Fairfax Financial Holdings Ltd. (FFH.TO)

2224.68 -25.41 (-1.13%) CAD  |  TSX  |  May 26, 15:51
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Fairfax Financial Holdings Max Drawdown (5Y) : 31.28% for April 30, 2026

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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E-L Financial Corp. Ltd. 19.88%
Power Corp of Canada 26.10%
Great-West Lifeco, Inc. 27.62%
Intact Financial Corp. 21.67%
Manulife Financial Corp. 21.05%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 25.77
Beta (5Y) 0.4956
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.21%
Historical Sharpe Ratio (5Y) 1.490
Historical Sortino (5Y) 3.188
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.63%