Fairfax India Holdings Corp (FIH.U.TO)

16.16 +0.83 (+5.41%) USD  |  TSX  |  Dec 20, 16:00
16.16 0.00 (0.00%) After-Hours: 16:00
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Fairfax India Holdings Max Drawdown (5Y): 70.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
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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Fairfax Financial Holdings Ltd 56.24%
Quinsam Capital Corp 95.36%
MedBright AI Investments Inc 98.52%
Polaris Northstar Capital Corp 99.98%
Belgravia Hartford Capital Inc 98.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.98
Beta (5Y) 1.439
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.99%
Historical Sharpe Ratio (5Y) 0.0599
Historical Sortino (5Y) 0.0762
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.15%