Fairfax Financial Holdings Ltd (FFH.TO)
1570.04
+17.81
(+1.15%)
CAD |
TSX |
May 09, 12:24
Fairfax Financial Holdings Max Drawdown (5Y): 56.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.24% |
March 31, 2024 | 56.24% |
February 29, 2024 | 56.24% |
January 31, 2024 | 56.24% |
December 31, 2023 | 56.24% |
November 30, 2023 | 56.24% |
October 31, 2023 | 56.24% |
September 30, 2023 | 56.24% |
August 31, 2023 | 56.24% |
July 31, 2023 | 56.24% |
June 30, 2023 | 56.24% |
May 31, 2023 | 56.24% |
April 30, 2023 | 56.24% |
March 31, 2023 | 56.24% |
February 28, 2023 | 56.24% |
January 31, 2023 | 56.24% |
December 31, 2022 | 56.24% |
November 30, 2022 | 56.24% |
October 31, 2022 | 56.24% |
September 30, 2022 | 56.24% |
August 31, 2022 | 56.24% |
July 31, 2022 | 56.24% |
June 30, 2022 | 56.24% |
May 31, 2022 | 56.24% |
April 30, 2022 | 56.24% |
Date | Value |
---|---|
March 31, 2022 | 56.24% |
February 28, 2022 | 56.24% |
January 31, 2022 | 56.24% |
December 31, 2021 | 56.24% |
November 30, 2021 | 56.24% |
October 31, 2021 | 56.24% |
September 30, 2021 | 56.24% |
August 31, 2021 | 56.24% |
July 31, 2021 | 56.24% |
June 30, 2021 | 56.24% |
May 31, 2021 | 56.24% |
April 30, 2021 | 56.24% |
March 31, 2021 | 56.24% |
February 28, 2021 | 56.24% |
January 31, 2021 | 56.24% |
December 31, 2020 | 56.24% |
November 30, 2020 | 56.24% |
October 31, 2020 | 56.24% |
September 30, 2020 | 56.24% |
August 31, 2020 | 56.24% |
July 31, 2020 | 56.24% |
June 30, 2020 | 56.24% |
May 31, 2020 | 56.24% |
April 30, 2020 | 49.20% |
March 31, 2020 | 45.51% |
Max Drawdown Definition
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.
Max Drawdown (5Y) Range, Past 5 Years
27.40%
Minimum
May 2019
56.24%
Maximum
May 2020
51.20%
Average
56.24%
Median
May 2020
Max Drawdown (5Y) Benchmarks
goeasy Ltd | 70.44% |
Intact Financial Corp | 30.60% |
Definity Financial Corp | -- |
Cypherpunk Holdings Inc | 86.11% |
Armada Mercantile Ltd | 96.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.66 |
Beta (5Y) | 0.898 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.12% |
Historical Sharpe Ratio (5Y) | 0.6497 |
Historical Sortino (5Y) | 0.9047 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.53% |