Fairfax Financial Holdings Ltd. (FFH.TO)

2363.41 +16.69 (+0.71%) CAD  |  TSX  |  Apr 02, 16:00
More

Fairfax Financial Holdings Max Drawdown (5Y) : 31.28% for March 31, 2026

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for FFH.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Great-West Lifeco, Inc. 27.62%
Fineqia International, Inc. 90.00%
Quinsam Capital Corp. 92.19%
Aberdeen International, Inc. 96.47%
Belgravia Hartford Capital, Inc. 98.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 26.68
Beta (5Y) 0.5149
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.29%
Historical Sharpe Ratio (5Y) 1.528
Historical Sortino (5Y) 3.284
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.63%