Triumph Group Inc (TGI)
13.46
+0.14
(+1.05%)
USD |
NYSE |
Apr 24, 16:00
13.41
-0.05
(-0.37%)
Pre-Market: 20:00
Triumph Group Max Drawdown (5Y): 94.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 94.89% |
July 31, 2020 | 94.89% |
June 30, 2020 | 94.89% |
May 31, 2020 | 94.89% |
April 30, 2020 | 94.89% |
March 31, 2020 | 94.89% |
February 29, 2020 | 83.68% |
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
Apr 2019
94.89%
Maximum
Mar 2020
92.83%
Average
94.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AAR Corp | 81.77% |
General Dynamics Corp | 51.65% |
General Electric Co | 81.01% |
Heico Corp | 49.70% |
Boeing Co | 77.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -40.11 |
Beta (5Y) | 2.576 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.79% |
Historical Sharpe Ratio (5Y) | -0.0747 |
Historical Sortino (5Y) | -0.1373 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.69% |