Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THG (The Hanover Insurance Group, Inc.) | 2.87% | 10.13% | 21.24% | 8.55% | 11.23% | 14.00% | 9.87% | … | … |
Data as of 06/04/2026, Common starting date is 10/11/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THG (The Hanover Insurance Group, Inc.) | 10/11/1995 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 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 (%) | -0.21 | 10.13 | 21.24 | 8.55 | 11.23 | 14.00 | 9.87 | … | … | 2.87 | 21.60 | 30.61 | -7.61 | 5.40 | 14.51 | -12.32 | 26.73 | 10.15 | 21.41 | 14.43 | 16.65 | 22.36 | 58.38 | 14.46 | -22.96 | 7.54 | 5.20 | -4.93 | -5.27 | 17.57 | 28.03 | 6.69 | 204.65 | -77.33 | -38.16 | 30.85 | -3.89 | 15.89 | 49.07 | 24.07 | 11.34 |
| Sharpe Ratio | NA | 0.32 | 0.84 | 0.26 | 0.39 | NA | NA | … | … | 0.17 | 0.80 | 1.35 | -0.50 | 0.15 | 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 | -0.38 | 0.70 | 1.10 | 0.19 | 3.66 | -1.15 | -1.21 | 0.68 | -0.23 | 0.30 | 1.96 | 0.87 | 2.44 |
| Standard Deviation(%) | NA | 20.22 | 21.42 | 22.78 | 24.18 | NA | NA | … | … | 21.20 | 23.73 | 19.96 | 22.74 | 25.86 | 21.18 | 44.30 | 14.45 | 20.64 | 18.41 | 17.54 | 19.53 | 17.84 | 17.51 | 19.63 | 30.38 | 16.24 | 35.73 | 52.81 | 22.38 | 20.39 | 23.47 | 29.31 | 55.69 | 68.36 | 34.04 | 39.27 | 30.99 | 41.07 | 23.00 | 23.33 | 24.54 |
| Draw Down(%) | NA | 10.02 | 13.98 | 30.35 | 40.10 | NA | NA | … | … | 8.32 | 13.98 | 11.54 | 28.69 | 18.63 | 14.04 | 40.10 | 7.64 | 18.49 | 11.73 | 17.77 | 8.55 | 13.34 | 10.33 | 17.23 | 35.23 | 9.23 | 34.31 | 37.41 | 17.32 | 23.91 | 11.81 | 33.46 | 24.41 | 85.77 | 47.01 | 36.52 | 27.84 | 45.58 | 15.67 | 11.64 | 6.22 |
| Yield(%) | 0.00 | 2.13 | 3.11 | 2.37 | 4.11 | 7.09 | 4.88 | … | … | 0.53 | 2.39 | 2.81 | 2.41 | 2.33 | 2.49 | 1.94 | 8.41 | 2.08 | 2.24 | 2.35 | 2.39 | 2.59 | 3.47 | 3.50 | 2.39 | 2.24 | 1.76 | 1.00 | 0.81 | 0.70 | 0.77 | 0.00 | 0.00 | 0.00 | 0.37 | 0.47 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 10/11/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THG (The Hanover Insurance Group, Inc.) |
-46.82%
Oct 1999 – Oct 2002 |
-28.76%
Oct 1997 – Oct 2002 |
-5.85%
Apr 1999 – Apr 2009 |
-1.45%
Feb 1998 – Feb 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THG (The Hanover Insurance Group, Inc.) |
64.82%
Oct 2002 – Oct 2005 |
40.54%
Oct 2002 – Oct 2007 |
18.39%
Oct 2012 – Oct 2022 |
19.70%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart