TransDigm Group Inc
Provider: Exchange
| Annualised Return | 29.5% |
| Realised Volatility | 27.49% |
| Downside Volatility | 21.39% |
| Max Drawdown | -50.23% |
| Winning months | 67.58% |
| Sharpe Ratio | 1.07 |
| Sortino Ratio | 1.38 |
| Calmar Ratio | 0.59 |
| Viking Ratio | 0.58 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.79% | 1.02% | 1.18% | 9.15% | |||||||||
| 2024 | 8.02% | 7.78% | 4.57% | 1.33% | 7.63% | -4.89% | 1.3% | 6.1% | 3.93% | -3.66% | -3.79% | 1.14% | 32.27% |
| 2023 | 13.99% | 3.64% | -0.92% | 3.79% | 1.13% | 15.58% | 0.62% | 0.46% | -6.72% | -1.78% | 20.55% | 5.06% | 66.57% |
| 2022 | -3.16% | 8.18% | -2.26% | -8.71% | 1.78% | -11.35% | 15.96% | -0.78% | -12.59% | 9.71% | 9.16% | 0.18% | 1.77% |
| 2021 | -10.6% | 4.23% | 1.95% | 4.39% | 5.72% | -0.24% | -0.96% | -5.24% | 2.81% | -0.12% | -7.34% | 10.07% | 2.82% |
| 2020 | 14.87% | -13.29% | -42.6% | 13.4% | 17% | 4.06% | -2.37% | 15.78% | -4.91% | 0.48% | 21.32% | 6.85% | 10.51% |
| 2019 | 14.98% | 11.02% | 4.58% | 6.28% | -8.62% | 9.72% | 0.34% | 17.43% | -3.28% | 1.08% | 7.76% | 4.43% | 84.41% |
| 2018 | 15.4% | -9.02% | 6.46% | 4.44% | 4.22% | 3.3% | 8.81% | -6.8% | 6.37% | -11.29% | 9.51% | -5.98% | 23.83% |
| 2017 | -13.08% | 17.47% | -13.39% | 12.07% | 8.65% | 0.29% | 4.94% | 0.37% | -1.92% | 8.55% | 2.27% | -3.23% | 19.84% |
| 2016 | -1.63% | -4.96% | 3.17% | 3.42% | 15.65% | 0.06% | 6% | 2.03% | 1.38% | 3.02% | -7.72% | -0.98% | 19.13% |
| 2015 | 4.68% | 5.51% | 0.86% | -3.01% | 6.56% | -0.61% | 0.73% | 1.56% | -7.58% | 3.51% | 6.72% | -2.63% | 16.35% |
| 2014 | 3.73% | 6.65% | 3.96% | -3.96% | 6.09% | 1.65% | 0.39% | 11.95% | -1.95% | 1.46% | 5.75% | -0.73% | 39.85% |
| 2013 | -0.67% | 5.09% | 7.43% | -4% | -0.48% | 7.3% | 6.85% | -5.25% | 1.24% | 4.84% | 7.64% | 2.88% | 36.8% |
| 2012 | 9.25% | 13.64% | -2.55% | 8.95% | -2.47% | 9.19% | -8.15% | 12.37% | 2.34% | 2.86% | 2.11% | 0.25% | 56.13% |
| 2011 | 7.6% | 3.74% | 4.29% | -0.63% | -1.56% | 11.21% | -1.23% | 1.99% | -11.09% | 15% | 2.66% | -0.77% | 32.87% |
| 2010 | 1.64% | 4.04% | 5.62% | 4.2% | -4.54% | -3.28% | 6.15% | 6.87% | 7.19% | 6.8% | 3.36% | 5.12% | 51.63% |
| 2009 | 1.52% | 3.7% | -7.07% | 7% | 11.61% | -7.7% | 5.77% | 16.27% | 11.88% | -7.02% | 10.64% | 9.55% | 67.22% |
| 2008 | -8.39% | -6.09% | -4.66% | 2.48% | 14.83% | -22.96% | 9.59% | 2.04% | -8.87% | -11.95% | 17.78% | -5.44% | -25.68% |
| 2007 | 20.7% | 0.16% | 14.04% | 4.1% | -2.43% | 9.5% | 1.83% | -1.33% | 12.45% | -0.42% | 4.74% | -5.26% | 71.18% |