The Hanover Insurance Group Inc (THG)
136.15
+2.17
(+1.62%)
USD |
NYSE |
May 16, 13:27
Hanover Insurance Group Max Drawdown (5Y): 40.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.05% |
March 31, 2024 | 40.05% |
February 29, 2024 | 40.05% |
January 31, 2024 | 40.05% |
December 31, 2023 | 40.05% |
November 30, 2023 | 40.05% |
October 31, 2023 | 40.05% |
September 30, 2023 | 40.05% |
August 31, 2023 | 40.05% |
July 31, 2023 | 40.05% |
June 30, 2023 | 40.05% |
May 31, 2023 | 40.05% |
April 30, 2023 | 40.05% |
March 31, 2023 | 40.05% |
February 28, 2023 | 40.05% |
January 31, 2023 | 40.05% |
December 31, 2022 | 40.05% |
November 30, 2022 | 40.05% |
October 31, 2022 | 40.05% |
September 30, 2022 | 40.05% |
August 31, 2022 | 40.05% |
July 31, 2022 | 40.05% |
June 30, 2022 | 40.05% |
May 31, 2022 | 40.05% |
April 30, 2022 | 40.05% |
Date | Value |
---|---|
March 31, 2022 | 40.05% |
February 28, 2022 | 40.05% |
January 31, 2022 | 40.05% |
December 31, 2021 | 40.05% |
November 30, 2021 | 40.05% |
October 31, 2021 | 40.05% |
September 30, 2021 | 40.05% |
August 31, 2021 | 40.05% |
July 31, 2021 | 40.05% |
June 30, 2021 | 40.05% |
May 31, 2021 | 40.05% |
April 30, 2021 | 40.05% |
March 31, 2021 | 40.05% |
February 28, 2021 | 40.05% |
January 31, 2021 | 40.05% |
December 31, 2020 | 40.05% |
November 30, 2020 | 40.05% |
October 31, 2020 | 40.05% |
September 30, 2020 | 40.05% |
August 31, 2020 | 40.05% |
July 31, 2020 | 40.05% |
June 30, 2020 | 40.05% |
May 31, 2020 | 40.05% |
April 30, 2020 | 40.05% |
March 31, 2020 | 40.05% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
18.50%
Minimum
May 2019
40.05%
Maximum
Mar 2020
36.46%
Average
40.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Allstate Corp | 41.38% |
Cincinnati Financial Corp | 58.14% |
Safety Insurance Group Inc | 32.78% |
Selective Insurance Group Inc | 48.40% |
United Fire Group Inc | 64.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.284 |
Beta (5Y) | 0.6736 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.34% |
Historical Sharpe Ratio (5Y) | 0.0913 |
Historical Sortino (5Y) | 0.1072 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.19% |