Fairfax Financial Holdings Ltd (FFH.TO)
1822.67
+7.45
(+0.41%)
CAD |
TSX |
Nov 05, 16:00
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% |
| Power Corporation of Canada | 49.16% |
| IGM Financial Inc | 47.65% |
| CI Financial Corp | 59.56% |
| Bank of Nova Scotia | 38.96% |
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% |