Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE HANOVER INSURANCE GROUP RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 24.89% | 1.44% | 4.87% | 4.22% | 5.15% | 6.29% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE HANOVER INSURANCE GROUP RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.14 | 24.89 | 1.44 | 4.87 | 4.22 | 5.15 | 6.29 | … | … | 0.48 | 8.63 | 16.59 | -18.93 | 6.80 | 11.85 | 7.39 | -1.87 | 12.21 | 1.05 | 0.40 | -0.15 | 15.82 | 8.27 | -1.41 | 8.76 | 20.29 | -0.08 | 10.89 | 12.11 | 5.61 | 11.43 | 22.24 | 5.72 | 8.65 |
| Sharpe Ratio | NA | 0.37 | -0.21 | 0.16 | 0.29 | NA | NA | … | … | 0.05 | 0.22 | 1.43 | -1.36 | 0.80 | 1.36 | 1.38 | -0.43 | 2.68 | 0.21 | 0.07 | -0.03 | 2.32 | 1.34 | -0.16 | 0.78 | 2.35 | -0.15 | 0.88 | 1.25 | 0.67 | 1.35 | 4.09 | 0.96 | 1.17 |
| Standard Deviation(%) | NA | 9.15 | 11.28 | 10.26 | 8.13 | NA | NA | … | … | 8.14 | 9.19 | 8.62 | 14.90 | 8.42 | 8.57 | 4.33 | 7.46 | 4.32 | 3.95 | 5.05 | 6.36 | 6.81 | 6.14 | 8.71 | 11.13 | 8.58 | 6.73 | 8.94 | 7.09 | 5.15 | 7.79 | 5.27 | 4.79 | 5.43 |
| Draw Down(%) | NA | 5.77 | 23.71 | 25.69 | 25.69 | NA | NA | … | … | 0.66 | 5.76 | 8.68 | 24.60 | 5.17 | 10.38 | 3.15 | 7.70 | 2.12 | 3.67 | 4.16 | 6.12 | 4.44 | 6.14 | 9.42 | 10.19 | 4.42 | 6.64 | 5.81 | 8.12 | 3.94 | 7.21 | 2.76 | 4.51 | 4.10 |
| Yield(%) | NA | 4.28 | 3.75 | 4.12 | 3.93 | NA | NA | … | … | NA | 0.74 | 4.32 | 2.55 | 3.58 | 6.16 | 4.10 | 4.18 | 0.23 | 2.26 | 6.42 | 5.00 | 4.77 | 4.40 | 2.81 | 4.26 | 5.56 | 4.50 | 4.30 | 4.45 | 2.66 | 3.64 | 3.97 | 7.23 | 8.82 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE HANOVER INSURANCE GROUP RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.46%
Sep 2019 – Sep 2022 |
-0.67%
Sep 2017 – Sep 2022 |
2.08%
Oct 2013 – Oct 2023 |
3.87%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE HANOVER INSURANCE GROUP RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
14.20%
Apr 2003 – Apr 2006 |
13.39%
Oct 2002 – Oct 2007 |
11.01%
Apr 2001 – Apr 2011 |
8.51%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart