Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRIUMPH GROUP INC. 401K PLAN Tactical Asset Allocation Moderate | NA | 12.31% | 10.45% | 10.17% | 10.60% | 10.31% | NA | 8.82% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRIUMPH GROUP INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.79 | 12.31 | 10.45 | 10.17 | 10.60 | 10.31 | NA | 8.82 | 0.80 | 13.10 | 7.93 | 0.76 | 13.65 | 16.92 | 8.25 | 6.15 | 13.62 | 16.15 | 3.42 | 10.73 | 12.28 | 6.65 | 11.94 | 10.82 | -5.51 | -1.78 |
| Sharpe Ratio | NA | 0.11 | 0.86 | 0.91 | 1.03 | NA | NA | 0.82 | -0.03 | 2.67 | 0.94 | 0.08 | 1.75 | 2.28 | 1.02 | 0.41 | 1.25 | 1.72 | 0.49 | 0.75 | 1.10 | 0.70 | 1.52 | 1.20 | -1.03 | -0.54 |
| Standard Deviation(%) | NA | 9.43 | 7.91 | 8.06 | 9.29 | NA | NA | 8.60 | 9.98 | 4.66 | 8.23 | 9.13 | 7.81 | 7.42 | 8.04 | 14.77 | 10.84 | 9.33 | 5.05 | 10.25 | 8.18 | 6.37 | 7.22 | 8.44 | 6.45 | 7.51 |
| Draw Down(%) | NA | 8.24 | 8.24 | 8.33 | 12.06 | NA | NA | 13.76 | 8.24 | 1.87 | 5.57 | 8.07 | 5.30 | 4.16 | 6.11 | 12.06 | 8.34 | 4.45 | 3.49 | 6.43 | 9.50 | 4.11 | 6.78 | 6.23 | 8.66 | 11.74 |
| Yield(%) | NA | 2.17 | 3.31 | 4.22 | 3.47 | NA | NA | 0.00 | 0.70 | 2.69 | 3.71 | 4.03 | 5.90 | 5.93 | 2.96 | 2.81 | 2.82 | 3.85 | 4.23 | 5.49 | 8.92 | 4.40 | 2.87 | 2.79 | 5.29 | 5.15 |
Data as of 08/31/2018, AR inception 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 Tactical Asset Allocation Moderate |
2.58%
Jul 2001 - Jul 2004 |
5.55%
Feb 2001 - Feb 2006 |
7.61%
Sep 2001 - Sep 2011 |
8.11%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRIUMPH GROUP INC. 401K PLAN Tactical Asset Allocation Moderate |
14.38%
May 2008 - May 2011 |
13.83%
Jun 2009 - Jun 2014 |
11.29%
Aug 2004 - Aug 2014 |
10.48%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart