Triumph Group Inc (TGI)
17.86
-0.45
(-2.46%)
USD |
NYSE |
Nov 14, 16:00
17.86
0.00 (0.00%)
After-Hours: 20:00
Triumph Group Max Drawdown (5Y): 94.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.89% |
| September 30, 2024 | 94.89% |
| August 31, 2024 | 94.89% |
| July 31, 2024 | 94.89% |
| June 30, 2024 | 94.89% |
| May 31, 2024 | 94.89% |
| April 30, 2024 | 94.89% |
| March 31, 2024 | 94.89% |
| February 29, 2024 | 94.89% |
| January 31, 2024 | 94.89% |
| December 31, 2023 | 94.89% |
| November 30, 2023 | 94.89% |
| October 31, 2023 | 94.89% |
| September 30, 2023 | 94.89% |
| August 31, 2023 | 94.89% |
| July 31, 2023 | 94.89% |
| June 30, 2023 | 94.89% |
| May 31, 2023 | 94.89% |
| April 30, 2023 | 94.89% |
| March 31, 2023 | 94.89% |
| February 28, 2023 | 94.89% |
| January 31, 2023 | 94.89% |
| December 31, 2022 | 94.89% |
| November 30, 2022 | 94.89% |
| October 31, 2022 | 94.89% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.89% |
| August 31, 2022 | 94.89% |
| July 31, 2022 | 94.89% |
| June 30, 2022 | 94.89% |
| May 31, 2022 | 94.89% |
| April 30, 2022 | 94.89% |
| March 31, 2022 | 94.89% |
| February 28, 2022 | 94.89% |
| January 31, 2022 | 94.89% |
| December 31, 2021 | 94.89% |
| November 30, 2021 | 94.89% |
| October 31, 2021 | 94.89% |
| September 30, 2021 | 94.89% |
| August 31, 2021 | 94.89% |
| July 31, 2021 | 94.89% |
| June 30, 2021 | 94.89% |
| May 31, 2021 | 94.89% |
| April 30, 2021 | 94.89% |
| March 31, 2021 | 94.89% |
| February 28, 2021 | 94.89% |
| January 31, 2021 | 94.89% |
| December 31, 2020 | 94.89% |
| November 30, 2020 | 94.89% |
| October 31, 2020 | 94.89% |
| September 30, 2020 | 94.89% |
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
83.68%
Minimum
Nov 2019
94.89%
Maximum
Mar 2020
94.14%
Average
94.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| GE Aerospace | 81.01% |
| Boeing Co | 77.92% |
| AAR Corp | 81.77% |
| General Dynamics Corp | 51.65% |
| Heico Corp | 49.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.15 |
| Beta (5Y) | 2.484 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 85.43% |
| Historical Sharpe Ratio (5Y) | -0.1182 |
| Historical Sortino (5Y) | -0.2124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.69% |