Fairfax Financial Holdings Ltd (FFH.TO)
1151.50
+6.02
(+0.53%)
CAD |
TSX |
Sep 20, 16:00
Fairfax Financial Holdings Max Drawdown (5Y): 56.24% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| February 29, 2020 | 28.18% |
| January 31, 2020 | 28.18% |
| December 31, 2019 | 28.18% |
| November 30, 2019 | 28.18% |
| October 31, 2019 | 28.18% |
| September 30, 2019 | 27.40% |
| August 31, 2019 | 27.40% |
| July 31, 2019 | 27.40% |
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
Sep 2018
56.24%
Maximum
May 2020
47.36%
Average
56.24%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Great-West Lifeco Inc | 44.96% |
| Intact Financial Corp | 30.60% |
| Manulife Financial Corp | 52.65% |
| Sun Life Financial Inc | 45.97% |
| Helios Fairfax Partners Corp | 83.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.619 |
| Beta (5Y) | 0.9662 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.04% |
| Historical Sharpe Ratio (5Y) | 0.4789 |
| Historical Sortino (5Y) | 0.6889 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.34% |