 | -0.01 | 0.01 | NA | NA | 0.01 | -0.09 | 0.07 | -0.02 | -0.11 | 0.04 | 0.05 | 0.02 | 0.02 | 0.06 | 0.03 | 0.09 | 0.01 | -0.1 | -0.01 | -0.05 | 0.18 | -0.04 | 0.01 | 0.09 | -0.02 | 0.36 | -0.42 | -0.14 | 0.15 | -0.05 | -0.01 | 0.11 | 0.05 | 0.09 |
Beta | NA | 0.17 | 0.41 | 0.59 | 0.8 | 0.78 | NA | NA | 0.85 | 0.64 | 0.53 | 0.83 | 1.0 | 0.47 | 0.56 | 0.8 | 0.79 | 0.86 | 1.02 | 0.91 | 0.76 | 1.01 | 0.68 | 0.87 | 0.97 | 0.88 | 0.96 | 1.07 | 1.57 | 1.48 | 0.95 | 0.69 | 0.59 | 0.52 | 0.96 | 0.47 | 0.41 | 0.98 |
RSquared | NA | 0.01 | 0.05 | 0.2 | 0.38 | 0.35 | NA | NA | 0.26 | 0.14 | 0.25 | 0.27 | 0.62 | 0.16 | 0.22 | 0.08 | 0.34 | 0.47 | 0.42 | 0.33 | 0.25 | 0.6 | 0.56 | 0.43 | 0.56 | 0.39 | 0.22 | 0.22 | 0.34 | 0.16 | 0.14 | 0.19 | 0.11 | 0.09 | 0.23 | 0.13 | 0.04 | 0.12 |
Yield(%) | N/A | 0.7 | 2.8 | 2.3 | 2.9 | 5.3 | 8.5 | 5.5 | N/A | 2.4 | 2.3 | 2.5 | 1.9 | 8.4 | 2.1 | 2.2 | 2.4 | 2.4 | 2.6 | 3.5 | 3.5 | 2.4 | 2.2 | 1.8 | 1.0 | 0.8 | 0.7 | 0.8 | 0.0 | 0.0 | 0.0 | 0.4 | 0.5 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -74.1 | 6.4 | -36.6 | 18.9 | 332.7 | N/A | N/A | N/A | 7.2 | 7.4 | 7.5 | -72.7 | 336.9 | 8.8 | 8.5 | 11.2 | 11.2 | 11.8 | 10.6 | 7.9 | 14.0 | 33.3 | 66.7 | 12.5 | 33.3 | 20.0 | N/A | N/A | N/A | -100.0 | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/11/1995
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