Fairfax Financial Holdings Ltd (FFH.TO)

1997.96 +1.86 (+0.09%) CAD  |  TSX  |  Dec 20, 16:00
1997.96 0.00 (0.00%) After-Hours: 16:20
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Fairfax Financial Holdings Max Drawdown (5Y): 56.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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IGM Financial Inc 47.65%
CI Financial Corp 61.18%
Onex Corp 60.97%
Fiera Capital Corp 61.45%
Fairfax India Holdings Corp 70.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 18.44
Beta (5Y) 0.8971
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.97%
Historical Sharpe Ratio (5Y) 0.9395
Historical Sortino (5Y) 1.241
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.53%