Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRIUMPH GROUP INC. 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.41% | 3.14% | 7.64% | 6.87% | 8.17% | 7.31% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRIUMPH GROUP INC. 401K PLAN Strategic Asset Allocation – Optimal 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 (%) | -1.10 | 24.41 | 3.14 | 7.64 | 6.87 | 8.17 | 7.31 | … | … | 0.42 | 8.25 | 16.88 | -14.26 | 8.05 | 17.94 | 20.00 | -4.78 | 14.32 | 5.54 | 0.60 | 8.69 | 16.49 | 10.93 | 1.94 | 12.52 | 22.58 | -20.82 | 7.05 | 12.52 | 6.81 | 11.86 | 20.69 | -9.03 | -0.59 |
| Sharpe Ratio | NA | 0.32 | -0.06 | 0.33 | 0.49 | NA | NA | … | … | 0.04 | 0.19 | 1.38 | -1.08 | 0.82 | 0.94 | 2.48 | -0.60 | 3.00 | 0.68 | 0.07 | 1.33 | 2.60 | 1.45 | 0.13 | 1.09 | 1.38 | -1.05 | 0.43 | 1.26 | 0.76 | 1.57 | 2.31 | -0.88 | -0.33 |
| Standard Deviation(%) | NA | 8.62 | 11.11 | 12.80 | 10.61 | NA | NA | … | … | 8.15 | 8.68 | 9.18 | 14.49 | 9.80 | 18.75 | 7.50 | 10.11 | 4.56 | 7.89 | 8.24 | 6.51 | 6.32 | 7.49 | 14.78 | 11.39 | 16.28 | 20.67 | 9.33 | 7.34 | 6.10 | 6.94 | 8.67 | 11.57 | 8.82 |
| Draw Down(%) | NA | 4.95 | 20.01 | 21.42 | 21.42 | NA | NA | … | … | 0.70 | 4.95 | 8.81 | 21.05 | 6.21 | 19.90 | 3.88 | 12.09 | 1.61 | 6.12 | 7.16 | 5.14 | 4.27 | 6.00 | 12.90 | 8.54 | 16.54 | 30.07 | 6.27 | 8.57 | 3.84 | 6.21 | 7.97 | 19.07 | 12.42 |
| Yield(%) | NA | 6.04 | 3.65 | 3.54 | 3.11 | NA | NA | … | … | NA | 0.73 | 5.94 | 3.09 | 1.16 | 4.34 | 2.51 | 2.73 | 0.40 | 3.81 | 2.31 | 4.47 | 3.68 | 3.14 | 2.80 | 2.61 | 2.74 | 3.34 | 7.04 | 7.04 | 5.24 | 4.23 | 2.14 | 2.07 | 4.15 |
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 |
|---|---|---|---|---|
| TRIUMPH GROUP INC. 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-6.71%
Feb 2006 – Feb 2009 |
-0.51%
Feb 2004 – Feb 2009 |
5.60%
Oct 2013 – Oct 2023 |
5.35%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRIUMPH GROUP INC. 401K PLAN Strategic Asset Allocation – Optimal Moderate |
18.79%
Feb 2009 – Feb 2012 |
16.01%
Feb 2009 – Feb 2014 |
10.80%
Feb 2009 – Feb 2019 |
9.75%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart