Fairfax Financial Holdings Ltd (FFH.TO)
1969.27
+10.04
(+0.51%)
CAD |
TSX |
Nov 22, 09:53
Fairfax Financial Holdings Max Drawdown (5Y): 56.24% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 56.24% |
August 31, 2024 | 56.24% |
July 31, 2024 | 56.24% |
June 30, 2024 | 56.24% |
May 31, 2024 | 56.24% |
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% |
Date | Value |
---|---|
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% |
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% |
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
28.18%
Minimum
Nov 2019
56.24%
Maximum
May 2020
54.03%
Average
56.24%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Fairfax India Holdings Corp | 70.80% |
IGM Financial Inc | 47.65% |
CI Financial Corp | 59.56% |
Onex Corp | 60.97% |
Fiera Capital Corp | 61.45% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 16.40 |
Beta (5Y) | 0.8753 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.76% |
Historical Sharpe Ratio (5Y) | 0.8393 |
Historical Sortino (5Y) | 1.108 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.53% |