Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THGA (The Hanover Insurance Group Inc. SUB DB 6.35%53) | NA | 1.71% | 5.85% | 5.72% | NA | NA | NA | 6.25% |
Data as of 09/21/2020, AR inception is 04/02/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THGA (The Hanover Insurance Group Inc. SUB DB 6.35%53) | 04/02/2013 | 09/21/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 1.71 | 5.85 | 5.72 | NA | NA | NA | 6.25 | 0.93 | 8.60 | -2.05 | 1.28 | -1.85 | 1.88 | 19.85 | -17.19 |
| Sharpe Ratio | NA | 0.02 | 0.12 | 0.16 | NA | NA | NA | 0.21 | 0.01 | 0.77 | -0.62 | 0.11 | -0.22 | 0.23 | 2.01 | -1.32 |
| Standard Deviation(%) | NA | 65.76 | 38.40 | 30.14 | NA | NA | NA | 25.53 | 77.35 | 9.39 | 5.46 | 5.86 | 9.39 | 7.89 | 9.88 | 16.74 |
| Draw Down(%) | NA | 48.53 | 48.53 | 48.53 | NA | NA | NA | 48.53 | 48.53 | 5.01 | 6.49 | 2.62 | 9.48 | 3.92 | 3.59 | 21.02 |
| Yield(%) | 0.00 | 4.55 | 5.73 | 5.39 | 4.10 | 2.74 | 2.05 | 5.86 | 3.07 | 6.37 | 6.28 | 3.20 | 6.14 | 4.76 | 7.54 | 4.78 |
Data as of 09/21/2020, AR inception is 04/02/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THGA (The Hanover Insurance Group Inc. SUB DB 6.35%53) |
2.29%
Mar 2017 - Mar 2020 |
3.87%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THGA (The Hanover Insurance Group Inc. SUB DB 6.35%53) |
12.61%
Dec 2013 - Dec 2016 |
10.12%
Jan 2014 - Jan 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart