Triumph Group Inc (TGI)

17.78 +0.21 (+1.20%) USD  |  NYSE  |  Dec 20, 16:00
17.80 +0.02 (+0.11%) After-Hours: 20:00
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Triumph Group Max Drawdown (5Y): 94.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Boeing Co 77.92%
GE Aerospace 81.01%
AAR Corp 81.77%
General Dynamics Corp 51.65%
Heico Corp 49.70%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -43.04
Beta (5Y) 2.519
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 85.66%
Historical Sharpe Ratio (5Y) -0.1097
Historical Sortino (5Y) -0.1947
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.69%